Geometry and Martingales in Banach Spaces
Author | : Wojbor A. Woyczynski |
Publisher | : CRC Press |
Total Pages | : 299 |
Release | : 2018-10-12 |
ISBN-10 | : 9780429868825 |
ISBN-13 | : 0429868820 |
Rating | : 4/5 (25 Downloads) |
Download or read book Geometry and Martingales in Banach Spaces written by Wojbor A. Woyczynski and published by CRC Press. This book was released on 2018-10-12 with total page 299 pages. Available in PDF, EPUB and Kindle. Book excerpt: Geometry and Martingales in Banach Spaces provides a compact exposition of the results explaining the interrelations existing between the metric geometry of Banach spaces and the theory of martingales, and general random vectors with values in those Banach spaces. Geometric concepts such as dentability, uniform smoothness, uniform convexity, Beck convexity, etc. turn out to characterize asymptotic behavior of martingales with values in Banach spaces.