The book is aimed at graduate students and researchers with basic knowledge of Probability and Integration Theory. It introduces classical inequalities in vector and functional spaces with applications to probability. It also develops new extensions of the analytical inequalities, with sharper bounds and generalizations to the sum or the supremum of random variables, to martingales and to transformed Brownian motions. The proofs of the new results are presented in great detail.
- ISBN13 9789814412575
- Publish Date 22 January 2013 (first published 1 January 2012)
- Publish Status Active
- Publish Country SG
- Imprint World Scientific Publishing Co Pte Ltd
- Format Hardcover
- Pages 232
- Language English
- URL https://worldscientific.com/worldscibooks/10.1142/8529