Geometry and Martingales in Banach Spaces

Geometry and Martingales in Banach Spaces

Auteur: Wojbor A. Woyczynski
Uitgever: CRC Press
Editie: 1
Publicatiedatum: 2018
ISBN: 9780367657048

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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.

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