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Probability in Banach Spaces

Isoperimetry and Processes

Paperback Engels 2011 1991e druk 9783642202117
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Samenvatting

Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed.

Specificaties

ISBN13:9783642202117
Taal:Engels
Bindwijze:paperback
Aantal pagina's:480
Uitgever:Springer Berlin Heidelberg
Druk:1991

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Inhoudsopgave

Notation.- 0. Isoperimetric Background and Generalities.- 1. Isoperimetric Inequalities and the Concentration of Measure Phenomenon.- 2. Generalities on Banach Space Valued Random Variables and Random Processes.- I. Banach Space Valued Random Variables and Their Strong Limiting Properties.- 3. Gaussian Random Variables.- 4. Rademacher Averages.- 5. Stable Random Variables.- 6 Sums of Independent Random Variables.- 7. The Strong Law of Large Numbers.- 8. The Law of the Iterated Logarithm.- II. Tightness of Vector Valued Random Variables and Regularity of Random Processes.- 9. Type and Cotype of Banach Spaces.- 10. The Central Limit Theorem.- 11. Regularity of Random Processes.- 12. Regularity of Gaussian and Stable Processes.- 13. Stationary Processes and Random Fourier Series.- 14. Empirical Process Methods in Probability in Banach Spaces.- 15. Applications to Banach Space Theory.- References.

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        Probability in Banach Spaces