Geometry and Martingales in Banach Spaces

Geometry and Martingales in Banach Spaces

Author
Wojbor A Woyczynski
Publisher
CRC Press
Language
English
Edition
1
Year
2018
Page
330
ISBN
1138616370,9781138616370
File Type
pdf
File Size
2.6 MiB

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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