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.

About the Author

Wojbor A. Woyczynski received his PhD in Mathematics in 1968 from Wroclaw University, Poland. He moved to the U.S. in 1970, and since 1982, has been Professor of Mathematics and Statistics at Case Western Reserve University in Cleveland, where he served as chairman of the department from 1982 to 1991, and from 2001 to 2002. He has held tenured faculty positions at Wroclaw University, Poland, and at Cleveland State University, and visiting appointments at Carnegie-Mellon University, and Northwestern University. He has also given invited lecture series on short-term research visits at University of North Carolina, University of South Carolina, University of Paris, Gottingen University, Aarhus University, Nagoya University, University of Tokyo, University of Minnesota, the National University of Taiwan, Taipei, Humboldt University in Berlin, Germany, and the University of New South Wales in Sydney. He is also (co-)author and/or editor of fifteen books on probability theory, harmonic and functional analysis, and applied mathematics, and currently serves as a member of the editorial board of the Applicationes Mathematicae, Springer monograph series UTX, and as a managing editor of the journal Probability and Mathematical Statistics. His research interests include probability theory, stochastic models, functional analysis and partial differential equations and their applications in statistics, statistical physics, surface chemistry, hydrodynamics and biomedicine in which he has published about 200 research papers. He has been the advisor of more than 40 graduate students. Among other honors, in 2013 he was awarded Paris Prix la Recherche, Laureat Mathematiques, for work on mathematical evolution theory. He is currently Professor of Mathematics, Applied Mathematics and Statistics, and Director of the Case Center for Stochastic and Chaotic Processes in Science and Technology at Case Western Reserve University, in Cleveland, Ohio, U.S.A.

Reviews

"The author provides detailed proofs of all the results concerning the interplay between the geometry and martingales. For purely geometric or probabilistic results only references are given, the prerequisites being familiarity with basic facts of functional analysis and probability theory. The book is of interest for researchers in Banach spaces, probability theory and their applications to the analysis of vector functions."

-Stefan Cobzas, Babes-Bolyai University, Department of Mathematics, Romania

"In the 1970s there was frenetic activity in the field of probability in Banach spaces, propelled by mathematicians like, to name but a few, A. Araujo, P. Assouad, E. Gine, J. Hoffmann-Jorgensen, G. Pisier, L. Schwartz, N.N. Vakhaniya, J. Zinn and of course the present author,W. Woyczynski. The monograph under review sums up many of the results obtained in thisdecade, highlighting the interplay between probabilistic ideas and properties of Banach spaces,specifcally the Radon-Nikodym property (RNP) and local properties; indeed, the local theory of Banach spaces emerged as a result of these activities."

-Dirk Werner, Freie Universitat Berlin, Berlin

"The author provides detailed proofs of all the results concerning the interplay between the geometry and martingales. For purely geometric or probabilistic results only references are given, the prerequisites being familiarity with basic facts of functional analysis and probability theory. The book is of interest for researchers in Banach spaces, probability theory and their applications to the analysis of vector functions."

-Stefan Cobzas, Babes-Bolyai University, Department of Mathematics, Romania

"In the 1970s there was frenetic activity in the field of probability in Banach spaces, propelled by mathematicians like, to name but a few, A. Araujo, P. Assouad, E. Gine, J. Hoffmann-Jorgensen, G. Pisier, L. Schwartz, N.N. Vakhaniya, J. Zinn and of course the present author,W. Woyczynski. The monograph under review sums up many of the results obtained in thisdecade, highlighting the interplay between probabilistic ideas and properties of Banach spaces,specifcally the Radon-Nikodym property (RNP) and local properties; indeed, the local theory of Banach spaces emerged as a result of these activities."

-Dirk Werner, Freie Universitat Berlin, Berlin

Book Information
ISBN 9781138616370
Author Wojbor A. Woyczynski
Format Hardback
Page Count 316
Imprint CRC Press
Publisher Taylor & Francis Ltd
Weight(grams) 642g