Inequalities In Analysis And Probability 3rd Edition by Odile Pons ISBN 9789813143999 9813143991

1. Preliminaries

1.1 Introduction

1.2 Cauchy and Holder inequalities

1.3 Inequalities for transformed series and functions

1.4 Applications in probability

1.5 Hardy’s inequality

1.6 Inequalities for discrete martingales

1.7 Martingales indexed by continuous parameters

1.8 Large deviations and exponential inequalities

1.9 Functional inequalities

1.10 Content of the book

2. Inequalities for Means and Integrals

2.1 Introduction

2.2 Inequalities for means in real vector spaces

2.3 Holder and Hilbert inequalities

2.4 Generalizations of Hardy’s inequality

2.5 Carleman’s inequality and generalizations

2.6 Minkowski’s inequality and generalizations

2.7 Inequalities for the Laplace transform

2.8 Inequalities for multivariate functions

3. Analytic Inequalities

3.1 Introduction

3.2 Bounds for series

3.3 Cauchy’s inequalities and convex mappings

3.4 Inequalities for the mode and the median

3.5 Mean residual time

3.6 Functional equations

3.7 Carlson’s inequality

3.8 Functional means

3.9 Young’s inequalities

3.10 Entropy and information

4. Inequalities for Martingales

4.1 Introduction

4.2 Inequalities for sums of independent random variables

4.3 Inequalities for discrete martingales

4.4 Inequalities for the maximum

4.5 Inequalities for martingales indexed by R+

4.6 Inequalities for p-order variations

4.7 Poisson processes

4.8 Brownian motion

4.9 Diffusion processes

4.10 Martingales in the plane

5. Stochastic Calculus

5.1 Stochastic integration

5.2 Exponential solutions of differential equations

5.3 Exponential martingales, submartingales

5.4 Gaussian processes

5.5 Processes with independent increments

5.6 Semi-martingales

5.7 Level crossing probabilities

5.8 Sojourn times

6. Functional Inequalities

6.1 Introduction

6.2 Exponential inequalities for functional empirical processes

6.3 Exponential inequalities for functional martingales

6.4 Weak convergence of functional processes

6.5 Differentiable functionals of empirical processes

6.6 Regression functions and biased length

6.7 Regression functions for processes

6.8 Functional inequalities and applications

7. Markov Processes

7.1 Ergodic theorems

7.2 Inequalities for Markov processes

7.3 Convergence of diffusion processes

7.4 Branching process

7.5 Renewal processes

7.6 Maximum variables

7.7 Shock process

7.8 Laplace transform

7.9 Time-space Markov processes

8. Inequalities for Processes

8.1 Introduction

8.2 Stationary processes

8.3 Ruin models

8.4 Comparison of models

8.5 Moments of the processes at Ta

8.6 Empirical process in mixture distributions

8.7 Integral inequalities in the plane

8.8 Spatial point processes

9. Inequalities in Complex Spaces

9.1 Introduction

9.2 Polynomials

9.3 Fourier and Hermite transforms

9.4 Inequalities for the transforms

9.5 Inequalities in C

9.6 Complex spaces of higher dimensions

9.7 Stochastic integrals

Appendix A Probability

A.1 Definitions and convergences in probability spaces

A.2 Boundary-crossing probabilities

A.3 Distances between probabilities

A.4 Expansions in L2(R)

Bibliography

Index