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Doob's Martingale Inequality
In mathematics, Doob's martingale inequality, also known as Kolmogorov’s submartingale inequality is a result in the study of stochastic processes. It gives a bound on the probability that a submartingale exceeds any given value over a given interval of time. As the name suggests, the result is usually given in the case that the process is a Martingale (probability theory), martingale, but the result is also valid for submartingales. The inequality is due to the American mathematician Joseph L. Doob. Statement of the inequality The setting of Doob's inequality is a Martingale (probability theory)#Submartingales, supermartingales, and relationship to harmonic functions, submartingale relative to a filtration (abstract algebra), filtration of the underlying probability space. The probability measure on the sample space of the martingale will be denoted by . The corresponding expected value of a random variable , as defined by Lebesgue integration, will be denoted by . Informally, D ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Layer Cake Representation
In mathematics, the layer cake representation of a non- negative, real-valued measurable function f defined on a measure space (\Omega,\mathcal,\mu) is the formula :f(x) = \int_0^\infty 1_ (x) \, \mathrmt, for all x \in \Omega, where 1_E denotes the indicator function of a subset E\subseteq \Omega and L(f,t) denotes the super-level set :L(f, t) = \. The layer cake representation follows easily from observing that : 1_(x) = 1_(t) and then using the formula :f(x) = \int_0^ \,\mathrmt. The layer cake representation takes its name from the representation of the value f(x) as the sum of contributions from the "layers" L(f,t): "layers"/values t below f(x) contribute to the integral, while values t above f(x) do not. It is a generalization of Cavalieri's principle and is also known under this name. An important consequence of the layer cake representation is the identity \int_\Omega f(x) \, \mathrm\mu(x) = \int_0^ \mu(\)\,\mathrmt, which follows from it by applying the Fubini-Ton ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Probabilistic Inequalities
Probability is the branch of mathematics concerning numerical descriptions of how likely an event is to occur, or how likely it is that a proposition is true. The probability of an event is a number between 0 and 1, where, roughly speaking, 0 indicates impossibility of the event and 1 indicates certainty."Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory", Alan Stuart and Keith Ord, 6th Ed, (2009), .William Feller, ''An Introduction to Probability Theory and Its Applications'', (Vol 1), 3rd Ed, (1968), Wiley, . The higher the probability of an event, the more likely it is that the event will occur. A simple example is the tossing of a fair (unbiased) coin. Since the coin is fair, the two outcomes ("heads" and "tails") are both equally probable; the probability of "heads" equals the probability of "tails"; and since no other outcomes are possible, the probability of either "heads" or "tails" is 1/2 (which could also be written as 0.5 or 50%). These conc ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Springer Publishing
Springer Publishing Company is an American publishing company of academic journals and books, focusing on the fields of nursing, gerontology, psychology, social work, counseling, public health, and rehabilitation (neuropsychology). It was established in 1951 by Bernhard Springer, a great-grandson of Julius Springer, and is based in Midtown Manhattan, New York City. History Springer Publishing Company was founded in 1950 by Bernhard Springer, the Berlin-born great-grandson of Julius Springer, who founded Springer-Verlag (now Springer Science+Business Media). Springer Publishing's first landmark publications included ''Livestock Health Encyclopedia'' by R. Seiden and the 1952 ''Handbook of Cardiology for Nurses''. The company's books soon branched into other fields, including medicine and psychology. Nursing publications grew rapidly in number, as Modell's ''Drugs in Current Use'', a small annual paperback, sold over 150,000 copies over several editions. Solomon Garb's ''Labo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Springer-Verlag
Springer Science+Business Media, commonly known as Springer, is a German multinational publishing company of books, e-books and peer-reviewed journals in science, humanities, technical and medical (STM) publishing. Originally founded in 1842 in Berlin, it expanded internationally in the 1960s, and through mergers in the 1990s and a sale to venture capitalists it fused with Wolters Kluwer and eventually became part of Springer Nature in 2015. Springer has major offices in Berlin, Heidelberg, Dordrecht, and New York City. History Julius Springer founded Springer-Verlag in Berlin in 1842 and his son Ferdinand Springer grew it from a small firm of 4 employees into Germany's then second largest academic publisher with 65 staff in 1872.Chronology ". Springer Science+Business Media. In 1964, Springer expanded its business international ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Graduate Texts In Mathematics
Graduate Texts in Mathematics (GTM) (ISSN 0072-5285) is a series of graduate-level textbooks in mathematics published by Springer-Verlag. The books in this series, like the other Springer-Verlag mathematics series, are yellow books of a standard size (with variable numbers of pages). The GTM series is easily identified by a white band at the top of the book. The books in this series tend to be written at a more advanced level than the similar Undergraduate Texts in Mathematics series, although there is a fair amount of overlap between the two series in terms of material covered and difficulty level. List of books #''Introduction to Axiomatic Set Theory'', Gaisi Takeuti, Wilson M. Zaring (1982, 2nd ed., ) #''Measure and Category – A Survey of the Analogies between Topological and Measure Spaces'', John C. Oxtoby (1980, 2nd ed., ) #''Topological Vector Spaces'', H. H. Schaefer, M. P. Wolff (1999, 2nd ed., ) #''A Course in Homological Algebra'', Peter Hilton, Urs Stamm ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Springer, Cham
Springer Nature or the Springer Nature Group is a German-British academic publishing company created by the May 2015 merger of Springer Science+Business Media and Holtzbrinck Publishing Group's Nature Publishing Group, Palgrave Macmillan, and Macmillan Education. History The company originates from a number of journals and publishing houses, notably Springer-Verlag, which was founded in 1842 by Julius Springer in Berlin (the grandfather of Bernhard Springer who founded Springer Publishing in 1950 in New York), Nature Publishing Group which has published '' Nature'' since 1869, and Macmillan Education, which goes back to Macmillan Publishers founded in 1843. Springer Nature was formed in 2015 by the merger of Nature Publishing Group, Palgrave Macmillan and Macmillan Education (held by Holtzbrinck Publishing Group) with Springer Science+Business Media (held by BC Partners). Plans for the merger were first announced on 15 January 2015. The transaction was concluded in May 2015 with ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Academic Press
Academic Press (AP) is an academic book publisher founded in 1941. It was acquired by Harcourt, Brace & World in 1969. Reed Elsevier bought Harcourt in 2000, and Academic Press is now an imprint of Elsevier. Academic Press publishes reference books, serials and online products in the subject areas of: * Communications engineering * Economics * Environmental science * Finance * Food science and nutrition * Geophysics * Life sciences * Mathematics and statistics * Neuroscience * Physical sciences * Psychology Well-known products include the ''Methods in Enzymology'' series and encyclopedias such as ''The International Encyclopedia of Public Health'' and the ''Encyclopedia of Neuroscience''. See also * Akademische Verlagsgesellschaft (AVG) — the German predecessor, founded in 1906 by Leo Jolowicz (1868–1940), the father of Walter Jolowicz Walter may refer to: People * Walter (name), both a surname and a given name * Little Walter, American blues harmonica player ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Cambridge University Press
Cambridge University Press is the university press of the University of Cambridge. Granted letters patent by King Henry VIII in 1534, it is the oldest university press in the world. It is also the King's Printer. Cambridge University Press is a department of the University of Cambridge and is both an academic and educational publisher. It became part of Cambridge University Press & Assessment, following a merger with Cambridge Assessment in 2021. With a global sales presence, publishing hubs, and offices in more than 40 countries, it publishes over 50,000 titles by authors from over 100 countries. Its publishing includes more than 380 academic journals, monographs, reference works, school and university textbooks, and English language teaching and learning publications. It also publishes Bibles, runs a bookshop in Cambridge, sells through Amazon, and has a conference venues business in Cambridge at the Pitt Building and the Sir Geoffrey Cass Sports and Social Centre. ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
John Wiley & Sons, Inc
John Wiley & Sons, Inc., commonly known as Wiley (), is an American multinational publishing company founded in 1807 that focuses on academic publishing and instructional materials. The company produces books, journals, and encyclopedias, in print and electronically, as well as online products and services, training materials, and educational materials for undergraduate, graduate, and continuing education students. History The company was established in 1807 when Charles Wiley opened a print shop in Manhattan. The company was the publisher of 19th century American literary figures like James Fenimore Cooper, Washington Irving, Herman Melville, and Edgar Allan Poe, as well as of legal, religious, and other non-fiction titles. The firm took its current name in 1865. Wiley later shifted its focus to scientific, technical, and engineering subject areas, abandoning its literary interests. Wiley's son John (born in Flatbush, New York, October 4, 1808; died in East Orange, New J ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Brownian Motion
Brownian motion, or pedesis (from grc, πήδησις "leaping"), is the random motion of particles suspended in a medium (a liquid or a gas). This pattern of motion typically consists of random fluctuations in a particle's position inside a fluid sub-domain, followed by a relocation to another sub-domain. Each relocation is followed by more fluctuations within the new closed volume. This pattern describes a fluid at thermal equilibrium, defined by a given temperature. Within such a fluid, there exists no preferential direction of flow (as in transport phenomena). More specifically, the fluid's overall linear and angular momenta remain null over time. The kinetic energies of the molecular Brownian motions, together with those of molecular rotations and vibrations, sum up to the caloric component of a fluid's internal energy (the equipartition theorem). This motion is named after the botanist Robert Brown, who first described the phenomenon in 1827, while looking t ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Independent Random Variables
Independent or Independents may refer to: Arts, entertainment, and media Artist groups * Independents (artist group), a group of modernist painters based in the New Hope, Pennsylvania, area of the United States during the early 1930s * Independents (Oporto artist group), a Portuguese artist group historically linked to abstract art and to Fernando Lanhas, the central figure of Portuguese abstractionism Music Groups, labels, and genres * Independent music, a number of genres associated with independent labels * Independent record label, a record label not associated with a major label * Independent Albums, American albums chart Albums * ''Independent'' (Ai album), 2012 * ''Independent'' (Faze album), 2006 * ''Independent'' (Sacred Reich album), 1993 Songs * "Independent" (song), a 2007 song by Webbie * "Independent", a 2002 song by Ayumi Hamasaki from '' H'' News and media organizations * '' The Independent'', a British online newspaper. * ''The Malta Independent'', a Mal ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
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