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Geometric Aspects of Probability Theory and Mathematical Statistics V.V. Buldygin

Geometric Aspects of Probability Theory and Mathematical Statistics By V.V. Buldygin

Geometric Aspects of Probability Theory and Mathematical Statistics by V.V. Buldygin


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Summary

Demonstrates the usefulness of geometric methods in probability theory and mathematical statistics, and shows close relationships between these disciplines and convex analysis. This book is intended for mathematicians, and graduate and postgraduate students, whose interests lie in probability theory and convex geometry.

Geometric Aspects of Probability Theory and Mathematical Statistics Summary

Geometric Aspects of Probability Theory and Mathematical Statistics by V.V. Buldygin

It is well known that contemporary mathematics includes many disci plines. Among them the most important are: set theory, algebra, topology, geometry, functional analysis, probability theory, the theory of differential equations and some others. Furthermore, every mathematical discipline consists of several large sections in which specific problems are investigated and the corresponding technique is developed. For example, in general topology we have the following extensive chap ters: the theory of compact extensions of topological spaces, the theory of continuous mappings, cardinal-valued characteristics of topological spaces, the theory of set-valued (multi-valued) mappings, etc. Modern algebra is featured by the following domains: linear algebra, group theory, the theory of rings, universal algebras, lattice theory, category theory, and so on. Concerning modern probability theory, we can easily see that the clas sification of its domains is much more extensive: measure theory on ab stract spaces, Borel and cylindrical measures in infinite-dimensional vector spaces, classical limit theorems, ergodic theory, general stochastic processes, Markov processes, stochastical equations, mathematical statistics, informa tion theory and many others.

Table of Contents

1. Convex sets in vector spaces.- 2. Brunn-Minkowski inequality.- 3. Convex polyhedra.- 4. Two classical isoperimetric problems.- 5. Some infinite-dimensional vector spaces.- 6. Probability measures and random elements.- 7. Convergence of random elements.- 8. The structure of supports of Borel measures.- 9. Quasi-invariant probability measures.- 10. Anderson inequality and unimodal distributions.- 11. Oscillation phenomena and extensions of measures.- 12. Comparison principles for Gaussian processes.- 13. Integration of vector-valued functions and optimal estimation of stochastic processes.- Appendix 1: Some properties of convex curves.- Appendix 2: Convex sets and number theory.- Appendix 3: Measurability of cardinals.

Additional information

NPB9780792364139
9780792364139
0792364139
Geometric Aspects of Probability Theory and Mathematical Statistics by V.V. Buldygin
New
Hardback
Springer
2000-08-31
304
N/A
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