An edition of Probabilistic inequalities (2010)

Probabilistic inequalities

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Last edited by ImportBot
June 17, 2023 | History
An edition of Probabilistic inequalities (2010)

Probabilistic inequalities

"In this monograph, the author presents univariate and multivariate probabilistic inequalities with coverage on basic probabilistic entities like expectation, variance, moment generating function and covariance. These are built on the recent classical form of real analysis inequalities which are also discussed in full details. This treatise is the culmination and crystallization of the author's last two decades of research work in related discipline. Each of the chapters is self-contained and a few advanced courses can be taught out of this book. Extensive background and motivations for specific topics are given in each chapter. A very extensive list of references is also provided at the end. The topics covered in this unique book are wide-ranging and diverse. The opening chapters examine the probabilistic Ostrowski type inequalities, and various related ones, as well as the largely discusses about the Grothendieck type probabilistic inequalities. The book is also about inequalities in information theory and the Csiszar's f-Divergence between probability measures. A great section of the book is also devoted to the applications in various directions of Geometry Moment Theory. Also, the development of the Grüss type and Chebyshev-Grüss type inequalities for Stieltjes integrals and the applications in probability are explored in detail. The final chapters discuss the important real analysis methods with potential applications to stochastics. The book will be of interest to researchers and graduate students, and it is also seen as an invaluable reference book to be acquired by all science libraries as well as seminars that conduct discussions on related topics." -- P.[4] of cover.

Publish Date
Language
English
Pages
416

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Previews available in: English

Edition Availability
Cover of: Probabilistic inequalities
Probabilistic inequalities
2010, World Scientific, World Scientific Publishing Co Pte Ltd
in English

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Book Details


Table of Contents

1. Introduction
2. Basic stochastic Ostrowski inequalities
3. Multidimensional Montgomery identities and Ostrowski type inequalities
4. General probabilistic inequalities
5. About Grothendieck inequalities
6. Basic optimal estimation of Csiszar's f-divergence
7. Approximation via representations of Csiszar's f-divergence
8. Sharp high degree estimation of Csiszar's f-divergence
9. Csiszar's f-divergence as a measure of dependence
10. Optimal estimation of discrete Csiszar f-divergence
11. About a general discrete measure of dependence
12. Hölder-Like Csiszar's f-divergence inequalities
13. Csiszar's discrimination and Ostrowski inequalities via Euler-type and Fink identities
14. Taylor-Widder representations and Grüss, Means, Ostrowski and Csiszar's inequalities
15. Representations of functions and Csiszar's f-divergence
16. About general moment theory
17. Extreme bounds on the average of a rounded off observation under a moment condition
18. Moment theory of random rounding rules subject to one moment condition
19. Moment theory on random rounding rules using two moment conditions
20. Prokhorov radius around zero using three moment constraints
21. Precise rates of Prokhorov convergence using three moment conditions
22. On Prokhorov convergence or probability measures to the unit under three moments
23. Geometric moment methods applied to optimal portfolio
24. Discrepancies between general integral means
25. Grüss type inequalities using the Stieltjes integral
26. Chebyshev-Grüss type and difference of integral means inequalities using the Stieltjes integral
27. An expansion formula
28. Integration by parts on the multidimensional domain
Bibliography
List of symbols.

Edition Notes

Includes bibliographical references (p. 395-411) and index.

Published in
Hackensack, NJ
Series
Series on concrete and applicable mathematics -- v. 7, Series on concrete and applicable mathematics -- v. 7.

Classifications

Dewey Decimal Class
519.2
Library of Congress
QA274 .A64 2010

The Physical Object

Pagination
xii, 416 p. ;
Number of pages
416

ID Numbers

Open Library
OL24539821M
Internet Archive
probabilisticine00anas_418
ISBN 10
981428078X
ISBN 13
9789814280785
LCCN
2010285064
OCLC/WorldCat
461265027

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Download catalog record: RDF / JSON
June 17, 2023 Edited by ImportBot import existing book
July 6, 2019 Edited by MARC Bot import existing book
December 16, 2010 Created by ImportBot initial import