Limit search to available items
Book Cover
E-book
Author Anastassiou, George A., 1952-

Title Probabilistic inequalities / George A. Anastassiou
Published Singapore ; Hackensack, N.J. : World Scientific Pub. Co., [2010]
©2010
Online access available from:
ProQuest Ebook Central Subscription Collection    View Resource Record  
EBSCO eBook Academic Collection    View Resource Record  

Copies

Description 1 online resource (xii, 416 pages .)
Series Series on concrete and applicable mathematics ; v. 7
Series on concrete and applicable mathematics ; v. 7
Contents 1. Introduction -- 2. Basic stochastic Ostrowski inequalities. 2.1. Introduction. 2.2. One dimensional results. 2.3. Multidimensional results. 2.4. Applications. 2.5. Addendum -- 3. Multidimensional Montgomery identities and Ostrowski type inequalities. 3.1. Introduction. 3.2. Results. 3.3. Application to probability theory -- 4. General probabilistic inequalities. 4.1. Introduction. 4.2. Make applications. 4.3. Remarks on an inequality. 4.4. L[symbol], q> 1, related theory -- 5. About Grothendieck inequalities. 5.1. Introduction. 5.2. Main results -- 6. Basic optimal estimation of Csiszar's f-divergence. 6.1. Background. 6.2. Main results -- 7. Approximations via representations of Csiszar's f-divergence. 7.1. Background. 7.2. All results -- 8. Sharp high degree estimation of Csiszar's f-divergence. 8.1. Background. 8.2. Results based on Taylor's formula. 8.3. Results based on generalized Taylor-Widder formula. 8.4. Results based on an alternative expansion formula -- 9. Csiszar's f-divergence as a measure of dependence. 9.1. Background. 9.2. Results -- 10. Optimal estimation of discrete Csiszar f-divergence. 10.1. Background. 10.2. Results -- 11. About a general discrete measure of dependence. 11.1. Background. 11.2. Results -- 12. Hölder-like Csiszar's f-divergence inequalities. 12.1. Background. 12.2. Results -- 13. Csiszar's discrimination and Ostrowski inequalities via Eulertype and Fink identities. 13.1. Background. 13.2. Main results -- 14. Taylor-Widder representations and Grüss, means, Ostrowski and Csiszar's inequalities. 14.1. Introduction. 14.2. Background. 14.3. Main results -- 15. Representations of functions and Csiszar's f-divergence. 15.1. Introduction. 15.2. Main results -- 16. About general moment theory. 16.1. The standard moment problem. 16.2. The convex moment problem. 16.3. Infinite many conditions moment problem. 16.4. Applications -- discussion -- 17. Extreme bounds on the average of a rounded off observation under a moment condition. 17.1. Preliminaries. 17.2. Results -- 18. Moment theory of random rounding rules subject to one moment condition. 18.1. Preliminaries. 18.2. Bounds for random rounding rules. 18.3. Comparison of bounds for random and deterministic rounding rules -- 19. Moment theory on random rounding rules using two moment conditions. 19.1. Preliminaries. 19.2. Results. 19.3. Proofs -- 20. Prokhorov radius around zero using three moment constraints. 20.1. Introduction and main result. 20.2. Auxiliary moment problem. 20.3. Proof of theorem 20.1. 20.4. Concluding remarks -- 21. Precise rates of Prokhorov convergence using three moment conditions. 21.1. Main result. 21.2. Outline of proof -- 22. On Prokhorov convergence of probability measures to the unit under three moments. 22.1. Main result. 22.2. An auxiliary moment problem. 22.3. Further auxiliary results. 22.3. Minimizing solutions in boxes. 22.5. Conclusions -- 23. Geometric moment methods applied to optimal portfolio management. 23.1. Introduction. 23.2. Preliminaries. 23.3. Main results -- 24. Discrepancies between general integral means. 24.1. Introduction. 24.2. Results -- 25. Grüss type inequalities using the Stieltjes integral. 25.1. Motivation. 25.2. Main results. 25.3. Applications -- 26. Chebyshev-Grüss type and difference of integral means inequalities using the Stieltjes integral. 26.1. Background. 26.2. Main results. 26.3. Applications -- 27. An expansion formula. 27.1. Results. 27.2. Applications -- 28. Integration by parts on the multidimensional domain. 28.1. Results
Summary 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
Bibliography Includes bibliographical references (pages 395-411) and index
Notes Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002. http://purl.oclc.org/DLF/benchrepro0212 MiAaHDL
digitized 2011 HathiTrust Digital Library committed to preserve pda MiAaHDL
Print version record
Subject Inequalities (Mathematics)
Probabilities.
Form Electronic book
Author World Scientific (Firm)
ISBN 9789814280792 (electronic bk.)
9814280798 (electronic bk.)