Geometry and Martingales in Banach Spaces - Paperback

by Wojbor A. Woyczynski (Author)

Geometry and Martingales in Banach Spaces provides a compact exposition of the results explaining the interrelations existing between the metric geometry of Banach spaces and the theory of martingales, and general random vectors with values in those Banach spaces. Geometric concepts such as dentability, uniform smoothness, uniform convexity, Beck convexity, etc. turn out to characterize asymptotic behavior of martingales with values in Banach spaces.

Author Biography

Wojbor A. Woyczyński received his PhD in Mathematics in 1968 from Wroclaw University, Poland. He moved to the U.S. in 1970, and since 1982, has been Professor of Mathematics and Statistics at Case Western Reserve University in Cleveland, where he served as chairman of the department from 1982 to 1991, and from 2001 to 2002. He has held tenured faculty positions at Wroclaw University, Poland, and at Cleveland State University, and visiting appointments at Carnegie-Mellon University, and Northwestern University. He has also given invited lecture series on short-term research visits at University of North Carolina, University of South Carolina, University of Paris, Gottingen University, Aarhus University, Nagoya University, University of Tokyo, University of Minnesota, the National University of Taiwan, Taipei, Humboldt University in Berlin, Germany, and the University of New South Wales in Sydney. He is also (co-)author and/or editor of fifteen books on probability theory, harmonic and functional analysis, and applied mathematics, and currently serves as a member of the editorial board of the Applicationes Mathematicae, Springer monograph series UTX, and as a managing editor of the journal Probability and Mathematical Statistics. His research interests include probability theory, stochastic models, functional analysis and partial differential equations and their applications in statistics, statistical physics, surface chemistry, hydrodynamics and biomedicine in which he has published about 200 research papers. He has been the advisor of more than 40 graduate students. Among other honors, in 2013 he was awarded Paris Prix la Recherche, Laureat Mathematiques, for work on mathematical evolution theory. He is currently Professor of Mathematics, Applied Mathematics and Statistics, and Director of the Case Center for Stochastic and Chaotic Processes in Science and Technology at Case Western Reserve University, in Cleveland, Ohio, U.S.A.