李多科斯编著的《巴拿赫空间中的概率论》是一部全面讲述巴纳赫空间概率论的完美教程,作为概率论的一个分支,该理论已经得到了很好的发展。等周,测度和随机过程这些是学习巴纳赫空间概率论的基础技巧工具,书中全面介绍了巴纳赫空间中概率论的主要概念(积分,向量值随机变量的极限定理和随机变量的连续性)以及它们和巴纳赫空间几何的关系。本书旨在从基础到重要结果将该理论的方方面面阐述清楚,等周,测度和抽象随机过程技巧是本书的重点,并且深入讨论了概率工具和经典巴纳赫理论。
Introduction
Notation
Part 0. Isoperimetric Background and Generalities
Chapter 1. Isoperimetric Inequalities and the Concentration of Measure Phenomenon
1.1 ome Isoperimetric Inequalities on the Sphere, in Gauss Space and on the Cube
1.2 An Isoperimetric Inequality for Product Measures
1.3 Martingale Inequalities
Notes and References
Chapter 2. Generalities on Banach Space Valued Random Variables and Random Processes
2.1 Banach Space Valued Radon Random Variables
2.2 Random Processes and Vector Valued R,a,ndom Variables
2.3 Symmetric Random Variables and Levy's Inequalities
2.4 Some Inequalities for Real Valued Random Variables
Notes and References
Part I. Banach Space Valued Random Variables and Their Strong Limiting Properties
Chapter 3. Gaussian Random Variables
3.1 Integrability and Tail Behavior
3.2 Integrability of Gaussian Chaos
3.3 Comparison Theorems
Notes and References
Chapter 4. Rademacher Averages
4.1 Real Rademacher A'verages
4.2 The Contraction Principle
4,3 Integrability and Tail Behavior of Rademacher Series
4.4 Integrability of Rademacher Chaos
4.5 Comparison Theorems
Notes and References
Chapter 5. Stable Random Variables
5.1 R;epresentation of Stable Random Variables
5.2 Integrability and Tail Behavior
5.3 Comparison Theorems
Notes and References
Chapter 6. Sums of Independent Random Variables
6.1 Symmetrization and Some Inequalities for Sums of Independent Random Variables
6.2 Integrability of Sums of Independent Random Variables
6.3 Concentration and Tail Behavior
Notes and R,eferences
Chapter 7. The Strong Law of Large Numbers
7.1 A General Statement for Strong Limit Theorems
7.2 Examples of Laws of Large Numbers
Notes and References
Chapter 8. The Law of the lterated Logarithm
8.1 Kolmogorov's Law of the Iterated Logarithm
8.2 Hartman-Wintner-Strassen's Law of the Iterated Logarithm
8.3 On the Identification of the Limits
Notes and References
Part II. Tightness of Vector Valued R,andom Variables and Regularity of Random Processes