| Dewey Class |
510.9 |
| Title |
The Splendors and Miseries of Martingales ( EBook) : Their History from the Casino to Mathematics / / edited by Laurent Mazliak, Glenn Shafer. |
| Added Personal Name |
Mazliak, Laurent |
| Shafer, Glenn |
| Other name(s) |
SpringerLink (Online service) |
| Edition statement |
1st ed. 2022. |
| Publication |
Cham : : Springer International Publishing : : Imprint: Birkhäuser, , 2022. |
| Physical Details |
XIV, 418 p. 17 illus., 8 illus. in color. : online resource. |
| Series |
Trends in the History of Science 2297-296X |
| ISBN |
9783031059889 |
| Summary Note |
Over the past eighty years, martingales have become central in the mathematics of randomness. They appear in the general theory of stochastic processes, in the algorithmic theory of randomness, and in some branches of mathematical statistics. Yet little has been written about the history of this evolution. This book explores some of the territory that the history of the concept of martingales has transformed. The historian of martingales faces an immense task. We can find traces of martingale thinking at the very beginning of probability theory, because this theory was related to gambling, and the evolution of a gambler’s holdings as a result of following a particular strategy can always be understood as a martingale. More recently, in the second half of the twentieth century, martingales became important in the theory of stochastic processes at the very same time that stochastic processes were becoming increasingly important in probability, statistics and more generally in various applied situations. Moreover, a history of martingales, like a history of any other branch of mathematics, must go far beyond an account of mathematical ideas and techniques. It must explore the context in which the evolution of ideas took place: the broader intellectual milieux of the actors, the networks that already existed or were created by the research, even the social and political conditions that favored or hampered the circulation and adoption of certain ideas. This books presents a stroll through this history, in part a guided tour, in part a random walk. First, historical studies on the period from 1920 to 1950 are presented, when martingales emerged as a distinct mathematical concept. Then insights on the period from 1950 into the 1980s are offered, when the concept showed its value in stochastic processes, mathematical statistics, algorithmic randomness and various applications.: |
| Contents note |
IN THE BEGINNING: 1. Roger Mansuy: The Origins and Multiple Meanings of Martingale -- 2. Glenn Shafer: Martingales at the Casino -- 3. Bernard Bru and Marie-France Bru: Emile Borel's Denumerable Martingales, 1909–1949 -- 4. Salah Eid: The Dawn of Martingale Convergence: Jessen’s Theorem and Lévy’s Lemma -- VILLE, LEVY and DOOB: 5. Glenn Shafer: Did Jean Ville Invent Martingales? -- 6. Laurent Mazliak: Paul Lévy’s Perspective on Martingales and on Jean Ville -- 7. Bernard Locker and Laurent Mazliak: Doob at Lyon: Bringing Martingales Back to France -- MODERN PROBABILITY: 8. Paul-André Meyer and Glenn Shafer: Stochastic Processes in the Decades after 1950 -- 9. Shinzo Watanabe: Martingales in Japan -- 10. Klaus Krickeberg: My Encounters with Martingales -- MODERN APPLICATIONS: 11. Laurent Bienvenu, Glenn Shafer and Alexander Shen: Martingales in the Study of Randomness -- 12. Tze Leung Lai: Encounters with Martingales in Statistics and Stochastic Optimization -- 13. Odd O. Aalen, Per K. Andersen, Ørnulf Borgan, Richard D. Gill and Nils Keiding: Martingales in Survival Analysis -- 14. Tyron Duncan: Encounters with Martingales in Stochastic Control. Appendix by Laurent Mazliak -- DOCUMENTS: 15. Bernard Bru and Salah Eid: Analysis or Probability? Eight Letters between Børge Jessen and Paul Lévy -- 16. Bernard Bru and Salah Eid: Counterexamples to Abstract Probability. Ten Letters by Jessen, Doob, and Dieudonné -- 17. Pierre Crepel: Jean Ville Remembers Martingales -- 18. Laurent Mazliak: Seven Letters from Paul Lévy to Maurice Fréchet -- 19. Laurent Bienvenu, Glenn Shafer and Alexander Shen: Andrei Kolmogorov and Leonid Levin on Randomness. . |
| Mode of acces to digital resource |
Digital reproduction.- |
| Cham : |
| Springer International Publishing, |
| 2022. - |
| Mode of access: World Wide Web. System requirements: Internet Explorer 6.0 (or higher) or Firefox 2.0 (or higher). Available as searchable text in PDF format. |
| System details note |
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users). |
| Internet Site |
https://doi.org/10.1007/978-3-031-05988-9 |
| Links to Related Works |
Subject References:
Authors:
Corporate Authors:
Series:
Classification:
|
|---|
