Selected Works of Donald L. Burkholder

This book chronicles Donald Burkholder's thirty-five year study of martingales and its consequences. Here are some of the highlights. Pioneering work by Burkholder and Donald Austin on the discrete time martingale square function led to Burkholder and Ric

  • PDF / 438,583,859 Bytes
  • 715 Pages / 504 x 720 pts Page_size
  • 73 Downloads / 219 Views

DOWNLOAD

REPORT


For futher volumes: http://www.springer.com/series/8556

Burgess Davis  •  Renming Song Editors

Selected Works of Donald L. Burkholder

Editors Burgess Davis Department of Mathematics and Department of Statistics Purdue University West Lafayette, IN 47907-2068, USA [email protected]

Renming Song Department of Mathematics University of Illinois Urbana, IL 61801, USA [email protected]

ISBN 978-1-4419-7244-6 e-ISBN 978-1-4419-7245-3 DOI 10.1007/978-1-4419-7245-3 Springer New York Dordrecht Heidelberg London Library of Congress Control Number: 2011921246 © Springer Science+Business Media, LLC 2011 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the publisher (Springer Science+Business Media, LLC, 233 Spring Street, New York, NY 10013, USA), except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use in this publication of trade names, trademarks, service marks, and similar terms, even if they are not identified as such, is not to be taken as an expression of opinion as to whether or not they are subject to proprietary rights. Printed on acid-free paper Springer is a part of Springer Science+Business Media (www.springer.com)

Preface to the Series

Springer’s Selected Works in Probability and Statistics series offers scientists and scholars the opportunity of assembling and commenting upon major classical works in probability and statistics, and honors the work of distinguished scholars in probability and statistics. Each volume contains the original papers, original commentary by experts on the subject’s papers, and relevant biographies and bibliographies. Springer is committed to maintaining the volumes in the series with free access on SpringerLink, as well as to the distribution of print volumes. The full text of the volumes is available on SpringerLink with the exception of a small number of articles for which links to their original publisher is included instead. These publishers have graciously agreed to make the articles freely available on their websites. The goal is maximum dissemination of this material. The subjects of the volumes have been selected by an editorial board consisting of Anirban DasGupta, Peter Hall, Jim Pitman, Michael Sörensen, and Jon Wellner.

v

Donald Burkholder

vi

Preface

This book is a celebration of the writing of Donald Burkholder and of the explosions of martingale theory and its reach in the last forty-five years, both spearheaded by Burkholder. It contains reprints of most of Burkholder’s publications and lists of his publications and students, two commentaries on his work, one by Gilles Pisier and the other by Rodrigo Bañuelos and Burgess Davis, and a brief biographical introduction. We are grateful to Jim Pitman and to Springer-Verlag. Together they made this book as well as