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A Little Book of Martingales by Arup Bose

A Little Book of Martingales

by Arup Bose
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Book cover type: Hardcover
  • ISBN13: 9789819744718
  • Binding: Hardcover
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 182
  • Original Price: EUR 59.99
  • Language: English
  • Edition: 2024
  • Item Weight: 477 grams
  • BISAC Subject(s): Probability & Statistics / Stochastic Processes

Arup Bose is a professor at the Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, Kolkata, West Bengal, India. He has research contributions in statistics, probability, economics and econometrics. A recipient of the P.C. Mahalanobis International Prize in Statistics, S.S. Bhatnagar Prize, the C.R. Rao Award and holds a J.C. Bose Fellowship, he is a fellow of the Institute of Mathematical Statistics (USA) and all three Indian national science academies. He has authored five books: Random Matrices and Non-commutative Probability, Patterned Random Matrices, Large Covariance and Autocovariance Matrices (with Monika Bhattacharjee), Random Circulant Matrices (with Koushik Saha) and U-Statistics, M_m-Estimators and Resampling (with Snigdhansu Chatterjee).

Arijit Chakrabarty is has been an associate professor at the Theoretical Statistics and Mathematics Unit, Indian Statistical Institute, Kolkata, West Bengal, India, since 2016. Earlier, he was at the Delhi Centre of the same institute. He obtained his B. Stat. and M. Stat. degrees from the Indian Statistical Institute, Kolkata, and his Ph.D. from Cornell University, USA. His research area is probability theory.

Rajat Subhra Hazra has been an associate professor of mathematics at Leiden University, the Netherlands, since 2021. He also worked as a faculty at the Indian Statistical Institute, Kolkata, India, from 2014 to 2021. A recipient of the S.S. Bhatnagar Prize, he is a fellow of the Indian National Science Academy, New Delhi. His research area is probability theory.

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