MATH 663
Introduction to Probability in Banach Spaces
Spring 2026
Instructor: Florent Baudier
Office: Blocker 525J
Office hours: MW 3-4 p.m. by appointment
Lectures: MW 5:45-7:00 p.m., Blocker 148
Textbook: no textbook is required but the following material will be useful for the course

  • Hervé Queffelec and Daniel Li, Introduction to Banach Spaces: Analysis and Probability: Volume 1, Cambridge University Press, 2017.
  • Hervé Queffelec and Daniel Li, Introduction to Banach Spaces: Analysis and Probability: Volume 2, Cambridge University Press, 2017.
  • Michel Ledoux and Michel Talagrand, Probability in Banach Spaces, Springer, 2014.
  • Jan van Neerven, Mark Christiaan Veraar, Tuomas Hytönen, and Lutz Weis, Analysis in Banach Spaces: Volume I: Martingales and Littlewood-Paley Theory, Springer, 2016.
  • Jan van Neerven, Mark Christiaan Veraar, Tuomas Hytönen, and Lutz Weis, Analysis in Banach Spaces: Volume II: Probabilistic Methods and Operator Theory, Springer, 2017.
Schedule
Date of Class Material covered
01/12 lecture 1: the one about Khintchine-Kahane inequalities, probabilistic proof of Khintchine's inequalities, Borell's proof of Kahane's inequalities
01/14 lecture 2: the one about the 2-point hypercontractive inequality and isometric embeddings using Gaussian random variables.
01/19 MLK Day, class does not meet.
01/21 lecture 3: the one about p-stable random variables and isometric embeddings of \(L_p\) into \(L_q\) with \(1 \leqslant q \leqslant p \leqslant 2\) (finite representability and ultraproduct approach).
01/26 class cancelled due to inclement weather.
01/28 lecture 4: the one about Rosenthal's inequalities, symmetrically exchangeable random variables, and the Johnson-Maurey-Schechtman-Tzafriri inequalities (lower bound)
02/02 lecture 5: the one about the Johnson-Maurey-Schechtman-Tzafriri inequalities (upper bound) and the linear \(X_p\) inequalities (applications to embedding theory)
02/04 lecture 6: the one about the linear \(X_p\) inequalities and the optimal distortion to embed \(\ell_p^n\) into \(L_q\) for \(2 < p < q < \infty\).
02/09 lecture 7: the one about Rademacher type and cotype (definitions, basic properties, applications to embedding theory); introduction to Bochner integration and definition of the Bochner-Lebesgue spaces \(L_p(\Omega;X)\).
02/11 lecture 8: the one about the type and cotype of \(L_p(\Omega;X)\) and the duality of type and cotype (Fourier analysis on the hypercube, K-convexity)
02/16 class does not meet.
02/18 lecture 9: This class will run 30' longer, Kwapien's theorem (Gaussian type and cotype, factorization of operators)
02/23 lecture 10: the one about sequences of independent and centered random variables being unconditional basic sequences in \(L_p\) (scalar contraction principle), review of scalar-valued martingale theory, statement of Burkholder's inequality and application to the unconditionality of martingale differences
02/25 lecture 11: the one about the proof of Burkholder's inequality
03/02 lecture 12: the one about (scalar-valued) Doob's maximal inequalities, vector-valued integration and vector-valued conditional expectation (bounded extension of positive operator to Bochner-Lebesgue spaces), vector-valued contraction principle
03/04 lecture 13: the one about UMD spaces
03/16 lecture 14:
03/18 lecture 15:
03/23 lecture 16:
03/25 lecture 17:
03/30 lecture 18:
04/01 lecture 19:
04/06 lecture 20:
04/08 lecture 21:
04/13 lecture 22:
04/15 lecture 23:
04/20 lecture 24:
04/22 lecture 25:
04/27 lecture 26: