Background
Merzbach, Ely Bernard was born on February 11, 1950 in Neuilly, France. Arrived in Israel, 1967. Son of Charles and Suzanne (Meyer) Merzbach.
(Set-Indexed Martingales offers a unique, comprehensive de...)
Set-Indexed Martingales offers a unique, comprehensive development of a general theory of Martingales indexed by a family of sets. The authors establish-for the first time-an appropriate framework that provides a suitable structure for a theory of Martingales with enough generality to include many interesting examples. Developed from first principles, the theory brings together the theories of Martingales with a directed index set and set-indexed stochastic processes. Part One presents several classical concepts extended to this setting, including: stopping, predictability, Doob-Meyer decompositions, martingale characterizations of the set-indexed Poisson process, and Brownian motion. Part Two addresses convergence of sequences of set-indexed processes and introduces functional convergence for processes whose sample paths live in a Skorokhod-type space and semi-functional convergence for processes whose sample paths may be badly behaved. Completely self-contained, the theoretical aspects of this work are rich and promising. With its many important applications-especially in the theory of spatial statistics and in stochastic geometry- Set Indexed Martingales will undoubtedly generate great interest and inspire further research and development of the theory and applications.
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mathematics educator researcher
Merzbach, Ely Bernard was born on February 11, 1950 in Neuilly, France. Arrived in Israel, 1967. Son of Charles and Suzanne (Meyer) Merzbach.
Bachelor of Science, Hebrew University, Jerusalem, 1972. Master of Science, Hebrew University, Jerusalem, 1976. Doctor of Philosophy, Hebrew University, Jerusalem, 1979.
Lecturer, Bar-Ilan U., Ramat-Gan, 1980-1983;
senior lecturer, Bar-Ilan U., Ramat-Gan, 1983-1988;
associate professor, Bar-Ilan U., Ramat-Gan, 1988-1993;
professor, Bar-Ilan U., Ramat-Gan, since 1993;
director industrial mathematics unit, Bar-Ilan U., Ramat-Gan, since 1991;
director statistical advisory board, Bar-Ilan U., Ramat-Gan, since 1985;
department chairman mathematics and computer science, Bar-Ilan U., Ramat-Gan, 1989-1991. Treasurer Israel Mathematics Union, 1981-1983. Member governor board Industrial Research and Development, Kiriat-Arba, since 1992.
Organizing chair Binat. France-Israel Symposium, 1993.
(Set-Indexed Martingales offers a unique, comprehensive de...)
Mayor Shilo City, 1982-1983, 91-92. Member Israel Public Council for Statistics, since 1989. Member of advisory committee Daylight Savings Time and Traffic Accidents, 1986, National Committee for Professional Ethics in Statistics, since 1992.
Member Society for Industrial and Applied Mathematics.
Married Myriam Picard, October 29, 1972. Children: Brouria, Judith, Yishai, Tamar, Batsheva, Hillel, Tsila, Azriel, Aviad, Illay.