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Author | : Adam Bobrowski |
Publisher | : Cambridge University Press |
Total Pages | : 416 |
Release | : 2005-08-11 |
Genre | : Mathematics |
ISBN | : 9780521831666 |
Download Functional Analysis for Probability and Stochastic Processes Book in PDF, ePub and Kindle
This text presents selected areas of functional analysis that can facilitate an understanding of ideas in probability and stochastic processes. Topics covered include basic Hilbert and Banach spaces, weak topologies and Banach algebras, and the theory ofsemigroups of bounded linear operators.
Author | : Adam Bobrowski |
Publisher | : Cambridge University Press |
Total Pages | : 407 |
Release | : 2005-08-11 |
Genre | : Mathematics |
ISBN | : 1139443887 |
Download Functional Analysis for Probability and Stochastic Processes Book in PDF, ePub and Kindle
This text is designed both for students of probability and stochastic processes, and for students of functional analysis. For the reader not familiar with functional analysis a detailed introduction to necessary notions and facts is provided. However, this is not a straight textbook in functional analysis; rather, it presents some chosen parts of functional analysis that can help understand ideas from probability and stochastic processes. The subjects range from basic Hilbert and Banach spaces, through weak topologies and Banach algebras, to the theory of semigroups of bounded linear operators. Numerous standard and non-standard examples and exercises make the book suitable as a course textbook or for self-study.
Author | : Jerome Goldstein |
Publisher | : CRC Press |
Total Pages | : 300 |
Release | : 2020-09-23 |
Genre | : Mathematics |
ISBN | : 1000148637 |
Download Stochastic Processes and Functional Analysis Book in PDF, ePub and Kindle
"Covers the areas of modern analysis and probability theory. Presents a collection of papers given at the Festschrift held in honor of the 65 birthday of M. M. Rao, whose prolific published research includes the well-received Marcel Dekker, Inc. books Theory of Orlicz Spaces and Conditional Measures and Applications. Features previously unpublished research articles by a host of internationally recognized scholars."
Author | : Randall J. Swift |
Publisher | : American Mathematical Society |
Total Pages | : 248 |
Release | : 2021-11-22 |
Genre | : Mathematics |
ISBN | : 1470459825 |
Download Stochastic Processes and Functional Analysis Book in PDF, ePub and Kindle
This volume contains the proceedings of the AMS Special Session on Celebrating M. M. Rao's Many Mathematical Contributions as he Turns 90 Years Old, held from November 9–10, 2019, at the University of California, Riverside, California. The articles show the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes and their applications. The volume also includes a biography of M. M. Rao and the list of his publications.
Author | : Adam Bobrowski |
Publisher | : |
Total Pages | : 393 |
Release | : 2005 |
Genre | : Functional analysis |
ISBN | : 9787040236064 |
Download 概率论与随机过程中的泛涵分析 Book in PDF, ePub and Kindle
本书是作者在Rice大学和Houston大学给研究生授课的讲义基础上写成的。本书在介绍了泛函分析的基本概念(如Banach空间)后,用Hilbert空间泛函的F.Riesz表示定理建立Radon-Nikodym定理,从而引进条件期望的概念。
Author | : Bobrowski |
Publisher | : |
Total Pages | : |
Release | : 2010-07-23 |
Genre | : |
ISBN | : 9780521169912 |
Download Functional Analysis for Probability and Stochastic Processes ICM Edition Book in PDF, ePub and Kindle
Author | : Oliver Knill |
Publisher | : World Scientific Publishing Company |
Total Pages | : 500 |
Release | : 2017-01-31 |
Genre | : Mathematics |
ISBN | : 9789813109490 |
Download Probability Theory and Stochastic Processes with Applications (Second Edition) Book in PDF, ePub and Kindle
This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.
Author | : Alan C. Krinik |
Publisher | : CRC Press |
Total Pages | : 526 |
Release | : 2004-03-23 |
Genre | : Mathematics |
ISBN | : 9780203913574 |
Download Stochastic Processes and Functional Analysis Book in PDF, ePub and Kindle
This extraordinary compilation is an expansion of the recent American Mathematical Society Special Session celebrating M. M. Rao's distinguished career and includes most of the presented papers as well as ancillary contributions from session invitees. This book shows the effectiveness of abstract analysis for solving fundamental problems of stochas
Author | : Richard M. Feldman |
Publisher | : Springer Science & Business Media |
Total Pages | : 400 |
Release | : 2009-11-27 |
Genre | : Technology & Engineering |
ISBN | : 3642051588 |
Download Applied Probability and Stochastic Processes Book in PDF, ePub and Kindle
This book is a result of teaching stochastic processes to junior and senior undergr- uates and beginning graduate students over many years. In teaching such a course, we have realized a need to furnish students with material that gives a mathematical presentation while at the same time providing proper foundations to allow students to build an intuitive feel for probabilistic reasoning. We have tried to maintain a b- ance in presenting advanced but understandable material that sparks an interest and challenges students, without the discouragement that often comes as a consequence of not understanding the material. Our intent in this text is to develop stochastic p- cesses in an elementary but mathematically precise style and to provide suf?cient examples and homework exercises that will permit students to understand the range of application areas for stochastic processes. We also practice active learning in the classroom. In other words, we believe that the traditional practice of lecturing continuously for 50 to 75 minutes is not a very effective method for teaching. Students should somehow engage in the subject m- ter during the teaching session. One effective method for active learning is, after at most 20 minutes of lecture, to assign a small example problem for the students to work and one important tool that the instructor can utilize is the computer. So- times we are fortunate to lecture students in a classroom containing computers with a spreadsheet program, usually Microsoft’s Excel.
Author | : Michel Ledoux |
Publisher | : Springer Science & Business Media |
Total Pages | : 493 |
Release | : 2013-03-09 |
Genre | : Mathematics |
ISBN | : 3642202128 |
Download Probability in Banach Spaces Book in PDF, ePub and Kindle
Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed.