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| Author | : Bobrowski |
| Publisher | : |
| Total Pages | : |
| Release | : 2010-07-23 |
| Genre | : |
| ISBN | : 9780521169912 |
| Author | : Adam Bobrowski |
| Publisher | : Cambridge University Press |
| Total Pages | : 416 |
| Release | : 2005-08-11 |
| Genre | : Mathematics |
| ISBN | : 9780521831666 |
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 | : Jerome Goldstein |
| Publisher | : CRC Press |
| Total Pages | : 300 |
| Release | : 2020-09-23 |
| Genre | : Mathematics |
| ISBN | : 1000148637 |
"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 Features previously unpublished research articles by a host of internationally recognized scholars."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 |
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 | : Alan C. Krinik |
| Publisher | : CRC Press |
| Total Pages | : 526 |
| Release | : 2004-03-23 |
| Genre | : Mathematics |
| ISBN | : 9780203913574 |
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 | : Adam Bobrowski |
| Publisher | : |
| Total Pages | : 393 |
| Release | : 2005 |
| Genre | : Functional analysis |
| ISBN | : 9787040236064 |
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 | : Malempati M. Rao |
| Publisher | : Springer |
| Total Pages | : 685 |
| Release | : 2014-11-14 |
| Genre | : Mathematics |
| ISBN | : 3319121723 |
This is the revised and enlarged 2nd edition of the authors’ original text, which was intended to be a modest complement to Grenander's fundamental memoir on stochastic processes and related inference theory. The present volume gives a substantial account of regression analysis, both for stochastic processes and measures, and includes recent material on Ridge regression with some unexpected applications, for example in econometrics. The first three chapters can be used for a quarter or semester graduate course on inference on stochastic processes. The remaining chapters provide more advanced material on stochastic analysis suitable for graduate seminars and discussions, leading to dissertation or research work. In general, the book will be of interest to researchers in probability theory, mathematical statistics and electrical and information theory.
| Author | : Shigeo Kusuoka |
| Publisher | : Springer Nature |
| Total Pages | : 218 |
| Release | : 2020-10-20 |
| Genre | : Mathematics |
| ISBN | : 9811588643 |
This book is intended for university seniors and graduate students majoring in probability theory or mathematical finance. In the first chapter, results in probability theory are reviewed. Then, it follows a discussion of discrete-time martingales, continuous time square integrable martingales (particularly, continuous martingales of continuous paths), stochastic integrations with respect to continuous local martingales, and stochastic differential equations driven by Brownian motions. In the final chapter, applications to mathematical finance are given. The preliminary knowledge needed by the reader is linear algebra and measure theory. Rigorous proofs are provided for theorems, propositions, and lemmas. In this book, the definition of conditional expectations is slightly different than what is usually found in other textbooks. For the Doob–Meyer decomposition theorem, only square integrable submartingales are considered, and only elementary facts of the square integrable functions are used in the proof. In stochastic differential equations, the Euler–Maruyama approximation is used mainly to prove the uniqueness of martingale problems and the smoothness of solutions of stochastic differential equations.
| Author | : Kaddour Najim |
| Publisher | : Elsevier |
| Total Pages | : 345 |
| Release | : 2004-07-01 |
| Genre | : Mathematics |
| ISBN | : 008051779X |
A ‘stochastic’ process is a ‘random’ or ‘conjectural’ process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance.This book deals with the tools and techniques used in the stochastic process – estimation, optimisation and recursive logarithms – in a form accessible to engineers and which can also be applied to Matlab. Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximisation. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications. * An engineering approach to applied probabilities and statistics * Presents examples related to practical engineering applications, such as reliability, randomness and use of resources* Readers with varying interests and mathematical backgrounds will find this book accessible
| Author | : Yuichiro Kakihara |
| Publisher | : Multivariate Analysis |
| Total Pages | : 540 |
| Release | : 2020-09-29 |
| Genre | : Mathematics |
| ISBN | : 9789811211744 |
"Functional analysis methods are used on stochastic processes. Structural analysis of nonstationary and stationary processes are also included. This book is in the intersection of probability theory and analysis"--
