Eigenvalues, Inequalities, and Ergodic Theory

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Publisher : Springer Science & Business Media
ISBN 13 : 1846281237
Total Pages : 239 pages
Book Rating : 4.8/5 (462 download)

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Book Synopsis Eigenvalues, Inequalities, and Ergodic Theory by : Mu-Fa Chen

Download or read book Eigenvalues, Inequalities, and Ergodic Theory written by Mu-Fa Chen and published by Springer Science & Business Media. This book was released on 2006-03-30 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: The first and only book to make this research available in the West Concise and accessible: proofs and other technical matters are kept to a minimum to help the non-specialist Each chapter is self-contained to make the book easy-to-use

Ergodic Convergence Rates of Markkov Processes

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Publisher :
ISBN 13 :
Total Pages : 314 pages
Book Rating : 4.:/5 (767 download)

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Book Synopsis Ergodic Convergence Rates of Markkov Processes by : Mufa Chen

Download or read book Ergodic Convergence Rates of Markkov Processes written by Mufa Chen and published by . This book was released on 2000 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Functional Inequalities Markov Semigroups and Spectral Theory

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Publisher : Elsevier
ISBN 13 : 0080532071
Total Pages : 391 pages
Book Rating : 4.0/5 (85 download)

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Book Synopsis Functional Inequalities Markov Semigroups and Spectral Theory by : Fengyu Wang

Download or read book Functional Inequalities Markov Semigroups and Spectral Theory written by Fengyu Wang and published by Elsevier. This book was released on 2006-04-06 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book, the functional inequalities are introduced to describe:(i) the spectrum of the generator: the essential and discrete spectrums, high order eigenvalues, the principle eigenvalue, and the spectral gap;(ii) the semigroup properties: the uniform intergrability, the compactness, the convergence rate, and the existence of density;(iii) the reference measure and the intrinsic metric: the concentration, the isoperimetic inequality, and the transportation cost inequality.

From Markov Chains to Non-equilibrium Particle Systems

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Publisher : World Scientific
ISBN 13 : 9812388117
Total Pages : 610 pages
Book Rating : 4.8/5 (123 download)

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Book Synopsis From Markov Chains to Non-equilibrium Particle Systems by : Mufa Chen

Download or read book From Markov Chains to Non-equilibrium Particle Systems written by Mufa Chen and published by World Scientific. This book was released on 2004 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. It also deals with a typical class of non-equilibrium particle systems, including the typical Schlögl model taken from statistical physics. The constructions, ergodicity and phase transitions for this class of Markov interacting particle systems, namely, reaction-diffusion processes, are presented. In this new edition, a large part of the text has been updated and two-and-a-half chapters have been rewritten. The book is self-contained and can be used in a course on stochastic processes for graduate students.

Ergodic Theory

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Publisher : Walter de Gruyter GmbH & Co KG
ISBN 13 : 311046151X
Total Pages : 148 pages
Book Rating : 4.1/5 (14 download)

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Book Synopsis Ergodic Theory by : Idris Assani

Download or read book Ergodic Theory written by Idris Assani and published by Walter de Gruyter GmbH & Co KG. This book was released on 2016-06-20 with total page 148 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph discusses recent advances in ergodic theory and dynamical systems. As a mixture of survey papers of active research areas and original research papers, this volume attracts young and senior researchers alike. Contents: Duality of the almost periodic and proximal relations Limit directions of a vector cocycle, remarks and examples Optimal norm approximation in ergodic theory The iterated Prisoner’s Dilemma: good strategies and their dynamics Lyapunov exponents for conservative twisting dynamics: a survey Takens’ embedding theorem with a continuous observable

Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju

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Publisher : World Scientific
ISBN 13 : 981459654X
Total Pages : 618 pages
Book Rating : 4.8/5 (145 download)

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Book Synopsis Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju by : Zhen-qing Chen

Download or read book Festschrift Masatoshi Fukushima: In Honor Of Masatoshi Fukushima's Sanju written by Zhen-qing Chen and published by World Scientific. This book was released on 2014-11-27 with total page 618 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains original research papers by leading experts in the fields of probability theory, stochastic analysis, potential theory and mathematical physics. There is also a historical account on Masatoshi Fukushima's contribution to mathematics, as well as authoritative surveys on the state of the art in the field.

Schrödinger Operators: Eigenvalues and Lieb–Thirring Inequalities

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Publisher : Cambridge University Press
ISBN 13 : 1009218441
Total Pages : 524 pages
Book Rating : 4.0/5 (92 download)

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Book Synopsis Schrödinger Operators: Eigenvalues and Lieb–Thirring Inequalities by : Rupert L. Frank

Download or read book Schrödinger Operators: Eigenvalues and Lieb–Thirring Inequalities written by Rupert L. Frank and published by Cambridge University Press. This book was released on 2022-11-17 with total page 524 pages. Available in PDF, EPUB and Kindle. Book excerpt: The analysis of eigenvalues of Laplace and Schrödinger operators is an important and classical topic in mathematical physics with many applications. This book presents a thorough introduction to the area, suitable for masters and graduate students, and includes an ample amount of background material on the spectral theory of linear operators in Hilbert spaces and on Sobolev space theory. Of particular interest is a family of inequalities by Lieb and Thirring on eigenvalues of Schrödinger operators, which they used in their proof of stability of matter. The final part of this book is devoted to the active research on sharp constants in these inequalities and contains state-of-the-art results, serving as a reference for experts and as a starting point for further research.

Queueing Theory and Network Applications

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Publisher : Springer
ISBN 13 : 3319685201
Total Pages : 335 pages
Book Rating : 4.3/5 (196 download)

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Book Synopsis Queueing Theory and Network Applications by : Wuyi Yue

Download or read book Queueing Theory and Network Applications written by Wuyi Yue and published by Springer. This book was released on 2017-11-22 with total page 335 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the proceedings of the 12th International Conference on Queueing Theory and Network Applications, QTNA 2017, held in Qinhuangdao, China, in August 2017. The 19 full papers included in this volume were carefully reviewed and selected from 65 initial submissions. They deal with queueing models; queueing applications; and network models.

Markov Processes, Feller Semigroups And Evolution Equations

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Publisher : World Scientific
ISBN 13 : 9814464171
Total Pages : 825 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Markov Processes, Feller Semigroups And Evolution Equations by : Jan A Van Casteren

Download or read book Markov Processes, Feller Semigroups And Evolution Equations written by Jan A Van Casteren and published by World Scientific. This book was released on 2010-11-25 with total page 825 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.

Probability Approximations and Beyond

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Publisher : Springer Science & Business Media
ISBN 13 : 1461419662
Total Pages : 166 pages
Book Rating : 4.4/5 (614 download)

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Book Synopsis Probability Approximations and Beyond by : Andrew Barbour

Download or read book Probability Approximations and Beyond written by Andrew Barbour and published by Springer Science & Business Media. This book was released on 2011-12-08 with total page 166 pages. Available in PDF, EPUB and Kindle. Book excerpt: In June 2010, a conference, Probability Approximations and Beyond, was held at the National University of Singapore (NUS), in honor of pioneering mathematician Louis Chen. Chen made the first of several seminal contributions to the theory and application of Stein’s method. One of his most important contributions has been to turn Stein’s concentration inequality idea into an effective tool for providing error bounds for the normal approximation in many settings, and in particular for sums of random variables exhibiting only local dependence. This conference attracted a large audience that came to pay homage to Chen and to hear presentations by colleagues who have worked with him in special ways over the past 40+ years. The papers in this volume attest to how Louis Chen’s cutting-edge ideas influenced and continue to influence such areas as molecular biology and computer science. He has developed applications of his work on Poisson approximation to problems of signal detection in computational biology. The original papers contained in this book provide historical context for Chen’s work alongside commentary on some of his major contributions by noteworthy statisticians and mathematicians working today.

Surveys in Stochastic Processes

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Publisher : European Mathematical Society
ISBN 13 : 9783037190722
Total Pages : 270 pages
Book Rating : 4.1/5 (97 download)

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Book Synopsis Surveys in Stochastic Processes by : Jochen Blath

Download or read book Surveys in Stochastic Processes written by Jochen Blath and published by European Mathematical Society. This book was released on 2011 with total page 270 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 33rd Bernoulli Society Conference on Stochastic Processes and Their Applications was held in Berlin from July 27 to July 31, 2009. It brought together more than 600 researchers from 49 countries to discuss recent progress in the mathematical research related to stochastic processes, with applications ranging from biology to statistical mechanics, finance and climatology. This book collects survey articles highlighting new trends and focal points in the area written by plenary speakers of the conference, all of them outstanding international experts. A particular aim of this collection is to inspire young scientists to pursue research goals in the wide range of fields represented in this volume.

An Introduction to the Theory of Point Processes

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Publisher : Springer Science & Business Media
ISBN 13 : 0387498354
Total Pages : 591 pages
Book Rating : 4.3/5 (874 download)

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Book Synopsis An Introduction to the Theory of Point Processes by : D.J. Daley

Download or read book An Introduction to the Theory of Point Processes written by D.J. Daley and published by Springer Science & Business Media. This book was released on 2007-12-29 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the second volume of the reworked second edition of a key work on Point Process Theory. Fully revised and updated by the authors who have reworked their 1988 first edition, it brings together the basic theory of random measures and point processes in a unified setting and continues with the more theoretical topics of the first edition: limit theorems, ergodic theory, Palm theory, and evolutionary behaviour via martingales and conditional intensity. The very substantial new material in this second volume includes expanded discussions of marked point processes, convergence to equilibrium, and the structure of spatial point processes.

Theory of Random Sets

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Publisher : Springer Science & Business Media
ISBN 13 : 9781852338923
Total Pages : 508 pages
Book Rating : 4.3/5 (389 download)

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Book Synopsis Theory of Random Sets by : Ilya Molchanov

Download or read book Theory of Random Sets written by Ilya Molchanov and published by Springer Science & Business Media. This book was released on 2005-05-11 with total page 508 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the first systematic exposition of random sets theory since Matheron (1975), with full proofs, exhaustive bibliographies and literature notes Interdisciplinary connections and applications of random sets are emphasized throughout the book An extensive bibliography in the book is available on the Web at http://liinwww.ira.uka.de/bibliography/math/random.closed.sets.html, and is accompanied by a search engine

Stochastic Differential Equations in Infinite Dimensions

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Publisher : Springer Science & Business Media
ISBN 13 : 3642161944
Total Pages : 300 pages
Book Rating : 4.6/5 (421 download)

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Book Synopsis Stochastic Differential Equations in Infinite Dimensions by : Leszek Gawarecki

Download or read book Stochastic Differential Equations in Infinite Dimensions written by Leszek Gawarecki and published by Springer Science & Business Media. This book was released on 2010-11-29 with total page 300 pages. Available in PDF, EPUB and Kindle. Book excerpt: The systematic study of existence, uniqueness, and properties of solutions to stochastic differential equations in infinite dimensions arising from practical problems characterizes this volume that is intended for graduate students and for pure and applied mathematicians, physicists, engineers, professionals working with mathematical models of finance. Major methods include compactness, coercivity, monotonicity, in a variety of set-ups. The authors emphasize the fundamental work of Gikhman and Skorokhod on the existence and uniqueness of solutions to stochastic differential equations and present its extension to infinite dimension. They also generalize the work of Khasminskii on stability and stationary distributions of solutions. New results, applications, and examples of stochastic partial differential equations are included. This clear and detailed presentation gives the basics of the infinite dimensional version of the classic books of Gikhman and Skorokhod and of Khasminskii in one concise volume that covers the main topics in infinite dimensional stochastic PDE’s. By appropriate selection of material, the volume can be adapted for a 1- or 2-semester course, and can prepare the reader for research in this rapidly expanding area.

Introduction To Stochastic Processes

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Publisher : World Scientific
ISBN 13 : 9814740322
Total Pages : 245 pages
Book Rating : 4.8/5 (147 download)

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Book Synopsis Introduction To Stochastic Processes by : Mu-fa Chen

Download or read book Introduction To Stochastic Processes written by Mu-fa Chen and published by World Scientific. This book was released on 2021-05-25 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman-Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn-Minkowski inequality in convex geometry.This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis.

Bernstein Functions

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Publisher : Walter de Gruyter
ISBN 13 : 3110269333
Total Pages : 424 pages
Book Rating : 4.1/5 (12 download)

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Book Synopsis Bernstein Functions by : René L. Schilling

Download or read book Bernstein Functions written by René L. Schilling and published by Walter de Gruyter. This book was released on 2012-10-01 with total page 424 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bernstein functions appear in various fields of mathematics, e.g. probability theory, potential theory, operator theory, functional analysis and complex analysis – often with different definitions and under different names. Among the synonyms are `Laplace exponent' instead of Bernstein function, and complete Bernstein functions are sometimes called `Pick functions', `Nevanlinna functions' or `operator monotone functions'. This monograph – now in its second revised and extended edition – offers a self-contained and unified approach to Bernstein functions and closely related function classes, bringing together old and establishing new connections. For the second edition the authors added a substantial amount of new material. As in the first edition Chapters 1 to 11 contain general material which should be accessible to non-specialists, while the later Chapters 12 to 15 are devoted to more specialized topics. An extensive list of complete Bernstein functions with their representations is provided.

Stochastic Analysis on Large Scale Interacting Systems

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Publisher : Virago Press
ISBN 13 :
Total Pages : 416 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Stochastic Analysis on Large Scale Interacting Systems by : Kyōto Daigaku. Kiso Butsurigaku Kenkyūjo. Conference

Download or read book Stochastic Analysis on Large Scale Interacting Systems written by Kyōto Daigaku. Kiso Butsurigaku Kenkyūjo. Conference and published by Virago Press. This book was released on 2004 with total page 416 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is a collection of 15 research and survey papers written by the speakers from two international conferences held in Japan, The 11th Mathematical Society of Japan International Research Institute's Stochastic Analysis on Large Scale Interacting Systems and Stochastic Analysis and Statistical Mechanics. Topics discussed in the volume cover the hydrodynamic limit, fluctuations, large deviations, spectral gap (Poincare inequality), logarithmic Sobolev inequality, Ornstein-Zernike asymptotics, random environments, determinantal expressions for systems including exclusion processes (stochastic lattice gas, Kawasaki dynamics), zero range processes, interacting Brownian particles, random walks, self-avoiding walks, Ginzburg-Landau model, interface models, Ising model, Widom-Rowlinson model, directed polymers, random matrices, Dyson's model, and more. The material is suitable for graduate students and researchers interested in probability theory, stochastic processes, and statistical mechanics.