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Gaussian Measures
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Book Synopsis Gaussian Measures by : Vladimir I. Bogachev
Download or read book Gaussian Measures written by Vladimir I. Bogachev and published by American Mathematical Soc.. This book was released on 2015-01-26 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.
Book Synopsis Gaussian Measures in Hilbert Space by : Alexander Kukush
Download or read book Gaussian Measures in Hilbert Space written by Alexander Kukush and published by John Wiley & Sons. This book was released on 2020-02-26 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: At the nexus of probability theory, geometry and statistics, a Gaussian measure is constructed on a Hilbert space in two ways: as a product measure and via a characteristic functional based on Minlos-Sazonov theorem. As such, it can be utilized for obtaining results for topological vector spaces. Gaussian Measures contains the proof for Ferniques theorem and its relation to exponential moments in Banach space. Furthermore, the fundamental Feldman-Hájek dichotomy for Gaussian measures in Hilbert space is investigated. Applications in statistics are also outlined. In addition to chapters devoted to measure theory, this book highlights problems related to Gaussian measures in Hilbert and Banach spaces. Borel probability measures are also addressed, with properties of characteristic functionals examined and a proof given based on the classical Banach–Steinhaus theorem. Gaussian Measures is suitable for graduate students, plus advanced undergraduate students in mathematics and statistics. It is also of interest to students in related fields from other disciplines. Results are presented as lemmas, theorems and corollaries, while all statements are proven. Each subsection ends with teaching problems, and a separate chapter contains detailed solutions to all the problems. With its student-tested approach, this book is a superb introduction to the theory of Gaussian measures on infinite-dimensional spaces.
Book Synopsis Gaussian Measures in Finite and Infinite Dimensions by : Daniel W. Stroock
Download or read book Gaussian Measures in Finite and Infinite Dimensions written by Daniel W. Stroock and published by Springer Nature. This book was released on 2023-02-15 with total page 152 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text provides a concise introduction, suitable for a one-semester special topicscourse, to the remarkable properties of Gaussian measures on both finite and infinitedimensional spaces. It begins with a brief resumé of probabilistic results in which Fourieranalysis plays an essential role, and those results are then applied to derive a few basicfacts about Gaussian measures on finite dimensional spaces. In anticipation of the analysisof Gaussian measures on infinite dimensional spaces, particular attention is given to those/divproperties of Gaussian measures that are dimension independent, and Gaussian processesare constructed. The rest of the book is devoted to the study of Gaussian measures onBanach spaces. The perspective adopted is the one introduced by I. Segal and developedby L. Gross in which the Hilbert structure underlying the measure is emphasized.The contents of this book should be accessible to either undergraduate or graduate/divstudents who are interested in probability theory and have a solid background in Lebesgueintegration theory and a familiarity with basic functional analysis. Although the focus ison Gaussian measures, the book introduces its readers to techniques and ideas that haveapplications in other contexts.
Book Synopsis Gaussian Measures in Banach Spaces by : H.-H. Kuo
Download or read book Gaussian Measures in Banach Spaces written by H.-H. Kuo and published by Springer. This book was released on 2006-11-14 with total page 230 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Gaussian Random Functions by : M.A. Lifshits
Download or read book Gaussian Random Functions written by M.A. Lifshits and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 347 pages. Available in PDF, EPUB and Kindle. Book excerpt: It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conceivable nice properties that a distribution may ever have: symmetry, stability, indecomposability, a regular tail behavior, etc. Gaussian measures (the distributions of Gaussian random functions), as infinite-dimensional analogues of tht
Book Synopsis Gaussian Hilbert Spaces by : Svante Janson
Download or read book Gaussian Hilbert Spaces written by Svante Janson and published by Cambridge University Press. This book was released on 1997-06-12 with total page 358 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, other parts of mathematics, statistics and theoretical physics. The emphasis throughout this book is on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.
Book Synopsis Gaussian Random Processes by : I.A. Ibragimov
Download or read book Gaussian Random Processes written by I.A. Ibragimov and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 285 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book deals mainly with three problems involving Gaussian stationary processes. The first problem consists of clarifying the conditions for mutual absolute continuity (equivalence) of probability distributions of a "random process segment" and of finding effective formulas for densities of the equiva lent distributions. Our second problem is to describe the classes of spectral measures corresponding in some sense to regular stationary processes (in par ticular, satisfying the well-known "strong mixing condition") as well as to describe the subclasses associated with "mixing rate". The third problem involves estimation of an unknown mean value of a random process, this random process being stationary except for its mean, i. e. , it is the problem of "distinguishing a signal from stationary noise". Furthermore, we give here auxiliary information (on distributions in Hilbert spaces, properties of sam ple functions, theorems on functions of a complex variable, etc. ). Since 1958 many mathematicians have studied the problem of equivalence of various infinite-dimensional Gaussian distributions (detailed and sys tematic presentation of the basic results can be found, for instance, in [23]). In this book we have considered Gaussian stationary processes and arrived, we believe, at rather definite solutions. The second problem mentioned above is closely related with problems involving ergodic theory of Gaussian dynamic systems as well as prediction theory of stationary processes.
Book Synopsis Infinite-Dimensional Gaussian Distributions by : I͡Uriĭ Anatolʹevich Rozanov
Download or read book Infinite-Dimensional Gaussian Distributions written by I͡Uriĭ Anatolʹevich Rozanov and published by American Mathematical Soc.. This book was released on 1971 with total page 172 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs by : Dinh Dũng
Download or read book Analyticity and Sparsity in Uncertainty Quantification for PDEs with Gaussian Random Field Inputs written by Dinh Dũng and published by Springer Nature. This book was released on 2023-11-16 with total page 216 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present book develops the mathematical and numerical analysis of linear, elliptic and parabolic partial differential equations (PDEs) with coefficients whose logarithms are modelled as Gaussian random fields (GRFs), in polygonal and polyhedral physical domains. Both, forward and Bayesian inverse PDE problems subject to GRF priors are considered. Adopting a pathwise, affine-parametric representation of the GRFs, turns the random PDEs into equivalent, countably-parametric, deterministic PDEs, with nonuniform ellipticity constants. A detailed sparsity analysis of Wiener-Hermite polynomial chaos expansions of the corresponding parametric PDE solution families by analytic continuation into the complex domain is developed, in corner- and edge-weighted function spaces on the physical domain. The presented Algorithms and results are relevant for the mathematical analysis of many approximation methods for PDEs with GRF inputs, such as model order reduction, neural network and tensor-formatted surrogates of parametric solution families. They are expected to impact computational uncertainty quantification subject to GRF models of uncertainty in PDEs, and are of interest for researchers and graduate students in both, applied and computational mathematics, as well as in computational science and engineering.
Book Synopsis Gaussian Capacity Analysis by : Liguang Liu
Download or read book Gaussian Capacity Analysis written by Liguang Liu and published by Springer. This book was released on 2018-09-20 with total page 108 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph develops the Gaussian functional capacity theory with applications to restricting the Gaussian Campanato/Sobolev/BV space. Included in the text is a new geometric characterization of the Gaussian 1-capacity and the Gaussian Poincaré 1-inequality. Applications to function spaces and geometric measures are also presented. This book will be of use to researchers who specialize in potential theory, elliptic differential equations, functional analysis, probability, and geometric measure theory.
Book Synopsis Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization by : Houman Owhadi
Download or read book Operator-Adapted Wavelets, Fast Solvers, and Numerical Homogenization written by Houman Owhadi and published by Cambridge University Press. This book was released on 2019-10-24 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents interplays between numerical approximation and statistical inference as a pathway to simple solutions to fundamental problems.
Book Synopsis Analysis on Gaussian Spaces by : Yaozhong Hu
Download or read book Analysis on Gaussian Spaces written by Yaozhong Hu and published by World Scientific. This book was released on 2016-08-30 with total page 484 pages. Available in PDF, EPUB and Kindle. Book excerpt: Analysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the lack of Lebesgue measure on infinite dimensional space. Instead the most popular measure used in infinite dimensional space is the Gaussian measure, which has been unified under the terminology of "abstract Wiener space". Out of the large amount of work on this topic, this book presents some fundamental results plus recent progress. We shall present some results on the Gaussian space itself such as the Brunn–Minkowski inequality, Small ball estimates, large tail estimates. The majority part of this book is devoted to the analysis of nonlinear functions on the Gaussian space. Derivative, Sobolev spaces are introduced, while the famous Poincaré inequality, logarithmic inequality, hypercontractive inequality, Meyer's inequality, Littlewood–Paley–Stein–Meyer theory are given in details. This book includes some basic material that cannot be found elsewhere that the author believes should be an integral part of the subject. For example, the book includes some interesting and important inequalities, the Littlewood–Paley–Stein–Meyer theory, and the Hörmander theorem. The book also includes some recent progress achieved by the author and collaborators on density convergence, numerical solutions, local times.
Book Synopsis Gaussian Harmonic Analysis by : Wilfredo Urbina-Romero
Download or read book Gaussian Harmonic Analysis written by Wilfredo Urbina-Romero and published by Springer. This book was released on 2019-06-21 with total page 477 pages. Available in PDF, EPUB and Kindle. Book excerpt: Authored by a ranking authority in Gaussian harmonic analysis, this book embodies a state-of-the-art entrée at the intersection of two important fields of research: harmonic analysis and probability. The book is intended for a very diverse audience, from graduate students all the way to researchers working in a broad spectrum of areas in analysis. Written with the graduate student in mind, it is assumed that the reader has familiarity with the basics of real analysis as well as with classical harmonic analysis, including Calderón-Zygmund theory; also some knowledge of basic orthogonal polynomials theory would be convenient. The monograph develops the main topics of classical harmonic analysis (semigroups, covering lemmas, maximal functions, Littlewood-Paley functions, spectral multipliers, fractional integrals and fractional derivatives, singular integrals) with respect to the Gaussian measure. The text provide an updated exposition, as self-contained as possible, of all the topics in Gaussian harmonic analysis that up to now are mostly scattered in research papers and sections of books; also an exhaustive bibliography for further reading. Each chapter ends with a section of notes and further results where connections between Gaussian harmonic analysis and other connected fields, points of view and alternative techniques are given. Mathematicians and researchers in several areas will find the breadth and depth of the treatment of the subject highly useful.
Book Synopsis Equivalence Or Singularity of Gaussian Measures on Function Spaces by : Ole Groth Jørsboe
Download or read book Equivalence Or Singularity of Gaussian Measures on Function Spaces written by Ole Groth Jørsboe and published by . This book was released on 1968 with total page 210 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Concentration and Gaussian Approximation for Randomized Sums by : Sergey Bobkov
Download or read book Concentration and Gaussian Approximation for Randomized Sums written by Sergey Bobkov and published by Springer Nature. This book was released on 2023-06-18 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book describes extensions of Sudakov's classical result on the concentration of measure phenomenon for weighted sums of dependent random variables. The central topics of the book are weighted sums of random variables and the concentration of their distributions around Gaussian laws. The analysis takes place within the broader context of concentration of measure for functions on high-dimensional spheres. Starting from the usual concentration of Lipschitz functions around their limiting mean, the authors proceed to derive concentration around limiting affine or polynomial functions, aiming towards a theory of higher order concentration based on functional inequalities of log-Sobolev and Poincaré type. These results make it possible to derive concentration of higher order for weighted sums of classes of dependent variables. While the first part of the book discusses the basic notions and results from probability and analysis which are needed for the remainder of the book, the latter parts provide a thorough exposition of concentration, analysis on the sphere, higher order normal approximation and classes of weighted sums of dependent random variables with and without symmetries.
Book Synopsis Lectures on Gaussian Processes by : Mikhail Lifshits
Download or read book Lectures on Gaussian Processes written by Mikhail Lifshits and published by Springer Science & Business Media. This book was released on 2012-01-11 with total page 129 pages. Available in PDF, EPUB and Kindle. Book excerpt: Gaussian processes can be viewed as a far-reaching infinite-dimensional extension of classical normal random variables. Their theory presents a powerful range of tools for probabilistic modelling in various academic and technical domains such as Statistics, Forecasting, Finance, Information Transmission, Machine Learning - to mention just a few. The objective of these Briefs is to present a quick and condensed treatment of the core theory that a reader must understand in order to make his own independent contributions. The primary intended readership are PhD/Masters students and researchers working in pure or applied mathematics. The first chapters introduce essentials of the classical theory of Gaussian processes and measures with the core notions of reproducing kernel, integral representation, isoperimetric property, large deviation principle. The brevity being a priority for teaching and learning purposes, certain technical details and proofs are omitted. The later chapters touch important recent issues not sufficiently reflected in the literature, such as small deviations, expansions, and quantization of processes. In university teaching, one can build a one-semester advanced course upon these Briefs.
Book Synopsis Séminaire de Probabilités XLIII by : Catherine Donati Martin
Download or read book Séminaire de Probabilités XLIII written by Catherine Donati Martin and published by Springer. This book was released on 2010-10-20 with total page 503 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a new volume of the Séminaire de Probabilités which is now in its 43rd year. Following the tradition, this volume contains about 20 original research and survey articles on topics related to stochastic analysis. It contains an advanced course of J. Picard on the representation formulae for fractional Brownian motion. The regular chapters cover a wide range of themes, such as stochastic calculus and stochastic differential equations, stochastic differential geometry, filtrations, analysis on Wiener space, random matrices and free probability, as well as mathematical finance. Some of the contributions were presented at the Journées de Probabilités held in Poitiers in June 2009.
