Hilbert And Banach Space-valued Stochastic Processes

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Publisher : World Scientific
ISBN 13 : 9811211760
Total Pages : 539 pages
Book Rating : 4.8/5 (112 download)

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Book Synopsis Hilbert And Banach Space-valued Stochastic Processes by : Yuichiro Kakihara

Download or read book Hilbert And Banach Space-valued Stochastic Processes written by Yuichiro Kakihara and published by World Scientific. This book was released on 2021-07-29 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a development of the book entitled Multidimensional Second Order Stochastic Processes. It provides a research expository treatment of infinite-dimensional stationary and nonstationary stochastic processes or time series, based on Hilbert and Banach space-valued second order random variables. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, V-bounded, Cramér and Karhunen classes as well as the stationary class. A new type of the Radon-Nikodým derivative of a Banach space-valued measure is introduced, together with Schauder basic measures, to study uniformly bounded linearly stationary processes.Emphasis is on the use of functional analysis and harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Generalizations are made to consider Banach space-valued stochastic processes to include processes of pth order for p ≥ 1. Readers may find that the covariance kernel is always emphasized and reveals another aspect of stochastic processes.This book is intended not only for probabilists and statisticians, but also for functional analysts and communication engineers.

Multidimensional Second Order Stochastic Processes

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Publisher : World Scientific
ISBN 13 : 9814497894
Total Pages : 343 pages
Book Rating : 4.8/5 (144 download)

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Book Synopsis Multidimensional Second Order Stochastic Processes by : Yuichiro Kakihara

Download or read book Multidimensional Second Order Stochastic Processes written by Yuichiro Kakihara and published by World Scientific. This book was released on 1997-02-27 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a research-expository treatment of infinite-dimensional nonstationary stochastic processes or time series. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, V-bounded, Cramér and Karhunen classes and also the stationary class. Emphasis is on the use of functional, harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Readers may find that the covariance kernel analysis is emphasized and it reveals another aspect of stochastic processes. This book is intended not only for probabilists and statisticians, but also for communication engineers.

Probability in Banach Spaces

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Publisher : Springer Science & Business Media
ISBN 13 : 3642202128
Total Pages : 493 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Probability in Banach Spaces by : Michel Ledoux

Download or read book Probability in Banach Spaces written by Michel Ledoux and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 493 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Hilbert and Banach Space-valued Stochastic Processes

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Publisher :
ISBN 13 : 9789811211751
Total Pages : 539 pages
Book Rating : 4.2/5 (117 download)

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Book Synopsis Hilbert and Banach Space-valued Stochastic Processes by : Yūichirō Kakihara

Download or read book Hilbert and Banach Space-valued Stochastic Processes written by Yūichirō Kakihara and published by . This book was released on 2021 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: "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"--

Banach Space Valued Stationary Stochastic Processes and Factorization of Nonnegative Operator Valued Functions on a Banach Space

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Publisher :
ISBN 13 :
Total Pages : 278 pages
Book Rating : 4.3/5 (129 download)

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Book Synopsis Banach Space Valued Stationary Stochastic Processes and Factorization of Nonnegative Operator Valued Functions on a Banach Space by : Abolghassem G. Miamee

Download or read book Banach Space Valued Stationary Stochastic Processes and Factorization of Nonnegative Operator Valued Functions on a Banach Space written by Abolghassem G. Miamee and published by . This book was released on 1973 with total page 278 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Martingales in Banach Spaces

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Publisher : Cambridge University Press
ISBN 13 : 1107137241
Total Pages : 591 pages
Book Rating : 4.1/5 (71 download)

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Book Synopsis Martingales in Banach Spaces by : Gilles Pisier

Download or read book Martingales in Banach Spaces written by Gilles Pisier and published by Cambridge University Press. This book was released on 2016-06-06 with total page 591 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book focuses on applications of martingales to the geometry of Banach spaces, and is accessible to graduate students.

Stochastic Processes and Functional Analysis

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Publisher : American Mathematical Society
ISBN 13 : 1470459825
Total Pages : 248 pages
Book Rating : 4.4/5 (74 download)

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Book Synopsis Stochastic Processes and Functional Analysis by : Randall J. Swift

Download or read book Stochastic Processes and Functional Analysis written by Randall J. Swift and published by American Mathematical Society. This book was released on 2021-11-22 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Stochastic Processes, Physics and Geometry: New Interplays. I

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Publisher : American Mathematical Soc.
ISBN 13 : 9780821819593
Total Pages : 348 pages
Book Rating : 4.8/5 (195 download)

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Book Synopsis Stochastic Processes, Physics and Geometry: New Interplays. I by : Sergio Albeverio

Download or read book Stochastic Processes, Physics and Geometry: New Interplays. I written by Sergio Albeverio and published by American Mathematical Soc.. This book was released on 2000 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume and "IStochastic Processes, Physics and Geometry: New Interplays II" present state-of-the-art research currently unfolding at the interface between mathematics and physics. Included are select articles from the international conference held in Leipzig (Germany) in honor of Sergio Albeverio's sixtieth birthday. The theme of the conference, "Infinite Dimensional (Stochastic) Analysis and Quantum Physics", was chosen to reflect Albeverio's wide-ranging scientific interests. The articles in these books reflect that broad range of interests and provide a detailed overview highlighting the deep interplay among stochastic processes, mathematical physics, and geometry. The contributions are written by internationally recognized experts in the fields of stochastic analysis, linear and nonlinear (deterministic and stochastic) PDEs, infinite dimensional analysis, functional analysis, commutative and noncommutative probability theory, integrable systems, quantum and statistical mechanics, geometric quantization, and neural networks. Also included are applications in biology and other areas. Most of the contributions are high-level research papers. However, there are also some overviews on topics of general interest. The articles selected for publication in these volumes were specifically chosen to introduce readers to advanced topics, to emphasize interdisciplinary connections, and to stress future research directions. Volume I contains contributions from invited speakers; Volume II contains additional contributed papers. Members of the Canadian Mathematical Society may order at the AMS member price.

Probability Theory on Vector Spaces IV

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Publisher : Springer
ISBN 13 : 354048244X
Total Pages : 435 pages
Book Rating : 4.5/5 (44 download)

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Book Synopsis Probability Theory on Vector Spaces IV by : Stamatis Cambanis

Download or read book Probability Theory on Vector Spaces IV written by Stamatis Cambanis and published by Springer. This book was released on 2006-11-14 with total page 435 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Ambit Stochastics

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Publisher : Springer
ISBN 13 : 3319941291
Total Pages : 418 pages
Book Rating : 4.3/5 (199 download)

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Book Synopsis Ambit Stochastics by : Ole E. Barndorff-Nielsen

Download or read book Ambit Stochastics written by Ole E. Barndorff-Nielsen and published by Springer. This book was released on 2018-11-01 with total page 418 pages. Available in PDF, EPUB and Kindle. Book excerpt: Drawing on advanced probability theory, Ambit Stochastics is used to model stochastic processes which depend on both time and space. This monograph, the first on the subject, provides a reference for this burgeoning field, complete with the applications that have driven its development. Unique to Ambit Stochastics are ambit sets, which allow the delimitation of space-time to a zone of interest, and ambit fields, which are particularly well-adapted to modelling stochastic volatility or intermittency. These attributes lend themselves notably to applications in the statistical theory of turbulence and financial econometrics. In addition to the theory and applications of Ambit Stochastics, the book also contains new theory on the simulation of ambit fields and a comprehensive stochastic integration theory for Volterra processes in a non-semimartingale context. Written by pioneers in the subject, this book will appeal to researchers and graduate students interested in empirical stochastic modelling.

Linear Processes in Function Spaces

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Publisher : Springer Science & Business Media
ISBN 13 : 1461211549
Total Pages : 295 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Linear Processes in Function Spaces by : Denis Bosq

Download or read book Linear Processes in Function Spaces written by Denis Bosq and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: The main subject of this book is the estimation and forecasting of continuous time processes. It leads to a development of the theory of linear processes in function spaces. Mathematical tools are presented, as well as autoregressive processes in Hilbert and Banach spaces and general linear processes and statistical prediction. Implementation and numerical applications are also covered. The book assumes knowledge of classical probability theory and statistics.

Multidimensional Second Order Stochastic Processes

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Publisher : World Scientific
ISBN 13 : 9789810230005
Total Pages : 352 pages
Book Rating : 4.2/5 (3 download)

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Book Synopsis Multidimensional Second Order Stochastic Processes by : Y–ichir“ Kakihara

Download or read book Multidimensional Second Order Stochastic Processes written by Y–ichir“ Kakihara and published by World Scientific. This book was released on 1997 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: A research-expository treatment of infinite-dimensional nonstationary stochastic processes (or time series) on a locally compact abelian group is provided with this book. Stochastic measures and scalar or operator bimeasures are fully discussed.

Stochastic Space—Time Models and Limit Theorems

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Publisher : Springer Science & Business Media
ISBN 13 : 9789027720382
Total Pages : 286 pages
Book Rating : 4.7/5 (23 download)

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Book Synopsis Stochastic Space—Time Models and Limit Theorems by : L. Arnold

Download or read book Stochastic Space—Time Models and Limit Theorems written by L. Arnold and published by Springer Science & Business Media. This book was released on 1985-07-31 with total page 286 pages. Available in PDF, EPUB and Kindle. Book excerpt: Approach your problems from It isn't that they can't see the right end and begin with the solution. the answers. Then one day, It is that they can't see the perhaps you will find the problem. final question. G.K. Chesterton. The Scandal 'The Hermit Clad 1n Crane of Father Brown 'The Point of Feathers' in R. van Gulik's a Pin'. The Chinese Maze Murders. Growing specialisation and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches wich were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD" , "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

Analysis in Banach Spaces

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Publisher : Springer
ISBN 13 : 9783319839615
Total Pages : 614 pages
Book Rating : 4.8/5 (396 download)

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Book Synopsis Analysis in Banach Spaces by : Tuomas Hytönen

Download or read book Analysis in Banach Spaces written by Tuomas Hytönen and published by Springer. This book was released on 2018-07-07 with total page 614 pages. Available in PDF, EPUB and Kindle. Book excerpt: The present volume develops the theory of integration in Banach spaces, martingales and UMD spaces, and culminates in a treatment of the Hilbert transform, Littlewood-Paley theory and the vector-valued Mihlin multiplier theorem. Over the past fifteen years, motivated by regularity problems in evolution equations, there has been tremendous progress in the analysis of Banach space-valued functions and processes. The contents of this extensive and powerful toolbox have been mostly scattered around in research papers and lecture notes. Collecting this diverse body of material into a unified and accessible presentation fills a gap in the existing literature. The principal audience that we have in mind consists of researchers who need and use Analysis in Banach Spaces as a tool for studying problems in partial differential equations, harmonic analysis, and stochastic analysis. Self-contained and offering complete proofs, this work is accessible to graduate students and researchers with a background in functional analysis or related areas.

Random Integral Equations

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Publisher : Academic Press
ISBN 13 : 008095605X
Total Pages : 283 pages
Book Rating : 4.0/5 (89 download)

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Book Synopsis Random Integral Equations by : Bharucha-Reid

Download or read book Random Integral Equations written by Bharucha-Reid and published by Academic Press. This book was released on 1973-03-02 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random Integral Equations

Scientific and Technical Aerospace Reports

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Publisher :
ISBN 13 :
Total Pages : 240 pages
Book Rating : 4.:/5 (3 download)

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Book Synopsis Scientific and Technical Aerospace Reports by :

Download or read book Scientific and Technical Aerospace Reports written by and published by . This book was released on 1988 with total page 240 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Probability Winter School

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Publisher : Springer
ISBN 13 : 3540375562
Total Pages : 290 pages
Book Rating : 4.5/5 (43 download)

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Book Synopsis Probability Winter School by : Z. Ciesielski

Download or read book Probability Winter School written by Z. Ciesielski and published by Springer. This book was released on 2006-11-14 with total page 290 pages. Available in PDF, EPUB and Kindle. Book excerpt: a