Orthogonal Polynomials In The Spectral Analysis Of Markov Processes

Download Orthogonal Polynomials In The Spectral Analysis Of Markov Processes full books in PDF, epub, and Kindle. Read online Orthogonal Polynomials In The Spectral Analysis Of Markov Processes ebook anywhere anytime directly on your device. Fast Download speed and no annoying ads. We cannot guarantee that every ebooks is available!

Orthogonal Polynomials in the Spectral Analysis of Markov Processes

Author : Manuel Domínguez de la Iglesia
Publisher : Cambridge University Press
ISBN 13 : 1009035207
Total Pages : 348 pages
Book Rating : 4.0/5 (9 download)

DOWNLOAD NOW!

Book Synopsis Orthogonal Polynomials in the Spectral Analysis of Markov Processes by : Manuel Domínguez de la Iglesia

Download or read book Orthogonal Polynomials in the Spectral Analysis of Markov Processes written by Manuel Domínguez de la Iglesia and published by Cambridge University Press. This book was released on 2021-10-21 with total page 348 pages. Available in PDF, EPUB and Kindle. Book excerpt: In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about applications of their work to probability.

Stochastic Processes and Orthogonal Polynomials

Author : Wim Schoutens
Publisher : Springer Science & Business Media
ISBN 13 : 1461211700
Total Pages : 170 pages
Book Rating : 4.4/5 (612 download)

DOWNLOAD NOW!

Book Synopsis Stochastic Processes and Orthogonal Polynomials by : Wim Schoutens

Download or read book Stochastic Processes and Orthogonal Polynomials written by Wim Schoutens and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book offers an accessible reference for researchers in the probability, statistics and special functions communities. It gives a variety of interdisciplinary relations between the two main ingredients of stochastic processes and orthogonal polynomials. It covers topics like time dependent and asymptotic analysis for birth-death processes and diffusions, martingale relations for Lévy processes, stochastic integrals and Stein's approximation method. Almost all well-known orthogonal polynomials, which are brought together in the so-called Askey Scheme, come into play. This volume clearly illustrates the powerful mathematical role of orthogonal polynomials in the analysis of stochastic processes and is made accessible for all mathematicians with a basic background in probability theory and mathematical analysis. Wim Schoutens is a Postdoctoral Researcher of the Fund for Scientific Research-Flanders (Belgium). He received his PhD in Science from the Catholic University of Leuven, Belgium.

Stochastic Processes and Orthogonal Polynomials

Author : Wim Schoutens
Publisher :
ISBN 13 : 9781461211716
Total Pages : 186 pages
Book Rating : 4.2/5 (117 download)

DOWNLOAD NOW!

Book Synopsis Stochastic Processes and Orthogonal Polynomials by : Wim Schoutens

Download or read book Stochastic Processes and Orthogonal Polynomials written by Wim Schoutens and published by . This book was released on 2000-04-01 with total page 186 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Geometric Methods in Physics XL

Author : Piotr Kielanowski
Publisher : Springer Nature
ISBN 13 : 3031624076
Total Pages : 465 pages
Book Rating : 4.0/5 (316 download)

DOWNLOAD NOW!

Book Synopsis Geometric Methods in Physics XL by : Piotr Kielanowski

Download or read book Geometric Methods in Physics XL written by Piotr Kielanowski and published by Springer Nature. This book was released on with total page 465 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Orthogonal Polynomials on the Unit Circle: Spectral theory

Author : Barry Simon
Publisher : American Mathematical Soc.
ISBN 13 : 9780821836750
Total Pages : 608 pages
Book Rating : 4.8/5 (367 download)

DOWNLOAD NOW!

Book Synopsis Orthogonal Polynomials on the Unit Circle: Spectral theory by : Barry Simon

Download or read book Orthogonal Polynomials on the Unit Circle: Spectral theory written by Barry Simon and published by American Mathematical Soc.. This book was released on 2005 with total page 608 pages. Available in PDF, EPUB and Kindle. Book excerpt: Presents an overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. This book discusses topics such as asymptotics of Toeplitz determinants (Szego's theorems), and limit theorems for the density of the zeros of orthogonal polynomials.

Orthogonal Polynomials on the Unit Circle

Author : Barry Simon
Publisher : American Mathematical Soc.
ISBN 13 : 082184864X
Total Pages : 610 pages
Book Rating : 4.8/5 (218 download)

DOWNLOAD NOW!

Book Synopsis Orthogonal Polynomials on the Unit Circle by : Barry Simon

Download or read book Orthogonal Polynomials on the Unit Circle written by Barry Simon and published by American Mathematical Soc.. This book was released on 2005 with total page 610 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-part volume gives a comprehensive overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. A major theme involves the connections between the Verblunsky coefficients (the coefficients of the recurrence equation for the orthogonal polynomials) and the measures, an analog of the spectral theory of one-dimensional Schrödinger operators. Among the topics discussed along the way are the asymptotics of Toeplitz determinants (Szegő's theorems), limit theorems for the density of the zeros of orthogonal polynomials, matrix representations for multiplication by (CMV matrices), periodic Verblunsky coefficients from the point of view of meromorphic functions on hyperelliptic surfaces, and connections between the theories of orthogonal polynomials on the unit circle and on the real line. The book is suitable for graduate students and researchers interested in analysis.

Compound Renewal Processes

Author : A. A. Borovkov
Publisher : Cambridge University Press
ISBN 13 : 100911560X
Total Pages : pages
Book Rating : 4.0/5 (91 download)

DOWNLOAD NOW!

Book Synopsis Compound Renewal Processes by : A. A. Borovkov

Download or read book Compound Renewal Processes written by A. A. Borovkov and published by Cambridge University Press. This book was released on 2022-06-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: Compound renewal processes (CRPs) are among the most ubiquitous models arising in applications of probability. At the same time, they are a natural generalization of random walks, the most well-studied classical objects in probability theory. This monograph, written for researchers and graduate students, presents the general asymptotic theory and generalizes many well-known results concerning random walks. The book contains the key limit theorems for CRPs, functional limit theorems, integro-local limit theorems, large and moderately large deviation principles for CRPs in the state space and in the space of trajectories, including large deviation principles in boundary crossing problems for CRPs, with an explicit form of the rate functionals, and an extension of the invariance principle for CRPs to the domain of moderately large and small deviations. Applications establish the key limit laws for Markov additive processes, including limit theorems in the domains of normal and large deviations.

Higher Special Functions

Author : Wolfgang Lay
Publisher : Cambridge University Press
ISBN 13 : 1009546589
Total Pages : 316 pages
Book Rating : 4.0/5 (95 download)

DOWNLOAD NOW!

Book Synopsis Higher Special Functions by : Wolfgang Lay

Download or read book Higher Special Functions written by Wolfgang Lay and published by Cambridge University Press. This book was released on 2024-05-23 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt: Higher special functions emerge from boundary eigenvalue problems of Fuchsian differential equations with more than three singularities. This detailed reference provides solutions for singular boundary eigenvalue problems of linear ordinary differential equations of second order, exploring previously unknown methods for finding higher special functions. Starting from the fact that it is the singularities of a differential equation that determine the local, as well as the global, behaviour of its solutions, the author develops methods that are both new and efficient and lead to functional relationships that were previously unknown. All the developments discussed are placed within their historical context, allowing the reader to trace the roots of the theory back through the work of many generations of great mathematicians. Particular attention is given to the work of George Cecil Jaffé, who laid the foundation with the calculation of the quantum mechanical energy levels of the hydrogen molecule ion.

Equivalents of the Riemann Hypothesis

Author : Kevin Broughan
Publisher : Cambridge University Press
ISBN 13 : 1009384805
Total Pages : 705 pages
Book Rating : 4.0/5 (93 download)

DOWNLOAD NOW!

Book Synopsis Equivalents of the Riemann Hypothesis by : Kevin Broughan

Download or read book Equivalents of the Riemann Hypothesis written by Kevin Broughan and published by Cambridge University Press. This book was released on 2023-09-30 with total page 705 pages. Available in PDF, EPUB and Kindle. Book excerpt: This third volume presents further equivalents to the Riemann hypothesis and explores its decidability.

Equivalents of the Riemann Hypothesis: Volume 3, Further Steps towards Resolving the Riemann Hypothesis

Author : Kevin Broughan
Publisher : Cambridge University Press
ISBN 13 : 1009384775
Total Pages : 706 pages
Book Rating : 4.0/5 (93 download)

DOWNLOAD NOW!

Book Synopsis Equivalents of the Riemann Hypothesis: Volume 3, Further Steps towards Resolving the Riemann Hypothesis by : Kevin Broughan

Download or read book Equivalents of the Riemann Hypothesis: Volume 3, Further Steps towards Resolving the Riemann Hypothesis written by Kevin Broughan and published by Cambridge University Press. This book was released on 2023-09-30 with total page 706 pages. Available in PDF, EPUB and Kindle. Book excerpt: This three-volume work presents the main known equivalents to the Riemann hypothesis, perhaps the most important problem in mathematics. Volume 3 covers new arithmetic and analytic equivalences from numerous studies in the field, such as Rogers and Tao, and presents derivations which show whether the Riemann hypothesis is decidable.

Coxeter Bialgebras

Author : Marcelo Aguiar
Publisher : Cambridge University Press
ISBN 13 : 100924373X
Total Pages : 897 pages
Book Rating : 4.0/5 (92 download)

DOWNLOAD NOW!

Book Synopsis Coxeter Bialgebras by : Marcelo Aguiar

Download or read book Coxeter Bialgebras written by Marcelo Aguiar and published by Cambridge University Press. This book was released on 2022-10-31 with total page 897 pages. Available in PDF, EPUB and Kindle. Book excerpt: The goal of this monograph is to develop Hopf theory in the setting of a real reflection arrangement. The central notion is that of a Coxeter bialgebra which generalizes the classical notion of a connected graded Hopf algebra. The authors also introduce the more structured notion of a Coxeter bimonoid and connect the two notions via a family of functors called Fock functors. These generalize similar functors connecting Hopf monoids in the category of Joyal species and connected graded Hopf algebras. This monograph opens a new chapter in Coxeter theory as well as in Hopf theory, connecting the two. It also relates fruitfully to many other areas of mathematics such as discrete geometry, semigroup theory, associative algebras, algebraic Lie theory, operads, and category theory. It is carefully written, with effective use of tables, diagrams, pictures, and summaries. It will be of interest to students and researchers alike.

Handbook of Constructive Mathematics

Author : Douglas Bridges
Publisher : Cambridge University Press
ISBN 13 : 100904141X
Total Pages : 864 pages
Book Rating : 4.0/5 (9 download)

DOWNLOAD NOW!

Book Synopsis Handbook of Constructive Mathematics by : Douglas Bridges

Download or read book Handbook of Constructive Mathematics written by Douglas Bridges and published by Cambridge University Press. This book was released on 2023-03-31 with total page 864 pages. Available in PDF, EPUB and Kindle. Book excerpt: Constructive mathematics – mathematics in which 'there exists' always means 'we can construct' – is enjoying a renaissance. fifty years on from Bishop's groundbreaking account of constructive analysis, constructive mathematics has spread out to touch almost all areas of mathematics and to have profound influence in theoretical computer science. This handbook gives the most complete overview of modern constructive mathematics, with contributions from leading specialists surveying the subject's myriad aspects. Major themes include: constructive algebra and geometry, constructive analysis, constructive topology, constructive logic and foundations of mathematics, and computational aspects of constructive mathematics. A series of introductory chapters provides graduate students and other newcomers to the subject with foundations for the surveys that follow. Edited by four of the most eminent experts in the field, this is an indispensable reference for constructive mathematicians and a fascinating vista of modern constructivism for the increasing number of researchers interested in constructive approaches.

Strongly Regular Graphs

Author : Andries E. Brouwer
Publisher :
ISBN 13 : 1316512037
Total Pages : 481 pages
Book Rating : 4.3/5 (165 download)

DOWNLOAD NOW!

Book Synopsis Strongly Regular Graphs by : Andries E. Brouwer

Download or read book Strongly Regular Graphs written by Andries E. Brouwer and published by . This book was released on 2022-01-13 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph on strongly regular graphs is an invaluable reference for anybody working in algebraic combinatorics.

Linear State/Signal Systems

Author : Damir Z. Arov
Publisher : Cambridge University Press
ISBN 13 : 1009021737
Total Pages : 1050 pages
Book Rating : 4.0/5 (9 download)

DOWNLOAD NOW!

Book Synopsis Linear State/Signal Systems by : Damir Z. Arov

Download or read book Linear State/Signal Systems written by Damir Z. Arov and published by Cambridge University Press. This book was released on 2022-05-26 with total page 1050 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors explain in this work a new approach to observing and controlling linear systems whose inputs and outputs are not fixed in advance. They cover a class of linear time-invariant state/signal system that is general enough to include most of the standard classes of linear time-invariant dynamical systems, but simple enough that it is easy to understand the fundamental principles. They begin by explaining the basic theory of finite-dimensional and bounded systems in a way suitable for graduate courses in systems theory and control. They then proceed to the more advanced infinite-dimensional setting, opening up new ways for researchers to study distributed parameter systems, including linear port-Hamiltonian systems and boundary triplets. They include the general non-passive part of the theory in continuous and discrete time, and provide a short introduction to the passive situation. Numerous examples from circuit theory are used to illustrate the theory.

Orthogonal Polynomials

Author : Evguenii A. Rakhmanov
Publisher : de Gruyter
ISBN 13 : 9783110313857
Total Pages : 510 pages
Book Rating : 4.3/5 (138 download)

DOWNLOAD NOW!

Book Synopsis Orthogonal Polynomials by : Evguenii A. Rakhmanov

Download or read book Orthogonal Polynomials written by Evguenii A. Rakhmanov and published by de Gruyter. This book was released on 2020-05-07 with total page 510 pages. Available in PDF, EPUB and Kindle. Book excerpt: The origins of the theory of orthogonal polynomials go back at least to the 18th century when they were studied in terms of continued fractions. The theory is now large and complex: a crossroad of several important domains of analysis such as analytic function theory, analytic theory of differential equations, Fourier and harmonic analysis, spectral theory of Sturm-Liouville operators, and approximation and interpolation, among others.

Harmonic Analysis On Hypergroups: Approximation And Stochastic Sequences

Author : Rupert Lasser
Publisher : World Scientific
ISBN 13 : 9811266212
Total Pages : 621 pages
Book Rating : 4.8/5 (112 download)

DOWNLOAD NOW!

Book Synopsis Harmonic Analysis On Hypergroups: Approximation And Stochastic Sequences by : Rupert Lasser

Download or read book Harmonic Analysis On Hypergroups: Approximation And Stochastic Sequences written by Rupert Lasser and published by World Scientific. This book was released on 2022-12-06 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book aims at giving a monographic presentation of the abstract harmonic analysis of hypergroups, while combining it with applied topics of spectral analysis, approximation by orthogonal expansions and stochastic sequences. Hypergroups are locally compact Hausdorff spaces equipped with a convolution, an involution and a unit element. Related algebraic structures had already been studied by Frobenius around 1900. Their axiomatic characterisation in harmonic analysis was later developed in the 1970s. Hypergoups naturally emerge in seemingly different application areas as time series analysis, probability theory and theoretical physics.The book presents harmonic analysis on commutative and polynomial hypergroups as well as weakly stationary random fields and sequences thereon. For polynomial hypergroups also difference equations and stationary sequences are considered. At greater extent than in the existing literature, the book compiles a rather comprehensive list of hypergroups, in particular of polynomial hypergroups. With an eye on readers at advanced undergraduate and graduate level, the proofs are generally worked out in careful detail. The bibliography is extensive.

Orthogonal Polynomials

Author : Paul Nevai
Publisher : Springer Science & Business Media
ISBN 13 : 9400905017
Total Pages : 472 pages
Book Rating : 4.4/5 (9 download)

DOWNLOAD NOW!

Book Synopsis Orthogonal Polynomials by : Paul Nevai

Download or read book Orthogonal Polynomials written by Paul Nevai and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 472 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the Proceedings of the NATO Advanced Study Institute on "Orthogonal Polynomials and Their Applications" held at The Ohio State University in Columbus, Ohio, U.S.A. between May 22,1989 and June 3,1989. The Advanced Study Institute primarily concentrated on those aspects of the theory and practice of orthogonal polynomials which surfaced in the past decade when the theory of orthogonal polynomials started to experience an unparalleled growth. This progress started with Richard Askey's Regional Confer ence Lectures on "Orthogonal Polynomials and Special Functions" in 1975, and subsequent discoveries led to a substantial revaluation of one's perceptions as to the nature of orthogonal polynomials and their applicability. The recent popularity of orthogonal polynomials is only partially due to Louis de Branges's solution of the Bieberbach conjecture which uses an inequality of Askey and Gasper on Jacobi polynomials. The main reason lies in their wide applicability in areas such as Pade approximations, continued fractions, Tauberian theorems, numerical analysis, probability theory, mathematical statistics, scattering theory, nuclear physics, solid state physics, digital signal processing, electrical engineering, theoretical chemistry and so forth. This was emphasized and convincingly demonstrated during the presentations by both the principal speakers and the invited special lecturers. The main subjects of our Advanced Study Institute included complex orthogonal polynomials, signal processing, the recursion method, combinatorial interpretations of orthogonal polynomials, computational problems, potential theory, Pade approximations, Julia sets, special functions, quantum groups, weighted approximations, orthogonal polynomials associated with root systems, matrix orthogonal polynomials, operator theory and group representations.