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Constructions Of Gaussian Fields From Markov Processes And Related Topics
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Book Synopsis Markov Processes, Gaussian Processes, and Local Times by : Michael B. Marcus
Download or read book Markov Processes, Gaussian Processes, and Local Times written by Michael B. Marcus and published by Cambridge University Press. This book was released on 2006-07-24 with total page 4 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students.
Book Synopsis Probabilistic Analysis and Related Topics by : A. T. Bharucha-Reid
Download or read book Probabilistic Analysis and Related Topics written by A. T. Bharucha-Reid and published by Elsevier. This book was released on 2014-05-10 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: Probabilistic Analysis and Related Topics, Volume 3 focuses on the continuity, integrability, and differentiability of random functions, including operator theory, measure theory, and functional and numerical analysis. The selection first offers information on the qualitative theory of stochastic systems and Langevin equations with multiplicative noise. Discussions focus on phase-space evolution via direct integration, phase-space evolution, linear and nonlinear systems, linearization, and generalizations. The text then ponders on the stability theory of stochastic difference systems and Markov properties for random fields. Topics include Markov property of solutions of stochastic partial differential equations; Markov property for generalized Gaussian random fields; Markov properties for generalized random fields; stochastic stability of nonlinear systems; and linear stochastic systems. The publication examines the method of random contractors and its applications to random nonlinear equations, including integral contractors and applications to random equations; random contractors with random nonlinear majorant functions; and random contractors and application to random nonlinear operator equations. The selection is a valuable reference for mathematicians and researchers interested in the general theory of random functions.
Book Synopsis Reproducing Kernel Hilbert Spaces in Probability and Statistics by : Alain Berlinet
Download or read book Reproducing Kernel Hilbert Spaces in Probability and Statistics written by Alain Berlinet and published by Springer Science & Business Media. This book was released on 2011-06-28 with total page 369 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book covers theoretical questions including the latest extension of the formalism, and computational issues and focuses on some of the more fruitful and promising applications, including statistical signal processing, nonparametric curve estimation, random measures, limit theorems, learning theory and some applications at the fringe between Statistics and Approximation Theory. It is geared to graduate students in Statistics, Mathematics or Engineering, or to scientists with an equivalent level.
Book Synopsis Topics in Probability and Lie Groups by : John Christopher Taylor
Download or read book Topics in Probability and Lie Groups written by John Christopher Taylor and published by American Mathematical Soc.. This book was released on with total page 220 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is comprised of two parts: the first contains articles by S. N. Evans, F. Ledrappier, and Figa-Talomanaca. These articles arose from a Centre de Recherches de Mathematiques (CRM) seminar entitiled, ''Topics in Probability on Lie Groups: Boundary Theory''. Evans gives a synthesis of his pre-1992 work on Gaussian measures on vector spaces over a local field. Ledrappier uses the freegroup on $d$ generators as a paradigm for results on the asymptotic properties of random walks and harmonic measures on the Martin boundary. These articles are followed by a case study by Figa-Talamanca using Gelfand pairs to study a diffusion on a compact ultrametric space. The second part of the book is an appendix to the book Compactifications of Symmetric Spaces (Birkhauser) by Y. Guivarc'h and J. C. Taylor. This appendix consists of an article by each author and presents the contents of this book in a more algebraic way. L. Ji and J.-P. Anker simplifies some of their results on the asymptotics of the Green function that were used to compute Martin boundaries. And Taylor gives a self-contained account of Martin boundary theory for manifolds using the theory of second order strictly elliptic partial differential operators.
Book Synopsis Markov Processes and Related Fields by :
Download or read book Markov Processes and Related Fields written by and published by . This book was released on 2000 with total page 606 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Stochastic Processes by : Stamatis Cambanis
Download or read book Stochastic Processes written by Stamatis Cambanis and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 373 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume celebrates the many contributions which Gopinath Kallianpur has made to probability and statistics. It comprises 40 chapters which taken together survey the wide sweep of ideas which have been influenced by Professor Kallianpur's writing and research.
Book Synopsis More Progresses In Analysis - Proceedings Of The 5th International Isaac Congress by : Heinrich G W Begehr
Download or read book More Progresses In Analysis - Proceedings Of The 5th International Isaac Congress written by Heinrich G W Begehr and published by World Scientific. This book was released on 2009-05-12 with total page 1497 pages. Available in PDF, EPUB and Kindle. Book excerpt: International ISAAC (International Society for Analysis, its Applications and Computation) Congresses have been held every second year since 1997. The proceedings report on a regular basis on the progresses of the field in recent years, where the most active areas in analysis, its applications and computation are covered. Plenary lectures also highlight recent results. This volume concentrates mainly on partial differential equations, but also includes function spaces, operator theory, integral transforms and equations, potential theory, complex analysis and generalizations, stochastic analysis, inverse problems, homogenization, continuum mechanics, mathematical biology and medicine. With over 350 participants attending the congress, the book comprises 140 papers from 211 authors.The volume also serves for transferring personal information about the ISAAC and its members. This volume includes citations for O Besov, V Burenkov and R P Gilbert on the occasion of their anniversaries.
Download or read book More Progresses in Analysis written by and published by World Scientific. This book was released on 2009-05-12 with total page 1497 pages. Available in PDF, EPUB and Kindle. Book excerpt: International ISAAC (International Society for Analysis, its Applications and Computation) Congresses have been held every second year since 1997. The proceedings report on a regular basis on the progresses of the field in recent years, where the most active areas in analysis, its applications and computation are covered. Plenary lectures also highlight recent results. This volume concentrates mainly on partial differential equations, but also includes function spaces, operator theory, integral transforms and equations, potential theory, complex analysis and generalizations, stochastic analysis, inverse problems, homogenization, continuum mechanics, mathematical biology and medicine. With over 350 participants attending the congress, the book comprises 140 papers from 211 authors. The volume also serves for transferring personal information about the ISAAC and its members. This volume includes citations for O. Besov, V. Burenkov and R.P. Gilbert on the occasion of their anniversaries.
Book Synopsis Dirichlet Forms and Related Topics by : Zhen-Qing Chen
Download or read book Dirichlet Forms and Related Topics written by Zhen-Qing Chen and published by Springer Nature. This book was released on 2022-09-04 with total page 572 pages. Available in PDF, EPUB and Kindle. Book excerpt: This conference proceeding contains 27 peer-reviewed invited papers from leading experts as well as young researchers all over the world in the related fields that Professor Fukushima has made important contributions to. These 27 papers cover a wide range of topics in probability theory, ranging from Dirichlet form theory, Markov processes, heat kernel estimates, entropy on Wiener spaces, analysis on fractal spaces, random spanning tree and Poissonian loop ensemble, random Riemannian geometry, SLE, space-time partial differential equations of higher order, infinite particle systems, Dyson model, functional inequalities, branching process, to machine learning and Hermitizable problems for complex matrices. Researchers and graduate students interested in these areas will find this book appealing.
Book Synopsis More Progresses in Analysis by : Heinrich G. W. Begehr
Download or read book More Progresses in Analysis written by Heinrich G. W. Begehr and published by World Scientific. This book was released on 2009 with total page 1497 pages. Available in PDF, EPUB and Kindle. Book excerpt: International ISAAC (International Society for Analysis, its Applications and Computation) Congresses have been held every second year since 1997. The proceedings report on a regular basis on the progresses of the field in recent years, where the most active areas in analysis, its applications and computation are covered. Plenary lectures also highlight recent results. This volume concentrates mainly on partial differential equations, but also includes function spaces, operator theory, integral transforms and equations, potential theory, complex analysis and generalizations, stochastic analysis, inverse problems, homogenization, continuum mechanics, mathematical biology and medicine. With over 350 participants attending the congress, the book comprises 140 papers from 211 authors. The volume also serves for transferring personal information about the ISAAC and its members. This volume includes citations for O Besov, V Burenkov and R P Gilbert on the occasion of their anniversaries.
Book Synopsis Stochastic and Infinite Dimensional Analysis by : Christopher C. Bernido
Download or read book Stochastic and Infinite Dimensional Analysis written by Christopher C. Bernido and published by Birkhäuser. This book was released on 2016-08-10 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a collection of papers covering applications from a wide range of systems with infinitely many degrees of freedom studied using techniques from stochastic and infinite dimensional analysis, e.g. Feynman path integrals, the statistical mechanics of polymer chains, complex networks, and quantum field theory. Systems of infinitely many degrees of freedom create their particular mathematical challenges which have been addressed by different mathematical theories, namely in the theories of stochastic processes, Malliavin calculus, and especially white noise analysis. These proceedings are inspired by a conference held on the occasion of Prof. Ludwig Streit’s 75th birthday and celebrate his pioneering and ongoing work in these fields.
Book Synopsis Markov Processes, Semigroups, and Generators by : Vassili N. Kolokoltsov
Download or read book Markov Processes, Semigroups, and Generators written by Vassili N. Kolokoltsov and published by Walter de Gruyter. This book was released on 2011 with total page 449 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work offers a highly useful, well developed reference on Markov processes, the universal model for random processes and evolutions. The wide range of applications, in exact sciences as well as in other areas like social studies, require a volume that offers a refresher on fundamentals before conveying the Markov processes and examples for
Book Synopsis Probability and Real Trees by : Steven N. Evans
Download or read book Probability and Real Trees written by Steven N. Evans and published by Springer. This book was released on 2007-09-26 with total page 205 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random trees and tree-valued stochastic processes are of particular importance in many fields. Using the framework of abstract "tree-like" metric spaces and ideas from metric geometry, Evans and his collaborators have recently pioneered an approach to studying the asymptotic behavior of such objects when the number of vertices goes to infinity. This publication surveys the relevant mathematical background and present some selected applications of the theory.
Book Synopsis An Innovation Approach to Random Fields by : Takeyuki Hida
Download or read book An Innovation Approach to Random Fields written by Takeyuki Hida and published by World Scientific. This book was released on 2004 with total page 204 pages. Available in PDF, EPUB and Kindle. Book excerpt: An exploration of random fields. The authors use an approach that firstly constructs innovation, which is the most elemental stochastic process with a basic and simple way of dependence, and then they express the given field as a function of the innovation.
Book Synopsis Multiparameter Processes by : Davar Khoshnevisan
Download or read book Multiparameter Processes written by Davar Khoshnevisan and published by Springer Science & Business Media. This book was released on 2006-04-10 with total page 590 pages. Available in PDF, EPUB and Kindle. Book excerpt: Self-contained presentation: from elementary material to state-of-the-art research; Much of the theory in book-form for the first time; Connections are made between probability and other areas of mathematics, engineering and mathematical physics
Book Synopsis Further Developments in Fractals and Related Fields by : Julien Barral
Download or read book Further Developments in Fractals and Related Fields written by Julien Barral and published by Springer Science & Business Media. This book was released on 2013-02-20 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume, following in the tradition of a similar 2010 publication by the same editors, is an outgrowth of an international conference, “Fractals and Related Fields II,” held in June 2011. The book provides readers with an overview of developments in the mathematical fields related to fractals, including original research contributions as well as surveys from many of the leading experts on modern fractal theory and applications. The chapters cover fields related to fractals such as: *geometric measure theory *ergodic theory *dynamical systems *harmonic and functional analysis *number theory *probability theory Further Developments in Fractals and Related Fields is aimed at pure and applied mathematicians working in the above-mentioned areas as well as other researchers interested in discovering the fractal domain. Throughout the volume, readers will find interesting and motivating results as well as new avenues for further research.
Book Synopsis Lectures on Probability Theory and Statistics by : Sergio Albeverio
Download or read book Lectures on Probability Theory and Statistics written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2003-07-14 with total page 294 pages. Available in PDF, EPUB and Kindle. Book excerpt: In World Mathematical Year 2000 the traditional St. Flour Summer School was hosted jointly with the European Mathematical Society. Sergio Albeverio reviews the theory of Dirichlet forms, and gives applications including partial differential equations, stochastic dynamics of quantum systems, quantum fields and the geometry of loop spaces. The second text, by Walter Schachermayer, is an introduction to the basic concepts of mathematical finance, including the Bachelier and Black-Scholes models. The fundamental theorem of asset pricing is discussed in detail. Finally Michel Talagrand, gives an overview of the mean field models for spin glasses. This text is a major contribution towards the proof of certain results from physics, and includes a discussion of the Sherrington-Kirkpatrick and the p-spin interaction models.
