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Author : J. Azéma
Publisher : Springer
ISBN 13 :
Total Pages : 528 pages
Book Rating : 4.:/5 (318 download)
Download or read book Séminaire de Probabilités 19 written by J. Azéma and published by Springer. This book was released on 1985 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : J. Azema
Publisher : Springer Science & Business Media
ISBN 13 : 9783540673149
Total Pages : 458 pages
Book Rating : 4.6/5 (731 download)
Download or read book Seminaire de Probabilites XXXIV written by J. Azema and published by Springer Science & Business Media. This book was released on 2000-05-06 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains 19 contributions to various subjects in the theory of (commutative and non-commutative) stochastic processes. It also provides a 145-page graduate course on branching and interacting particle systems, with applications to non-linear filtering, by P. del Moral and L. Miclo.
Author : Catherine Donati Martin
Publisher : Springer Science & Business Media
ISBN 13 : 3642152163
Total Pages : 511 pages
Book Rating : 4.6/5 (421 download)
Download or read book Séminaire de Probabilités XLIII written by Catherine Donati Martin and published by Springer Science & Business Media. This book was released on 2010-10-28 with total page 511 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.
Author : Catherine Donati-Martin
Publisher : Springer
ISBN 13 : 3540779132
Total Pages : 459 pages
Book Rating : 4.5/5 (47 download)
Download or read book Séminaire de Probabilités XLI written by Catherine Donati-Martin and published by Springer. This book was released on 2008-08-30 with total page 459 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes are as usual the main subject of the Séminaire, with contributions on Brownian motion (fractional or other), Lévy processes, martingales and probabilistic finance. Other probabilistic themes are also present: large random matrices, statistical mechanics. The contributions in this volume provide a sampling of recent results on these topics. All contributions with the exception of two are written in English language.
Author : Jacques Azéma
Publisher : Springer
ISBN 13 : 3540361073
Total Pages : 507 pages
Book Rating : 4.5/5 (43 download)
Download or read book Séminaire de Probabilités XXXVI written by Jacques Azéma and published by Springer. This book was released on 2004-10-21 with total page 507 pages. Available in PDF, EPUB and Kindle. Book excerpt: The 36th Sminaire de Probabilits contains an advanced course on Logarithmic Sobolev Inequalities by A. Guionnet and B. Zegarlinski, as well as two shorter surveys by L. Pastur and N. O'Connell on the theory of random matrices and their links with stochastic processes. The main themes of the other contributions are Logarithmic Sobolev Inequalities, Stochastic Calculus, Martingale Theory and Filtrations. Besides the traditional readership of the Sminaires, this volume will be useful to researchers in statistical mechanics and mathematical finance.
Author : Catherine Donati-Martin
Publisher : Springer Nature
ISBN 13 : 3030285359
Total Pages : 562 pages
Book Rating : 4.0/5 (32 download)
Download or read book Séminaire de Probabilités L written by Catherine Donati-Martin and published by Springer Nature. This book was released on 2019-11-19 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.
Author : Alice Guionnet
Publisher : Springer
ISBN 13 : 3540698973
Total Pages : 296 pages
Book Rating : 4.5/5 (46 download)
Download or read book Large Random Matrices: Lectures on Macroscopic Asymptotics written by Alice Guionnet and published by Springer. This book was released on 2009-04-20 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: Random matrix theory has developed in the last few years, in connection with various fields of mathematics and physics. These notes emphasize the relation with the problem of enumerating complicated graphs, and the related large deviations questions. Such questions are also closely related with the asymptotic distribution of matrices, which is naturally defined in the context of free probability and operator algebra. The material of this volume is based on a series of nine lectures given at the Saint-Flour Probability Summer School 2006. Lectures were also given by Maury Bramson and Steffen Lauritzen.
Author : Giambattista Giacomin
Publisher : Springer
ISBN 13 : 3030150968
Total Pages : 654 pages
Book Rating : 4.0/5 (31 download)
Download or read book Stochastic Dynamics Out of Equilibrium written by Giambattista Giacomin and published by Springer. This book was released on 2019-06-30 with total page 654 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stemming from the IHP trimester "Stochastic Dynamics Out of Equilibrium", this collection of contributions focuses on aspects of nonequilibrium dynamics and its ongoing developments. It is common practice in statistical mechanics to use models of large interacting assemblies governed by stochastic dynamics. In this context "equilibrium" is understood as stochastically (time) reversible dynamics with respect to a prescribed Gibbs measure. Nonequilibrium dynamics correspond on the other hand to irreversible evolutions, where fluxes appear in physical systems, and steady-state measures are unknown. The trimester, held at the Institut Henri Poincaré (IHP) in Paris from April to July 2017, comprised various events relating to three domains (i) transport in non-equilibrium statistical mechanics; (ii) the design of more efficient simulation methods; (iii) life sciences. It brought together physicists, mathematicians from many domains, computer scientists, as well as researchers working at the interface between biology, physics and mathematics. The present volume is indispensable reading for researchers and Ph.D. students working in such areas.
Author : K. David Elworthy
Publisher : Springer Science & Business Media
ISBN 13 : 303460176X
Total Pages : 179 pages
Book Rating : 4.0/5 (346 download)
Download or read book The Geometry of Filtering written by K. David Elworthy and published by Springer Science & Business Media. This book was released on 2010-11-27 with total page 179 pages. Available in PDF, EPUB and Kindle. Book excerpt: Filtering is the science of nding the law of a process given a partial observation of it. The main objects we study here are di usion processes. These are naturally associated with second-order linear di erential operators which are semi-elliptic and so introduce a possibly degenerate Riemannian structure on the state space. In fact, much of what we discuss is simply about two such operators intertwined by a smooth map, the \projection from the state space to the observations space", and does not involve any stochastic analysis. From the point of view of stochastic processes, our purpose is to present and to study the underlying geometric structure which allows us to perform the ltering in a Markovian framework with the resulting conditional law being that of a Markov process which is time inhomogeneous in general. This geometry is determined by the symbol of the operator on the state space which projects to a symbol on the observation space. The projectible symbol induces a (possibly non-linear and partially de ned) connection which lifts the observation process to the state space and gives a decomposition of the operator on the state space and of the noise. As is standard we can recover the classical ltering theory in which the observations are not usually Markovian by application of the Girsanov- Maruyama-Cameron-Martin Theorem. This structure we have is examined in relation to a number of geometrical topics.
Author : André C. M. Ran
Publisher : European Mathematical Society
ISBN 13 : 9783037190777
Total Pages : 496 pages
Book Rating : 4.1/5 (97 download)
Download or read book European Congress of Mathematics, Amsterdam, 14-18 July, 2008 written by André C. M. Ran and published by European Mathematical Society. This book was released on 2010 with total page 496 pages. Available in PDF, EPUB and Kindle. Book excerpt: The European Congress of Mathematics, held every four years, has established itself as a major international mathematical event. Following those in Paris (1992), Budapest (1996), Barcelona (2000), and Stockholm (2004), the Fifth European Congress of Mathematics (5ECM) took place in Amsterdam, The Netherlands, July 14-18, 2008, with about 1000 participants from 68 different countries. Ten plenary and thirty-three invited lectures were delivered. Three science lectures outlined applications of mathematics in other sciences: climate change, quantum information theory, and population dynamics. As in the four preceding EMS congresses, ten EMS prizes were granted to very promising young mathematicians. In addition, the Felix Klein Prize was awarded, for the second time, for an application of mathematics to a concrete and difficult industrial problem. There were twenty-two minisymposia, spread over the whole mathematical area. Two round table meetings were organized: one on industrial mathematics and one on mathematics and developing countries. As part of the 44th Nederlands Mathematisch Congres, which was embedded in 5ECM, the so-called Brouwer lecture was presented. It is the Netherlands' most prestigious award in mathematics, organized every three years by the Royal Dutch Mathematical Society. Information about Brouwer was given in an invited historical lecture during the congress. These proceedings contain a selection of the contributions to the congress, providing a permanent record of the best of what mathematics offers today.
Author : Galia Devora Dafni
Publisher : American Mathematical Soc.
ISBN 13 : 0821894188
Total Pages : 241 pages
Book Rating : 4.8/5 (218 download)
Download or read book Analysis and Geometry of Metric Measure Spaces written by Galia Devora Dafni and published by American Mathematical Soc.. This book was released on 2013 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains lecture notes from most of the courses presented at the 50th anniversary edition of the Seminaire de Mathematiques Superieure in Montreal. This 2011 summer school was devoted to the analysis and geometry of metric measure spaces, and featured much interplay between this subject and the emergent topic of optimal transportation.
Author :
Publisher : American Mathematical Soc.
ISBN 13 : 0821839462
Total Pages : 562 pages
Book Rating : 4.8/5 (218 download)
Download or read book The Ricci Flow: Techniques and Applications written by and published by American Mathematical Soc.. This book was released on 2007-04-11 with total page 562 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a presentation of topics in Hamilton's Ricci flow for graduate students and mathematicians interested in working in the subject. The authors have aimed at presenting technical material in a clear and detailed manner. In this volume, geometric aspects of the theory have been emphasized. The book presents the theory of Ricci solitons, Kahler-Ricci flow, compactness theorems, Perelman's entropy monotonicity and no local collapsing, Perelman's reduced distance function and applications to ancient solutions, and a primer of 3-manifold topology. Various technical aspects of Ricci flow have been explained in a clear and detailed manner. The authors have tried to make some advanced material accessible to graduate students and nonexperts. The book gives a rigorous introduction to Perelman's work and explains technical aspects of Ricci flow useful for singularity analysis. Throughout, there are appropriate references so that the reader may further pursue the statements and proofs of the various results.
Author : Bennett Chow
Publisher : American Mathematical Soc.
ISBN 13 : 0821844296
Total Pages : 489 pages
Book Rating : 4.8/5 (218 download)
Download or read book The Ricci Flow: Techniques and Applications written by Bennett Chow and published by American Mathematical Soc.. This book was released on 2007 with total page 489 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Ronen Eldan
Publisher : Springer Nature
ISBN 13 : 3031263006
Total Pages : 443 pages
Book Rating : 4.0/5 (312 download)
Download or read book Geometric Aspects of Functional Analysis written by Ronen Eldan and published by Springer Nature. This book was released on 2023-11-01 with total page 443 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book reflects general trends in the study of geometric aspects of functional analysis, understood in a broad sense. A classical theme in the local theory of Banach spaces is the study of probability measures in high dimension and the concentration of measure phenomenon. Here this phenomenon is approached from different angles, including through analysis on the Hamming cube, and via quantitative estimates in the Central Limit Theorem under thin-shell and related assumptions. Classical convexity theory plays a central role in this volume, as well as the study of geometric inequalities. These inequalities, which are somewhat in spirit of the Brunn-Minkowski inequality, in turn shed light on convexity and on the geometry of Euclidean space. Probability measures with convexity or curvature properties, such as log-concave distributions, occupy an equally central role and arise in the study of Gaussian measures and non-trivial properties of the heat flow in Euclidean spaces. Also discussed are interactions of this circle of ideas with linear programming and sampling algorithms, including the solution of a question in online learning algorithms using a classical convexity construction from the 19th century.
Author : Luigi Ambrosio
Publisher : Springer Nature
ISBN 13 : 3030721620
Total Pages : 250 pages
Book Rating : 4.0/5 (37 download)
Download or read book Lectures on Optimal Transport written by Luigi Ambrosio and published by Springer Nature. This book was released on 2021-07-22 with total page 250 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook is addressed to PhD or senior undergraduate students in mathematics, with interests in analysis, calculus of variations, probability and optimal transport. It originated from the teaching experience of the first author in the Scuola Normale Superiore, where a course on optimal transport and its applications has been given many times during the last 20 years. The topics and the tools were chosen at a sufficiently general and advanced level so that the student or scholar interested in a more specific theme would gain from the book the necessary background to explore it. After a large and detailed introduction to classical theory, more specific attention is devoted to applications to geometric and functional inequalities and to partial differential equations.
Author : Peter Tankov
Publisher : CRC Press
ISBN 13 : 1135437947
Total Pages : 552 pages
Book Rating : 4.1/5 (354 download)
Download or read book Financial Modelling with Jump Processes written by Peter Tankov and published by CRC Press. This book was released on 2003-12-30 with total page 552 pages. Available in PDF, EPUB and Kindle. Book excerpt: WINNER of a Riskbook.com Best of 2004 Book Award! During the last decade, financial models based on jump processes have acquired increasing popularity in risk management and option pricing. Much has been published on the subject, but the technical nature of most papers makes them difficult for nonspecialists to understand, and the mathematic
Author : Marius Junge
Publisher : American Mathematical Soc.
ISBN 13 : 1470425653
Total Pages : 102 pages
Book Rating : 4.4/5 (74 download)
Download or read book Hypercontractivity in Group von Neumann Algebras written by Marius Junge and published by American Mathematical Soc.. This book was released on 2017-09-25 with total page 102 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this paper, the authors provide a combinatorial/numerical method to establish new hypercontractivity estimates in group von Neumann algebras. They illustrate their method with free groups, triangular groups and finite cyclic groups, for which they obtain optimal time hypercontractive inequalities with respect to the Markov process given by the word length and with an even integer. Interpolation and differentiation also yield general hypercontrativity for via logarithmic Sobolev inequalities. The authors' method admits further applications to other discrete groups without small loops as far as the numerical part—which varies from one group to another—is implemented and tested on a computer. The authors also develop another combinatorial method which does not rely on computational estimates and provides (non-optimal) hypercontractive inequalities for a larger class of groups/lengths, including any finitely generated group equipped with a conditionally negative word length, like infinite Coxeter groups. The authors' second method also yields hypercontractivity bounds for groups admitting a finite dimensional proper cocycle. Hypercontractivity fails for conditionally negative lengths in groups satisfying Kazhdan's property (T).
