Functional Analysis for Probability and Stochastic Processes
Title | Functional Analysis for Probability and Stochastic Processes PDF eBook |
Author | Adam Bobrowski |
Publisher | Cambridge University Press |
Pages | 416 |
Release | 2005-08-11 |
Genre | Mathematics |
ISBN | 9780521831666 |
This text presents selected areas of functional analysis that can facilitate an understanding of ideas in probability and stochastic processes. Topics covered include basic Hilbert and Banach spaces, weak topologies and Banach algebras, and the theory ofsemigroups of bounded linear operators.
Functional Analysis for Probability and Stochastic Processes
Title | Functional Analysis for Probability and Stochastic Processes PDF eBook |
Author | Adam Bobrowski |
Publisher | Cambridge University Press |
Pages | 407 |
Release | 2005-08-11 |
Genre | Mathematics |
ISBN | 1139443887 |
This text is designed both for students of probability and stochastic processes, and for students of functional analysis. For the reader not familiar with functional analysis a detailed introduction to necessary notions and facts is provided. However, this is not a straight textbook in functional analysis; rather, it presents some chosen parts of functional analysis that can help understand ideas from probability and stochastic processes. The subjects range from basic Hilbert and Banach spaces, through weak topologies and Banach algebras, to the theory of semigroups of bounded linear operators. Numerous standard and non-standard examples and exercises make the book suitable as a course textbook or for self-study.
Stochastic Processes and Functional Analysis
Title | Stochastic Processes and Functional Analysis PDF eBook |
Author | Alan C. Krinik |
Publisher | CRC Press |
Pages | 526 |
Release | 2004-03-23 |
Genre | Mathematics |
ISBN | 9780203913574 |
This extraordinary compilation is an expansion of the recent American Mathematical Society Special Session celebrating M. M. Rao's distinguished career and includes most of the presented papers as well as ancillary contributions from session invitees. This book shows the effectiveness of abstract analysis for solving fundamental problems of stochas
Stochastic Processes and Functional Analysis
Title | Stochastic Processes and Functional Analysis PDF eBook |
Author | Jerome Goldstein |
Publisher | CRC Press |
Pages | 300 |
Release | 2020-09-23 |
Genre | Mathematics |
ISBN | 1000148637 |
"Covers the areas of modern analysis and probability theory. Presents a collection of papers given at the Festschrift held in honor of the 65 birthday of M. M. Rao, whose prolific published research includes the well-received Marcel Dekker, Inc. books Theory of Orlicz Spaces and Conditional Measures and Applications. Features previously unpublished research articles by a host of internationally recognized scholars."
概率论与随机过程中的泛涵分析
Title | 概率论与随机过程中的泛涵分析 PDF eBook |
Author | Adam Bobrowski |
Publisher | |
Pages | 393 |
Release | 2005 |
Genre | Functional analysis |
ISBN | 9787040236064 |
本书是作者在Rice大学和Houston大学给研究生授课的讲义基础上写成的。本书在介绍了泛函分析的基本概念(如Banach空间)后,用Hilbert空间泛函的F.Riesz表示定理建立Radon-Nikodym定理,从而引进条件期望的概念。
Probability Theory and Stochastic Processes with Applications (Second Edition)
Title | Probability Theory and Stochastic Processes with Applications (Second Edition) PDF eBook |
Author | Oliver Knill |
Publisher | World Scientific Publishing Company |
Pages | 500 |
Release | 2017-01-31 |
Genre | Mathematics |
ISBN | 9789813109490 |
This second edition has a unique approach that provides a broad and wide introduction into the fascinating area of probability theory. It starts on a fast track with the treatment of probability theory and stochastic processes by providing short proofs. The last chapter is unique as it features a wide range of applications in other fields like Vlasov dynamics of fluids, statistics of circular data, singular continuous random variables, Diophantine equations, percolation theory, random Schrödinger operators, spectral graph theory, integral geometry, computer vision, and processes with high risk.Many of these areas are under active investigation and this volume is highly suited for ambitious undergraduate students, graduate students and researchers.
Functional Analysis for Probability and Stochastic Processes ICM Edition
Title | Functional Analysis for Probability and Stochastic Processes ICM Edition PDF eBook |
Author | Bobrowski |
Publisher | |
Pages | |
Release | 2010-07-23 |
Genre | |
ISBN | 9780521169912 |