Functional Analysis for Probability and Stochastic Processes

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

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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

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

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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

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

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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

An Introduction to Probability and Stochastic Processes

An Introduction to Probability and Stochastic Processes
Title An Introduction to Probability and Stochastic Processes PDF eBook
Author James L. Melsa
Publisher Courier Corporation
Pages 420
Release 2013-01-01
Genre Mathematics
ISBN 0486490998

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Detailed coverage of probability theory, random variables and their functions, stochastic processes, linear system response to stochastic processes, Gaussian and Markov processes, and stochastic differential equations. 1973 edition.

Probability Theory and Stochastic Processes with Applications (Second Edition)

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

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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.

Real Analysis and Probability

Real Analysis and Probability
Title Real Analysis and Probability PDF eBook
Author R. M. Dudley
Publisher Cambridge University Press
Pages 570
Release 2002-10-14
Genre Mathematics
ISBN 9780521007542

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This classic text offers a clear exposition of modern probability theory.

Probability and Stochastic Processes

Probability and Stochastic Processes
Title Probability and Stochastic Processes PDF eBook
Author Roy D. Yates
Publisher John Wiley & Sons
Pages 514
Release 2014-01-28
Genre Mathematics
ISBN 1118324560

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This text introduces engineering students to probability theory and stochastic processes. Along with thorough mathematical development of the subject, the book presents intuitive explanations of key points in order to give students the insights they need to apply math to practical engineering problems. The first five chapters contain the core material that is essential to any introductory course. In one-semester undergraduate courses, instructors can select material from the remaining chapters to meet their individual goals. Graduate courses can cover all chapters in one semester.