Classical Potential Theory and Its Probabilistic Counterpart PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Classical Potential Theory and Its Probabilistic Counterpart PDF full book. Access full book title Classical Potential Theory and Its Probabilistic Counterpart by Joseph L. Doob. Download full books in PDF and EPUB format.
Author: Joseph L. Doob
Publisher: Springer Science & Business Media
ISBN: 3642565735
Category : Mathematics
Languages : en
Pages : 866
Get Book
Book Description
From the reviews: "Here is a momumental work by Doob, one of the masters, in which Part 1 develops the potential theory associated with Laplace's equation and the heat equation, and Part 2 develops those parts (martingales and Brownian motion) of stochastic process theory which are closely related to Part 1". --G.E.H. Reuter in Short Book Reviews (1985)
Author: Joseph L. Doob
Publisher: Springer Science & Business Media
ISBN: 3642565735
Category : Mathematics
Languages : en
Pages : 866
Get Book
Book Description
From the reviews: "Here is a momumental work by Doob, one of the masters, in which Part 1 develops the potential theory associated with Laplace's equation and the heat equation, and Part 2 develops those parts (martingales and Brownian motion) of stochastic process theory which are closely related to Part 1". --G.E.H. Reuter in Short Book Reviews (1985)
Author: J. L. Doob
Publisher: Springer
ISBN: 9781461252092
Category : Mathematics
Languages : en
Pages : 847
Get Book
Book Description
Potential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov process can be used to define the Green function of a potential theory. Thus it is possible to define and develop many potential theoretic concepts probabilistically, a procedure potential theorists observe withjaun diced eyes in view of the fact that now as in the past their subject provides the motivation for much of Markov process theory. However that may be it is clear that certain concepts in potential theory correspond closely to concepts in probability theory, specifically to concepts in martingale theory. For example, superharmonic functions correspond to supermartingales. More specifically: the Fatou type boundary limit theorems in potential theory correspond to supermartingale convergence theorems; the limit properties of monotone sequences of superharmonic functions correspond surprisingly closely to limit properties of monotone sequences of super martingales; certain positive superharmonic functions [supermartingales] are called "potentials," have associated measures in their respective theories and are subject to domination principles (inequalities) involving the supports of those measures; in each theory there is a reduction operation whose properties are the same in the two theories and these reductions induce sweeping (balayage) of the measures associated with potentials, and so on.
Author: J. L. Doob
Publisher: Springer Science & Business Media
ISBN: 1461252083
Category : Mathematics
Languages : en
Pages : 865
Get Book
Book Description
Potential theory and certain aspects of probability theory are intimately related, perhaps most obviously in that the transition function determining a Markov process can be used to define the Green function of a potential theory. Thus it is possible to define and develop many potential theoretic concepts probabilistically, a procedure potential theorists observe withjaun diced eyes in view of the fact that now as in the past their subject provides the motivation for much of Markov process theory. However that may be it is clear that certain concepts in potential theory correspond closely to concepts in probability theory, specifically to concepts in martingale theory. For example, superharmonic functions correspond to supermartingales. More specifically: the Fatou type boundary limit theorems in potential theory correspond to supermartingale convergence theorems; the limit properties of monotone sequences of superharmonic functions correspond surprisingly closely to limit properties of monotone sequences of super martingales; certain positive superharmonic functions [supermartingales] are called "potentials," have associated measures in their respective theories and are subject to domination principles (inequalities) involving the supports of those measures; in each theory there is a reduction operation whose properties are the same in the two theories and these reductions induce sweeping (balayage) of the measures associated with potentials, and so on.
Author: Sidney Port
Publisher: Elsevier
ISBN: 0323159087
Category : Mathematics
Languages : en
Pages : 251
Get Book
Book Description
Brownian Motion and Classical Potential Theory is a six-chapter text that discusses the connection between Brownian motion and classical potential theory. The first three chapters of this book highlight the developing properties of Brownian motion with results from potential theory. The subsequent chapters are devoted to the harmonic and superharmonic functions, as well as the Dirichlet problem. These topics are followed by a discussion on the transient potential theory of Green potentials, with an emphasis on the Newtonian potentials, as well as the recurrent potential theory of logarithmic potentials. The last chapters deal with the application of Brownian motion to obtain the main theorems of classical potential theory. This book will be of value to physicists, chemists, and biologists.
Author: David H. Armitage
Publisher: Springer Science & Business Media
ISBN: 1447102339
Category : Mathematics
Languages : en
Pages : 343
Get Book
Book Description
A long-awaited, updated introductory text by the world leaders in potential theory. This essential reference work covers all aspects of this major field of mathematical research, from basic theory and exercises to more advanced topological ideas. The largely self-contained presentation makes it basically accessible to graduate students.
Author: Daniel W. Stroock
Publisher: Cambridge University Press
ISBN: 9780521663496
Category : Mathematics
Languages : en
Pages : 558
Get Book
Book Description
This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of introductory, undergraduate probability and is a reasonably sophisticated introduction to modern analysis for those who want to learn what these two topics have to say about each other. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. The introduction of conditional expectation values is postponed until the second part of the book where it is applied to the study of martingales. This section also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory.
Author: Jürgen Bliedtner
Publisher: Springer Science & Business Media
ISBN: 3642711316
Category : Mathematics
Languages : en
Pages : 448
Get Book
Book Description
During the last thirty years potential theory has undergone a rapid development, much of which can still only be found in the original papers. This book deals with one part of this development, and has two aims. The first is to give a comprehensive account of the close connection between analytic and probabilistic potential theory with the notion of a balayage space appearing as a natural link. The second aim is to demonstrate the fundamental importance of this concept by using it to give a straight presentation of balayage theory which in turn is then applied to the Dirichlet problem. We have considered it to be beyond the scope of this book to treat further topics such as duality, ideal boundary and integral representation, energy and Dirichlet forms. The subject matter of this book originates in the relation between classical potential theory and the theory of Brownian motion. Both theories are linked with the Laplace operator. However, the deep connection between these two theories was first revealed in the papers of S. KAKUTANI [1], [2], [3], M. KAC [1] and J. L. DO DB [2] during the period 1944-54: This can be expressed by the·fact that the harmonic measures which occur in the solution of the Dirichlet problem are hitting distri butions for Brownian motion or, equivalently, that the positive hyperharmonic func tions for the Laplace equation are the excessive functions of the Brownian semi group.
Author: K. GowriSankaran
Publisher: Springer Science & Business Media
ISBN: 9401111383
Category : Mathematics
Languages : en
Pages : 467
Get Book
Book Description
Proceedings of the NATO Advanced Research Workshop, Château de Bonas, France, July 25--31, 1993
Author: Lucian Beznea
Publisher: Springer Science & Business Media
ISBN: 1402024975
Category : Mathematics
Languages : en
Pages : 372
Get Book
Book Description
Further results are related to the subordination operators and measure perturbations. The subject matter is supplied with a probabilistic counterpart, involving the homogeneous random measures, multiplicative, left and co-natural additive functionals."--Jacket.
Author: Hiroaki Aikawa
Publisher: Springer
ISBN: 3540699910
Category : Mathematics
Languages : en
Pages : 208
Get Book
Book Description
The first part of these lecture notes is an introduction to potential theory to prepare the reader for later parts, which can be used as the basis for a series of advanced lectures/seminars on potential theory/harmonic analysis. Topics covered in the book include minimal thinness, quasiadditivity of capacity, applications of singular integrals to potential theory, L(p)-capacity theory, fine limits of the Nagel-Stein boundary limit theorem and integrability of superharmonic functions. The notes are written for an audience familiar with the theory of integration, distributions and basic functional analysis.
