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Author: Adam Bobrowski
Publisher: Cambridge University Press
ISBN: 9780521831666
Category : Mathematics
Languages : en
Pages : 416
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Book Description
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.
Author: Adam Bobrowski
Publisher: Cambridge University Press
ISBN: 9780521831666
Category : Mathematics
Languages : en
Pages : 416
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Book Description
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.
Author: Adam Bobrowski
Publisher: Cambridge University Press
ISBN: 1139443887
Category : Mathematics
Languages : en
Pages : 407
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Book Description
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.
Author: Alan C. Krinik
Publisher: CRC Press
ISBN: 9780203913574
Category : Mathematics
Languages : en
Pages : 526
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Book Description
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
Author: Jerome Goldstein
Publisher: CRC Press
ISBN: 1000148637
Category : Mathematics
Languages : en
Pages : 300
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Book Description
"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."
Author: Adam Bobrowski
Publisher:
ISBN: 9787040236064
Category : Functional analysis
Languages : en
Pages : 393
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Book Description
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。
Author: Bobrowski
Publisher:
ISBN: 9780521169912
Category :
Languages : en
Pages :
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Book Description
Author: Oliver Knill
Publisher: World Scientific Publishing Company
ISBN: 9789813109490
Category : Mathematics
Languages : en
Pages : 500
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Book Description
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.
Author: Roy D. Yates
Publisher: John Wiley & Sons
ISBN: 1118324560
Category : Mathematics
Languages : en
Pages : 514
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Book Description
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 seven 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.
Author: Michel Ledoux
Publisher: Springer Science & Business Media
ISBN: 3642202128
Category : Mathematics
Languages : en
Pages : 493
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Book Description
Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed.
Author: Peter Olofsson
Publisher: John Wiley & Sons
ISBN: 0470889748
Category : Mathematics
Languages : en
Pages : 573
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Book Description
Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.
