Gaussian Processes, Function Theory and the Inverse Spectral Problem PDF Download
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Author: Harry Dym
Publisher:
ISBN:
Category : Gaussian processes
Languages : en
Pages : 333
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Book Description
Author: Harry Dym
Publisher:
ISBN:
Category : Gaussian processes
Languages : en
Pages : 333
Get Book Here
Book Description
Author: Harry Dym
Publisher: Courier Corporation
ISBN: 048646279X
Category : Mathematics
Languages : en
Pages : 354
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Book Description
This text offers background in function theory, Hardy functions, and probability as preparation for surveys of Gaussian processes, strings and spectral functions, and strings and spaces of integral functions. It addresses the relationship between the past and the future of a real, one-dimensional, stationary Gaussian process. 1976 edition.
Author: Takeyuki Hida
Publisher: American Mathematical Soc.
ISBN: 9780821887639
Category : Mathematics
Languages : en
Pages : 208
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Book Description
Aimed at students and researchers in mathematics, communications engineering, and economics, this book describes the probabilistic structure of a Gaussian process in terms of its canonical representation (or its innovation process). Multiple Markov properties of a Gaussian process and equivalence problems of Gaussian processes are clearly presented. The authors' approach is unique, involving causality in time evolution and information-theoretic aspects. Because the book is self-contained and only requires background in the fundamentals of probability theory and measure theory, it would be suitable as a textbook at the senior undergraduate or graduate level.
Author: I︠U︡riĭ Vasilʹevich Prokhorov
Publisher: American Mathematical Soc.
ISBN: 9780821831328
Category : Mathematics
Languages : en
Pages : 338
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Book Description
This is a translation of the fifth and final volume in a special cycle of publications in commemoration of the 50th anniversary of the Steklov Mathematical Institute of the Academy of Sciences in the USSR. The purpose of the special cycle was to present surveys of work on certain important trends and problems pursued at the Institute. Because the choice of the form and character of the surveys were left up to the authors, the surveys do not necessarily form a comprehensive overview, but rather represent the authors' perspectives on the important developments.
Author: Christian Remling
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110562286
Category : Mathematics
Languages : en
Pages : 244
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Book Description
Canonical systems occupy a central position in the spectral theory of second order differential operators. They may be used to realize arbitrary spectral data, and the classical operators such as Schrödinger, Jacobi, Dirac, and Sturm-Liouville equations can be written in this form. ‘Spectral Theory of Canonical Systems’ offers a selfcontained and detailed introduction to this theory. Techniques to construct self-adjoint realizations in suitable Hilbert spaces, a modern treatment of de Branges spaces, and direct and inverse spectral problems are discussed. Contents Basic definitions Symmetric and self-adjoint relations Spectral representation Transfer matrices and de Branges spaces Inverse spectral theory Some applications The absolutely continuous spectrum
Author: Masaki Kashiwara
Publisher: Academic Press
ISBN: 1483267946
Category : Mathematics
Languages : en
Pages : 501
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Book Description
Algebraic Analysis: Papers Dedicated to Professor Mikio Sato on the Occasion of his 60th Birthday, Volume II is a collection of research papers on algebraic analysis and related topics in honor to Professor Mikio Sato's 60th birthday. This volume is divided into 29 chapters and starts with research works concerning the fundamentals of KP equations, strings, Schottky problem, and the applications of transformation theory for nonlinear integrable systems to linear prediction problems and isospectral deformations,. The subsequent chapters contain papers on the approach to nonlinear integrable systems, the Hodge numbers, the stochastic different equation for the multi-dimensional weakly stationary process, and a method of harmonic analysis on semisimple symmetric spaces. These topics are followed by studies on the quantization of extended vortices, moduli space for Fuchsian groups, microfunctions for boundary value problems, and the issues of multi-dimensional integrable systems. The remaining chapters explore the practical aspects of pseudodifferential operators in hyperfunction theory, the elliptic solitons, and Carlson's theorem for holomorphic functions. This book will prove useful to mathematicians and advance mathematics students.
Author: Cambanis
Publisher: Springer Science & Business Media
ISBN: 1468467786
Category : Mathematics
Languages : en
Pages : 329
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Book Description
The Workshop on Stable Processes and Related Topics took place at Cor nell University in January 9-13, 1990, under the sponsorship of the Mathemat ical Sciences Institute. It attracted an international roster of probabilists from Brazil, Japan, Korea, Poland, Germany, Holland and France as well as the U. S. This volume contains a sample of the papers presented at the Workshop. All the papers have been refereed. Gaussian processes have been studied extensively over the last fifty years and form the bedrock of stochastic modeling. Their importance stems from the Central Limit Theorem. They share a number of special properties which facilitates their analysis and makes them particularly suitable to statistical inference. The many properties they share, however, is also the seed of their limitations. What happens in the real world away from the ideal Gaussian model? The non-Gaussian world may contain random processes that are close to the Gaussian. What are appropriate classes of nearly Gaussian models and how typical or robust is the Gaussian model amongst them? Moving further away from normality, what are appropriate non-Gaussian models that are sufficiently different to encompass distinct behavior, yet sufficiently simple to be amenable to efficient statistical inference? The very Central Limit Theorem which provides the fundamental justifi cation for approximate normality, points to stable and other infinitely divisible models. Some of these may be close to and others very different from Gaussian models.
Author: Albert Badrikian
Publisher: World Scientific
ISBN: 9814552011
Category :
Languages : en
Pages : 274
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Book Description
These proceedings contain both general expository papers and research announcements in several active areas of probability and statistics. A large range of topics is covered from theory (Sobolev inequalities and heat semigroup, Brownian motions, white noise analysis, geometrical structure of statistical experiments) to applications (simulated annealing, ARMA models).
Author: V. P. Havin
Publisher: Springer
ISBN: 3540387587
Category : Mathematics
Languages : en
Pages : 738
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Book Description
Author: Percy Deift
Publisher: American Mathematical Soc.
ISBN: 0821826956
Category : Mathematics
Languages : en
Pages : 273
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Book Description
This volume expands on a set of lectures held at the Courant Institute on Riemann-Hilbert problems, orthogonal polynomials, and random matrix theory. The goal of the course was to prove universality for a variety of statistical quantities arising in the theory of random matrix models. The central question was the following: Why do very general ensembles of random n times n matrices exhibit universal behavior as n > infinity? The main ingredient in the proof is the steepest descent method for oscillatory Riemann-Hilbert problems. Titles in this series are copublished with the Courant Institute of Mathematical Sciences at New York University.
