Author: John Kalivas
Publisher: CRC Press
ISBN: 9780824791551
Category : Science
Languages : en
Pages : 352
Book Description
This work provides an integrated treatment of multivariate approximation methods used in quantitative spectral analysis, focusing on the multicollinearity problem of spectral measurements. It shows how to assess the degree of multicollinearity in a set of spectra and introduces techniques that yield accurate approximations even in the presence of poor spectral orthogonality.
Mathematical Analysis of Spectral Orthogonality
Author: John Kalivas
Publisher: CRC Press
ISBN: 9780824791551
Category : Science
Languages : en
Pages : 352
Book Description
This work provides an integrated treatment of multivariate approximation methods used in quantitative spectral analysis, focusing on the multicollinearity problem of spectral measurements. It shows how to assess the degree of multicollinearity in a set of spectra and introduces techniques that yield accurate approximations even in the presence of poor spectral orthogonality.
Publisher: CRC Press
ISBN: 9780824791551
Category : Science
Languages : en
Pages : 352
Book Description
This work provides an integrated treatment of multivariate approximation methods used in quantitative spectral analysis, focusing on the multicollinearity problem of spectral measurements. It shows how to assess the degree of multicollinearity in a set of spectra and introduces techniques that yield accurate approximations even in the presence of poor spectral orthogonality.
Orthogonal Polynomials in the Spectral Analysis of Markov Processes
Author: Manuel Domínguez de la Iglesia
Publisher: Cambridge University Press
ISBN: 1009035207
Category : Mathematics
Languages : en
Pages : 348
Book Description
In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about applications of their work to probability.
Publisher: Cambridge University Press
ISBN: 1009035207
Category : Mathematics
Languages : en
Pages : 348
Book Description
In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about applications of their work to probability.
Numerical Analysis of Spectral Methods
Author: David Gottlieb
Publisher: SIAM
ISBN: 0898710235
Category : Technology & Engineering
Languages : en
Pages : 167
Book Description
A unified discussion of the formulation and analysis of special methods of mixed initial boundary-value problems. The focus is on the development of a new mathematical theory that explains why and how well spectral methods work. Included are interesting extensions of the classical numerical analysis.
Publisher: SIAM
ISBN: 0898710235
Category : Technology & Engineering
Languages : en
Pages : 167
Book Description
A unified discussion of the formulation and analysis of special methods of mixed initial boundary-value problems. The focus is on the development of a new mathematical theory that explains why and how well spectral methods work. Included are interesting extensions of the classical numerical analysis.
Szegő's Theorem and Its Descendants
Author: Barry Simon
Publisher: Princeton University Press
ISBN: 1400837057
Category : Mathematics
Languages : en
Pages : 663
Book Description
This book presents a comprehensive overview of the sum rule approach to spectral analysis of orthogonal polynomials, which derives from Gábor Szego's classic 1915 theorem and its 1920 extension. Barry Simon emphasizes necessary and sufficient conditions, and provides mathematical background that until now has been available only in journals. Topics include background from the theory of meromorphic functions on hyperelliptic surfaces and the study of covering maps of the Riemann sphere with a finite number of slits removed. This allows for the first book-length treatment of orthogonal polynomials for measures supported on a finite number of intervals on the real line. In addition to the Szego and Killip-Simon theorems for orthogonal polynomials on the unit circle (OPUC) and orthogonal polynomials on the real line (OPRL), Simon covers Toda lattices, the moment problem, and Jacobi operators on the Bethe lattice. Recent work on applications of universality of the CD kernel to obtain detailed asymptotics on the fine structure of the zeros is also included. The book places special emphasis on OPRL, which makes it the essential companion volume to the author's earlier books on OPUC.
Publisher: Princeton University Press
ISBN: 1400837057
Category : Mathematics
Languages : en
Pages : 663
Book Description
This book presents a comprehensive overview of the sum rule approach to spectral analysis of orthogonal polynomials, which derives from Gábor Szego's classic 1915 theorem and its 1920 extension. Barry Simon emphasizes necessary and sufficient conditions, and provides mathematical background that until now has been available only in journals. Topics include background from the theory of meromorphic functions on hyperelliptic surfaces and the study of covering maps of the Riemann sphere with a finite number of slits removed. This allows for the first book-length treatment of orthogonal polynomials for measures supported on a finite number of intervals on the real line. In addition to the Szego and Killip-Simon theorems for orthogonal polynomials on the unit circle (OPUC) and orthogonal polynomials on the real line (OPRL), Simon covers Toda lattices, the moment problem, and Jacobi operators on the Bethe lattice. Recent work on applications of universality of the CD kernel to obtain detailed asymptotics on the fine structure of the zeros is also included. The book places special emphasis on OPRL, which makes it the essential companion volume to the author's earlier books on OPUC.
Orthogonal Polynomials on the Unit Circle
Author: Barry Simon
Publisher: American Mathematical Soc.
ISBN: 0821848631
Category : Mathematics
Languages : en
Pages : 498
Book Description
This two-part book is a comprehensive overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. A major theme involves the connections between the Verblunsky coefficients (the coefficients of the recurrence equation for the orthogonal polynomials) and the measures, an analog of the spectral theory of one-dimensional Schrodinger operators. Among the topics discussed along the way are the asymptotics of Toeplitz determinants (Szego's theorems), limit theorems for the density of the zeros of orthogonal polynomials, matrix representations for multiplication by $z$ (CMV matrices), periodic Verblunsky coefficients from the point of view of meromorphic functions on hyperelliptic surfaces, and connections between the theories of orthogonal polynomials on the unit circle and on the real line.
Publisher: American Mathematical Soc.
ISBN: 0821848631
Category : Mathematics
Languages : en
Pages : 498
Book Description
This two-part book is a comprehensive overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. A major theme involves the connections between the Verblunsky coefficients (the coefficients of the recurrence equation for the orthogonal polynomials) and the measures, an analog of the spectral theory of one-dimensional Schrodinger operators. Among the topics discussed along the way are the asymptotics of Toeplitz determinants (Szego's theorems), limit theorems for the density of the zeros of orthogonal polynomials, matrix representations for multiplication by $z$ (CMV matrices), periodic Verblunsky coefficients from the point of view of meromorphic functions on hyperelliptic surfaces, and connections between the theories of orthogonal polynomials on the unit circle and on the real line.
Spectral Methods
Author: Jie Shen
Publisher: Springer Science & Business Media
ISBN: 3540710418
Category : Mathematics
Languages : en
Pages : 481
Book Description
Along with finite differences and finite elements, spectral methods are one of the three main methodologies for solving partial differential equations on computers. This book provides a detailed presentation of basic spectral algorithms, as well as a systematical presentation of basic convergence theory and error analysis for spectral methods. Readers of this book will be exposed to a unified framework for designing and analyzing spectral algorithms for a variety of problems, including in particular high-order differential equations and problems in unbounded domains. The book contains a large number of figures which are designed to illustrate various concepts stressed in the book. A set of basic matlab codes has been made available online to help the readers to develop their own spectral codes for their specific applications.
Publisher: Springer Science & Business Media
ISBN: 3540710418
Category : Mathematics
Languages : en
Pages : 481
Book Description
Along with finite differences and finite elements, spectral methods are one of the three main methodologies for solving partial differential equations on computers. This book provides a detailed presentation of basic spectral algorithms, as well as a systematical presentation of basic convergence theory and error analysis for spectral methods. Readers of this book will be exposed to a unified framework for designing and analyzing spectral algorithms for a variety of problems, including in particular high-order differential equations and problems in unbounded domains. The book contains a large number of figures which are designed to illustrate various concepts stressed in the book. A set of basic matlab codes has been made available online to help the readers to develop their own spectral codes for their specific applications.
Functional Analysis
Author: V.S. Sunder
Publisher: Springer Science & Business Media
ISBN: 9783764358921
Category : Mathematics
Languages : en
Pages : 260
Book Description
In an elegant and concise fashion, this book presents the concepts of functional analysis required by students of mathematics and physics. It begins with the basics of normed linear spaces and quickly proceeds to concentrate on Hilbert spaces, specifically the spectral theorem for bounded as well as unbounded operators in separable Hilbert spaces. While the first two chapters are devoted to basic propositions concerning normed vector spaces and Hilbert spaces, the third chapter treats advanced topics which are perhaps not standard in a first course on functional analysis. It begins with the Gelfand theory of commutative Banach algebras, and proceeds to the Gelfand-Naimark theorem on commutative C*-algebras. A discussion of representations of C*-algebras follows, and the final section of this chapter is devoted to the Hahn-Hellinger classification of separable representations of commutative C*-algebras. After this detour into operator algebras, the fourth chapter reverts to more standard operator theory in Hilbert space, dwelling on topics such as the spectral theorem for normal operators, the polar decomposition theorem, and the Fredholm theory for compact operators. A brief introduction to the theory of unbounded operators on Hilbert space is given in the fifth and final chapter. There is a voluminous appendix whose purpose is to fill in possible gaps in the reader's background in various areas such as linear algebra, topology, set theory and measure theory. The book is interspersed with many exercises, and hints are provided for the solutions to the more challenging of these.
Publisher: Springer Science & Business Media
ISBN: 9783764358921
Category : Mathematics
Languages : en
Pages : 260
Book Description
In an elegant and concise fashion, this book presents the concepts of functional analysis required by students of mathematics and physics. It begins with the basics of normed linear spaces and quickly proceeds to concentrate on Hilbert spaces, specifically the spectral theorem for bounded as well as unbounded operators in separable Hilbert spaces. While the first two chapters are devoted to basic propositions concerning normed vector spaces and Hilbert spaces, the third chapter treats advanced topics which are perhaps not standard in a first course on functional analysis. It begins with the Gelfand theory of commutative Banach algebras, and proceeds to the Gelfand-Naimark theorem on commutative C*-algebras. A discussion of representations of C*-algebras follows, and the final section of this chapter is devoted to the Hahn-Hellinger classification of separable representations of commutative C*-algebras. After this detour into operator algebras, the fourth chapter reverts to more standard operator theory in Hilbert space, dwelling on topics such as the spectral theorem for normal operators, the polar decomposition theorem, and the Fredholm theory for compact operators. A brief introduction to the theory of unbounded operators on Hilbert space is given in the fifth and final chapter. There is a voluminous appendix whose purpose is to fill in possible gaps in the reader's background in various areas such as linear algebra, topology, set theory and measure theory. The book is interspersed with many exercises, and hints are provided for the solutions to the more challenging of these.
Spectral Algorithms
Author: Ravindran Kannan
Publisher: Now Publishers Inc
ISBN: 1601982747
Category : Computers
Languages : en
Pages : 153
Book Description
Spectral methods refer to the use of eigenvalues, eigenvectors, singular values and singular vectors. They are widely used in Engineering, Applied Mathematics and Statistics. More recently, spectral methods have found numerous applications in Computer Science to "discrete" as well as "continuous" problems. Spectral Algorithms describes modern applications of spectral methods, and novel algorithms for estimating spectral parameters. The first part of the book presents applications of spectral methods to problems from a variety of topics including combinatorial optimization, learning and clustering. The second part of the book is motivated by efficiency considerations. A feature of many modern applications is the massive amount of input data. While sophisticated algorithms for matrix computations have been developed over a century, a more recent development is algorithms based on "sampling on the fly" from massive matrices. Good estimates of singular values and low rank approximations of the whole matrix can be provably derived from a sample. The main emphasis in the second part of the book is to present these sampling methods with rigorous error bounds. It also presents recent extensions of spectral methods from matrices to tensors and their applications to some combinatorial optimization problems.
Publisher: Now Publishers Inc
ISBN: 1601982747
Category : Computers
Languages : en
Pages : 153
Book Description
Spectral methods refer to the use of eigenvalues, eigenvectors, singular values and singular vectors. They are widely used in Engineering, Applied Mathematics and Statistics. More recently, spectral methods have found numerous applications in Computer Science to "discrete" as well as "continuous" problems. Spectral Algorithms describes modern applications of spectral methods, and novel algorithms for estimating spectral parameters. The first part of the book presents applications of spectral methods to problems from a variety of topics including combinatorial optimization, learning and clustering. The second part of the book is motivated by efficiency considerations. A feature of many modern applications is the massive amount of input data. While sophisticated algorithms for matrix computations have been developed over a century, a more recent development is algorithms based on "sampling on the fly" from massive matrices. Good estimates of singular values and low rank approximations of the whole matrix can be provably derived from a sample. The main emphasis in the second part of the book is to present these sampling methods with rigorous error bounds. It also presents recent extensions of spectral methods from matrices to tensors and their applications to some combinatorial optimization problems.
Orthogonal Polynomials on the Unit Circle: Spectral theory
Author: Barry Simon
Publisher: American Mathematical Soc.
ISBN: 9780821836750
Category : Mathematics
Languages : en
Pages : 608
Book Description
Presents an overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. This book discusses topics such as asymptotics of Toeplitz determinants (Szego's theorems), and limit theorems for the density of the zeros of orthogonal polynomials.
Publisher: American Mathematical Soc.
ISBN: 9780821836750
Category : Mathematics
Languages : en
Pages : 608
Book Description
Presents an overview of the theory of probability measures on the unit circle, viewed especially in terms of the orthogonal polynomials defined by those measures. This book discusses topics such as asymptotics of Toeplitz determinants (Szego's theorems), and limit theorems for the density of the zeros of orthogonal polynomials.
Comprehensive Chemometrics
Author:
Publisher: Elsevier
ISBN: 044452701X
Category : Science
Languages : en
Pages : 2880
Book Description
Designed to serve as the first point of reference on the subject, Comprehensive Chemometrics presents an integrated summary of the present state of chemical and biochemical data analysis and manipulation. The work covers all major areas ranging from statistics to data acquisition, analysis, and applications. This major reference work provides broad-ranging, validated summaries of the major topics in chemometrics—with chapter introductions and advanced reviews for each area. The level of material is appropriate for graduate students as well as active researchers seeking a ready reference on obtaining and analyzing scientific data. Features the contributions of leading experts from 21 countries, under the guidance of the Editors-in-Chief and a team of specialist Section Editors: L. Buydens; D. Coomans; P. Van Espen; A. De Juan; J.H. Kalivas; B.K. Lavine; R. Leardi; R. Phan-Tan-Luu; L.A. Sarabia; and J. Trygg Examines the merits and limitations of each technique through practical examples and extensive visuals: 368 tables and more than 1,300 illustrations (750 in full color) Integrates coverage of chemical and biological methods, allowing readers to consider and test a range of techniques Consists of 2,200 pages and more than 90 review articles, making it the most comprehensive work of its kind Offers print and online purchase options, the latter of which delivers flexibility, accessibility, and usability through the search tools and other productivity-enhancing features of ScienceDirect
Publisher: Elsevier
ISBN: 044452701X
Category : Science
Languages : en
Pages : 2880
Book Description
Designed to serve as the first point of reference on the subject, Comprehensive Chemometrics presents an integrated summary of the present state of chemical and biochemical data analysis and manipulation. The work covers all major areas ranging from statistics to data acquisition, analysis, and applications. This major reference work provides broad-ranging, validated summaries of the major topics in chemometrics—with chapter introductions and advanced reviews for each area. The level of material is appropriate for graduate students as well as active researchers seeking a ready reference on obtaining and analyzing scientific data. Features the contributions of leading experts from 21 countries, under the guidance of the Editors-in-Chief and a team of specialist Section Editors: L. Buydens; D. Coomans; P. Van Espen; A. De Juan; J.H. Kalivas; B.K. Lavine; R. Leardi; R. Phan-Tan-Luu; L.A. Sarabia; and J. Trygg Examines the merits and limitations of each technique through practical examples and extensive visuals: 368 tables and more than 1,300 illustrations (750 in full color) Integrates coverage of chemical and biological methods, allowing readers to consider and test a range of techniques Consists of 2,200 pages and more than 90 review articles, making it the most comprehensive work of its kind Offers print and online purchase options, the latter of which delivers flexibility, accessibility, and usability through the search tools and other productivity-enhancing features of ScienceDirect