Xé -radial Processes and Random Fourier Series

Xé -radial Processes and Random Fourier Series PDF Author: Michael B. Marcus
Publisher:
ISBN: 9781470407841
Category : Fourier analysis
Languages : en
Pages : 181

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Book Description

Xé -radial Processes and Random Fourier Series

Xé -radial Processes and Random Fourier Series PDF Author: Michael B. Marcus
Publisher:
ISBN: 9781470407841
Category : Fourier analysis
Languages : en
Pages : 181

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Book Description


$\xi $-Radial Processes and Random Fourier Series

$\xi $-Radial Processes and Random Fourier Series PDF Author: Michael B. Marcus
Publisher: American Mathematical Soc.
ISBN: 0821824325
Category : Mathematics
Languages : en
Pages : 193

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Book Description
A -radial process is a stochastic process whose finite joint distributions are defined in terms of a symmetric real valued infinitely divisible random variable . This monograph is a study of the sample path continuity of a certain class of stationary stochastic processes.

X Overbarred E -radial Processes and Random Fourier Series

X Overbarred E -radial Processes and Random Fourier Series PDF Author: Michael B. Marcus
Publisher:
ISBN:
Category : Fourier analysis
Languages : en
Pages : 181

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Book Description


Radial Processes and Random Fourier Series

Radial Processes and Random Fourier Series PDF Author: Michael B. Marcus
Publisher:
ISBN:
Category :
Languages : en
Pages : 181

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Book Description


Upper and Lower Bounds for Stochastic Processes

Upper and Lower Bounds for Stochastic Processes PDF Author: Michel Talagrand
Publisher: Springer Science & Business Media
ISBN: 3642540759
Category : Mathematics
Languages : en
Pages : 630

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Book Description
The book develops modern methods and in particular the "generic chaining" to bound stochastic processes. This methods allows in particular to get optimal bounds for Gaussian and Bernoulli processes. Applications are given to stable processes, infinitely divisible processes, matching theorems, the convergence of random Fourier series, of orthogonal series, and to functional analysis. The complete solution of a number of classical problems is given in complete detail, and an ambitious program for future research is laid out.

An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes

An Introduction to Continuity, Extrema, and Related Topics for General Gaussian Processes PDF Author: Robert J. Adler
Publisher: IMS
ISBN: 9780940600171
Category : Mathematics
Languages : en
Pages : 198

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Book Description


Stable Processes and Related Topics

Stable Processes and Related Topics PDF 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.

Probability in Banach Spaces

Probability in Banach Spaces PDF 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.

Random Fourier Series with Applications to Harmonic Analysis

Random Fourier Series with Applications to Harmonic Analysis PDF Author: Michael B. Marcus
Publisher: Princeton University Press
ISBN: 9780691082929
Category : Mathematics
Languages : en
Pages : 164

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Book Description
The changes to U.S. immigration law that were instituted in 1965 have led to an influx of West African immigrants to New York, creating an enclave Harlem residents now call ''Little Africa.'' These immigrants are immediately recognizable as African in their wide-sleeved robes and tasseled hats, but most native-born members of the community are unaware of the crucial role Islam plays in immigrants' lives. Zain Abdullah takes us inside the lives of these new immigrants and shows how they deal with being a double minority in a country where both blacks and Muslims are stigmatized. Dealing with this dual identity, Abdullah discovers, is extraordinarily complex. Some longtime residents embrace these immigrants and see their arrival as an opportunity to reclaim their African heritage, while others see the immigrants as scornful invaders. In turn, African immigrants often take a particularly harsh view of their new neighbors, buying into the worst stereotypes about American-born blacks being lazy and incorrigible. And while there has long been a large Muslim presence in Harlem, and residents often see Islam as a force for social good, African-born Muslims see their Islamic identity disregarded by most of their neighbors. Abdullah weaves together the stories of these African Muslims to paint a fascinating portrait of a community's efforts to carve out space for itself in a new country. -- Book jacket.

The Generic Chaining

The Generic Chaining PDF Author: Michel Talagrand
Publisher: Springer Science & Business Media
ISBN: 3540274995
Category : Mathematics
Languages : en
Pages : 227

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Book Description
The fundamental question of characterizing continuity and boundedness of Gaussian processes goes back to Kolmogorov. After contributions by R. Dudley and X. Fernique, it was solved by the author. This book provides an overview of "generic chaining", a completely natural variation on the ideas of Kolmogorov. It takes the reader from the first principles to the edge of current knowledge and to the open problems that remain in this domain.