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Author: Herbert Heyer
Publisher: World Scientific
ISBN: 9812562281
Category : Mathematics
Languages : en
Pages : 399
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Book Description
This book focuses on the algebraic-topological aspects of probabilitytheory, leading to a wider and deeper understanding of basic theorems, such as those on the structure of continuous convolution semigroupsand the corresponding processes with independent increments
Author: Herbert Heyer
Publisher: World Scientific
ISBN: 9812562281
Category : Mathematics
Languages : en
Pages : 399
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Book Description
This book focuses on the algebraic-topological aspects of probabilitytheory, leading to a wider and deeper understanding of basic theorems, such as those on the structure of continuous convolution semigroupsand the corresponding processes with independent increments
Author: Herbert Heyer
Publisher: World Scientific
ISBN: 9814282480
Category : Mathematics
Languages : en
Pages : 425
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Book Description
The book is conceived as a text accompanying the traditional graduate courses on probability theory. An important feature of this enlarged version is the emphasis on algebraic-topological aspects leading to a wider and deeper understanding of basic theorems such as those on the structure of continuous convolution semigroups and the corresponding processes with independent increments. Fourier transformation ? the method applied within the settings of Banach spaces, locally compact Abelian groups and commutative hypergroups ? is given an in-depth discussion. This powerful analytic tool along with the relevant facts of harmonic analysis make it possible to study certain properties of stochastic processes in dependence of the algebraic-topological structure of their state spaces. In extension of the first edition, the new edition contains chapters on the probability theory of generalized convolution structures such as polynomial and Sturm?Liouville hypergroups, and on the central limit problem for groups such as tori, p-adic groups and solenoids.
Author:
Publisher:
ISBN: 9814466948
Category :
Languages : en
Pages :
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Book Description
Author: Herbert Heyer
Publisher: World Scientific
ISBN: 9812389377
Category : Mathematics
Languages : en
Pages : 399
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Book Description
This book focuses on the algebraic-topological aspects of probability theory, leading to a wider and deeper understanding of basic theorems, such as those on the structure of continuous convolution semigroups and the corresponding processes with independent increments. The method applied within the setting of Banach spaces and of locally compact Abelian groups is that of the Fourier transform. This analytic tool along with the relevant parts of harmonic analysis makes it possible to study certain properties of stochastic processes in dependence of the algebraic-topological structure of their state spaces. Graduate students, lecturers and researchers may use the book as a primer in the theory of probability measures on groups and related structures.This book has been selected for coverage in: ? CC / Physical, Chemical & Earth Sciences? Index to Scientific Book Contents? (ISBC)
Author:
Publisher:
ISBN:
Category : Probabilities
Languages : en
Pages :
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Book Description
Author: V.V. Buldygin
Publisher: Springer Science & Business Media
ISBN: 9780792364139
Category : Mathematics
Languages : en
Pages : 322
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Book Description
This book demonstrates the usefulness of geometric methods in probability theory and mathematical statistics, and shows close relationships between these disciplines and convex analysis. Deep facts and statements from the theory of convex sets are discussed with their applications to various questions arising in probability theory, mathematical statistics, and the theory of stochastic processes. The book is essentially self-contained, and the presentation of material is thorough in detail. Audience: The topics considered in the book are accessible to a wide audience of mathematicians, and graduate and postgraduate students, whose interests lie in probability theory and convex geometry.
Author: Isaac Elishakoff
Publisher: Courier Corporation
ISBN: 9780486406916
Category : Technology & Engineering
Languages : en
Pages : 532
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Book Description
Well-written introduction covers the elements of the theory of probability from two or more random variables, the reliability of such multivariable structures, the theory of random function, Monte Carlo methods of treating problems incapable of exact solution, and more. No previous knowledge of the subject necessary. Numerous examples, illustrative figures.
Author: Malempati Madhusudana Rao
Publisher: World Scientific
ISBN: 9814350818
Category : Mathematics
Languages : en
Pages : 553
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Book Description
Deals with the structural analysis of vector and random (or both) valued countably additive measures, and used for integral representations of random fields. This book analyzes several stationary aspects and related processes.
Author: David Applebaum
Publisher: Springer
ISBN: 3319078429
Category : Mathematics
Languages : en
Pages : 217
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Book Description
Probability theory on compact Lie groups deals with the interaction between “chance” and “symmetry,” a beautiful area of mathematics of great interest in its own sake but which is now also finding increasing applications in statistics and engineering (particularly with respect to signal processing). The author gives a comprehensive introduction to some of the principle areas of study, with an emphasis on applicability. The most important topics presented are: the study of measures via the non-commutative Fourier transform, existence and regularity of densities, properties of random walks and convolution semigroups of measures and the statistical problem of deconvolution. The emphasis on compact (rather than general) Lie groups helps readers to get acquainted with what is widely seen as a difficult field but which is also justified by the wealth of interesting results at this level and the importance of these groups for applications. The book is primarily aimed at researchers working in probability, stochastic analysis and harmonic analysis on groups. It will also be of interest to mathematicians working in Lie theory and physicists, statisticians and engineers who are working on related applications. A background in first year graduate level measure theoretic probability and functional analysis is essential; a background in Lie groups and representation theory is certainly helpful but the first two chapters also offer orientation in these subjects.
Author: Paolo Rocchi
Publisher: Springer
ISBN: 9780306474286
Category : Mathematics
Languages : en
Pages : 162
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Book Description
The Structural Theory of Probability addresses the interpretation of probability, often debated in the scientific community. This problem has been examined for centuries; perhaps no other mathematical calculation suffuses mankind's efforts at survival as amply as probability. In the dawn of the 20th century David Hilbert included the foundations of the probability calculus within the most vital mathematical problems; Dr. Rocchi's topical and ever-timely volume proposes a novel, exhaustive solution to this vibrant issue. Paolo Rocchi, a versatile IBM scientist, outlines a new philosophical and mathematical approach inspired by well-tested software techniques. Through the prism of computer technology he provides an innovative view on the theory of probability. Dr. Rocchi discusses in detail the mathematical tools used to clarify the meaning of probability, integrating with care numerous examples and case studies. The comprehensiveness and originality of its mathematical development make this volume an inspiring read for researchers and students alike.
