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: Dilip N. Ghosh Roy
Publisher: CRC Press
ISBN: 9780849362583
Category : Science
Languages : en
Pages : 506
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Book Description
This interesting volume focuses on the second of the two broad categories into which problems of physical sciences fall-direct (or forward) and inverse (or backward) problems. It emphasizes one-dimensional problems because of their mathematical clarity. The unique feature of the monograph is its rigorous presentation of inverse problems (from quantum scattering to vibrational systems), transmission lines, and imaging sciences in a single volume. It includes exhaustive discussions on spectral function, inverse scattering integral equations of Gel'fand-Levitan and Marcenko, Povzner-Levitan and Levin transforms, Møller wave operators and Krein's functionals, S-matrix and scattering data, and inverse scattering transform for solving nonlinear evolution equations via inverse solving of a linear, isospectral Schrodinger equation and multisoliton solutions of the K-dV equation, which are of special interest to quantum physicists and mathematicians. The book also gives an exhaustive account of inverse problems in discrete systems, including inverting a Jacobi and a Toeplitz matrix, which can be applied to geophysics, electrical engineering, applied mechanics, and mathematics. A rigorous inverse problem for a continuous transmission line developed by Brown and Wilcox is included. The book concludes with inverse problems in integral geometry, specifically Radon's transform and its inversion, which is of particular interest to imaging scientists. This fascinating volume will interest anyone involved with quantum scattering, theoretical physics, linear and nonlinear optics, geosciences, mechanical, biomedical, and electrical engineering, and imaging research.
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: J. Bee Bednar
Publisher: SIAM
ISBN: 9780898711905
Category : Mathematics
Languages : en
Pages : 310
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Book Description
Author: Manfred Denker
Publisher: Birkhäuser
ISBN: 331930190X
Category : Mathematics
Languages : en
Pages : 717
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Book Description
This volume presents some of the most influential papers published by Rabi N. Bhattacharya, along with commentaries from international experts, demonstrating his knowledge, insight, and influence in the field of probability and its applications. For more than three decades, Bhattacharya has made significant contributions in areas ranging from theoretical statistics via analytical probability theory, Markov processes, and random dynamics to applied topics in statistics, economics, and geophysics. Selected reprints of Bhattacharya’s papers are divided into three sections: Modes of Approximation, Large Times for Markov Processes, and Stochastic Foundations in Applied Sciences. The accompanying articles by the contributing authors not only help to position his work in the context of other achievements, but also provide a unique assessment of the state of their individual fields, both historically and for the next generation of researchers. Rabi N. Bhattacharya: Selected Papers will be a valuable resource for young researchers entering the diverse areas of study to which Bhattacharya has contributed. Established researchers will also appreciate this work as an account of both past and present developments and challenges for the future.
Author: I. Gohberg
Publisher: Birkhäuser
ISBN: 3034891067
Category : Mathematics
Languages : en
Pages : 327
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Book Description
The Workshop on Operator Theory and Boundary Eigenvalue Problems was held at the Technical University, Vienna, Austria, July 27 to 30, 1993. It was the seventh workshop in the series of IWOTA (International Workshops on Operator Theory and Applications). The main topics at the workshop were interpolation problems and analytic matrix functions, operator theory in spaces with indefinite scalar products, boundary value problems for differential and functional-differential equations and systems theory and control. The workshop covered different aspects, starting with abstract operator theory up to contrete applications. The papers in these proceedings provide an accurate cross section of the lectures presented at the workshop. This book will be of interest to a wide group of pure and applied mathematicians.
