Infinite Dimensional Harmonic Analysis Iii - Proceedings Of The Third German-japanese Symposium

Infinite Dimensional Harmonic Analysis Iii - Proceedings Of The Third German-japanese Symposium PDF Author: Kimiaki Saito
Publisher: World Scientific
ISBN: 9814478997
Category : Mathematics
Languages : en
Pages : 366

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Book Description
This volume contains contributions on recent results in infinite dimensional harmonic analysis and its applications to probability theory. Some papers deal with purely analytic topics such as Frobenius reciprocity, diffeomorphism groups, equivariant fibrations and Harish-Chandra modules. Several other papers touch upon stochastic processes, in particular Lévy processes. The majority of the contributions emphasize on the algebraic-topological aspects of the theory by choosing configuration spaces, locally compact groups and hypergroups as their basic structures. The volume provides a useful survey of innovative work pertaining to a highly actual section of modern analysis in its pure and applied shapings.

Infinite Dimensional Harmonic Analysis Iii - Proceedings Of The Third German-japanese Symposium

Infinite Dimensional Harmonic Analysis Iii - Proceedings Of The Third German-japanese Symposium PDF Author: Kimiaki Saito
Publisher: World Scientific
ISBN: 9814478997
Category : Mathematics
Languages : en
Pages : 366

Get Book Here

Book Description
This volume contains contributions on recent results in infinite dimensional harmonic analysis and its applications to probability theory. Some papers deal with purely analytic topics such as Frobenius reciprocity, diffeomorphism groups, equivariant fibrations and Harish-Chandra modules. Several other papers touch upon stochastic processes, in particular Lévy processes. The majority of the contributions emphasize on the algebraic-topological aspects of the theory by choosing configuration spaces, locally compact groups and hypergroups as their basic structures. The volume provides a useful survey of innovative work pertaining to a highly actual section of modern analysis in its pure and applied shapings.

Infinite Dimensional Harmonic Analysis Iv: On The Interplay Between Representation Theory, Random Matrices, Special Functions, And Probability - Proceedings Of The Fourth German-japanese Symposium

Infinite Dimensional Harmonic Analysis Iv: On The Interplay Between Representation Theory, Random Matrices, Special Functions, And Probability - Proceedings Of The Fourth German-japanese Symposium PDF Author: Joachim Hilgert
Publisher: World Scientific
ISBN: 9814470449
Category : Mathematics
Languages : en
Pages : 337

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Book Description
The Fourth Conference on Infinite Dimensional Harmonic Analysis brought together experts in harmonic analysis, operator algebras and probability theory. Most of the articles deal with the limit behavior of systems with many degrees of freedom in the presence of symmetry constraints. This volume gives new directions in research bringing together probability theory and representation theory.

Proceedings of the Fourth German-Japanese Symposium, Infinite Dimensional Harmonic Analysis IV

Proceedings of the Fourth German-Japanese Symposium, Infinite Dimensional Harmonic Analysis IV PDF Author: Joachim Hilgert
Publisher: World Scientific
ISBN: 9812832823
Category : Mathematics
Languages : en
Pages : 337

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Book Description
The Fourth Conference on Infinite Dimensional Harmonic Analysis brought together experts in harmonic analysis, operator algebras and probability theory. Most of the articles deal with the limit behavior of systems with many degrees of freedom in the presence of symmetry constraints. This volume gives new directions in research bringing together probability theory and representation theory.

Infinite Dimensional Harmonic Analysis III

Infinite Dimensional Harmonic Analysis III PDF Author: Herbert Heyer
Publisher: World Scientific Publishing Company
ISBN:
Category : Mathematics
Languages : en
Pages : 400

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Book Description
This volume contains contributions on recent results in infinite dimensional harmonic analysis and its applications to probability theory. Some papers deal with purely analytic topics such as Frobenius reciprocity, diffeomorphism groups, equivariant fibrations and Harish-Chandra modules. Several other papers touch upon stochastic processes, in particular Lévy processes. The majority of the contributions emphasize on the algebraic-topological aspects of the theory by choosing configuration spaces, locally compact groups and hypergroups as their basic structures. The volume provides a useful survey of innovative work pertaining to a highly actual section of modern analysis in its pure and applied shapings.

Introduction to Infinite Dimensional Stochastic Analysis

Introduction to Infinite Dimensional Stochastic Analysis PDF Author: Zhi-yuan Huang
Publisher: Springer Science & Business Media
ISBN: 9401141088
Category : Mathematics
Languages : en
Pages : 308

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Book Description
The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematical physics, the first steps in this field were taken by V. Volterra, R. GateallX, P. Levy and M. Frechet, among others (see the preface to Levy[2]). Nevertheless, the most fruitful direction in this field is the infinite dimensional integration theory initiated by N. Wiener and A. N. Kolmogorov which is closely related to the developments of the theory of stochastic processes. It was Wiener who constructed for the first time in 1923 a probability measure on the space of all continuous functions (i. e. the Wiener measure) which provided an ideal math ematical model for Brownian motion. Then some important properties of Wiener integrals, especially the quasi-invariance of Gaussian measures, were discovered by R. Cameron and W. Martin[l, 2, 3]. In 1931, Kolmogorov[l] deduced a second partial differential equation for transition probabilities of Markov processes order with continuous trajectories (i. e. diffusion processes) and thus revealed the deep connection between theories of differential equations and stochastic processes. The stochastic analysis created by K. Ito (also independently by Gihman [1]) in the forties is essentially an infinitesimal analysis for trajectories of stochastic processes. By virtue of Ito's stochastic differential equations one can construct diffusion processes via direct probabilistic methods and treat them as function als of Brownian paths (i. e. the Wiener functionals).

Infinite-dimensional Analysis: Operators In Hilbert Space; Stochastic Calculus Via Representations, And Duality Theory

Infinite-dimensional Analysis: Operators In Hilbert Space; Stochastic Calculus Via Representations, And Duality Theory PDF Author: Palle Jorgensen
Publisher: World Scientific
ISBN: 9811225796
Category : Mathematics
Languages : en
Pages : 253

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Book Description
The purpose of this book is to make available to beginning graduate students, and to others, some core areas of analysis which serve as prerequisites for new developments in pure and applied areas. We begin with a presentation (Chapters 1 and 2) of a selection of topics from the theory of operators in Hilbert space, algebras of operators, and their corresponding spectral theory. This is a systematic presentation of interrelated topics from infinite-dimensional and non-commutative analysis; again, with view to applications. Chapter 3 covers a study of representations of the canonical commutation relations (CCRs); with emphasis on the requirements of infinite-dimensional calculus of variations, often referred to as Ito and Malliavin calculus, Chapters 4-6. This further connects to key areas in quantum physics.

Infinite Dimensional Stochastic Analysis

Infinite Dimensional Stochastic Analysis PDF Author: Hui-Hsiung Kuo
Publisher: World Scientific
ISBN: 9812779558
Category : Mathematics
Languages : en
Pages : 257

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Book Description
This volume contains current work at the frontiers of research in infinite dimensional stochastic analysis. It presents a carefully chosen collection of articles by experts to highlight the latest developments in white noise theory, infinite dimensional transforms, quantum probability, stochastic partial differential equations, and applications to mathematical finance. Included in this volume are expository papers which will help increase communication between researchers working in these areas. The tools and techniques presented here will be of great value to research mathematicians, graduate students and applied mathematicians. Sample Chapter(s). Complex White Noise and the Infinite Dimensional Unitary Group (425 KB). Contents: Complex White Noise and the Infinite Dimensional Unitary Group (T Hida); Complex It Formulas (M Redfern); White Noise Analysis: Background and a Recent Application (J Becnel & A N Sengupta); Probability Measures with Sub-Additive Principal SzegAOCoJacobi Parameters (A Stan); Donsker''s Functional Calculus and Related Questions (P-L Chow & J Potthoff); Stochastic Analysis of Tidal Dynamics Equation (U Manna et al.); Adapted Solutions to the Backward Stochastic NavierOCoStokes Equations in 3D (P Sundar & H Yin); Spaces of Test and Generalized Functions of Arcsine White Noise Formulas (A Barhoumi et al.); An Infinite Dimensional Fourier-Mehler Transform and the L(r)vy Laplacian (K Saito & K Sakabe); The Heat Operator in Infinite Dimensions (B C Hall); Quantum Stochastic Dilation of Symmetric Covariant Completely Positive Semigroups with Unbounded Generator (D Goswami & K B Sinha); White Noise Analysis in the Theory of Three-Manifold Quantum Invariants (A Hahn); A New Explicit Formula for the Solution of the BlackOCoMertonOCoScholes Equation (J A Goldstein et al.); Volatility Models of the Yield Curve (V Goodman). Readership: Graduate-level researchers in stochastic analysis, mathematical physics and financial mathematic

Developments and Trends in Infinite-Dimensional Lie Theory

Developments and Trends in Infinite-Dimensional Lie Theory PDF Author: Karl-Hermann Neeb
Publisher: Springer Science & Business Media
ISBN: 0817647414
Category : Mathematics
Languages : en
Pages : 492

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Book Description
This collection of invited expository articles focuses on recent developments and trends in infinite-dimensional Lie theory, which has become one of the core areas of modern mathematics. The book is divided into three parts: infinite-dimensional Lie (super-)algebras, geometry of infinite-dimensional Lie (transformation) groups, and representation theory of infinite-dimensional Lie groups. Contributors: B. Allison, D. Beltiţă, W. Bertram, J. Faulkner, Ph. Gille, H. Glöckner, K.-H. Neeb, E. Neher, I. Penkov, A. Pianzola, D. Pickrell, T.S. Ratiu, N.R. Scheithauer, C. Schweigert, V. Serganova, K. Styrkas, K. Waldorf, and J.A. Wolf.

Complex Analysis on Infinite Dimensional Spaces

Complex Analysis on Infinite Dimensional Spaces PDF Author: Sean Dineen
Publisher: Springer Science & Business Media
ISBN: 1447108698
Category : Mathematics
Languages : en
Pages : 553

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Book Description
Infinite dimensional holomorphy is the study of holomorphic or analytic func tions over complex topological vector spaces. The terms in this description are easily stated and explained and allow the subject to project itself ini tially, and innocently, as a compact theory with well defined boundaries. However, a comprehensive study would include delving into, and interacting with, not only the obvious topics of topology, several complex variables theory and functional analysis but also, differential geometry, Jordan algebras, Lie groups, operator theory, logic, differential equations and fixed point theory. This diversity leads to a dynamic synthesis of ideas and to an appreciation of a remarkable feature of mathematics - its unity. Unity requires synthesis while synthesis leads to unity. It is necessary to stand back every so often, to take an overall look at one's subject and ask "How has it developed over the last ten, twenty, fifty years? Where is it going? What am I doing?" I was asking these questions during the spring of 1993 as I prepared a short course to be given at Universidade Federal do Rio de Janeiro during the following July. The abundance of suit able material made the selection of topics difficult. For some time I hesitated between two very different aspects of infinite dimensional holomorphy, the geometric-algebraic theory associated with bounded symmetric domains and Jordan triple systems and the topological theory which forms the subject of the present book.

An Introduction to Harmonic Analysis on Semisimple Lie Groups

An Introduction to Harmonic Analysis on Semisimple Lie Groups PDF Author: V. S. Varadarajan
Publisher: Cambridge University Press
ISBN: 9780521663625
Category : Mathematics
Languages : en
Pages : 326

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Book Description
Now in paperback, this graduate-level textbook is an introduction to the representation theory of semi-simple Lie groups. As such, it will be suitable for research students in algebra and analysis, and for research mathematicians requiring a readable account of the topic. The author emphasizes the development of the central themes of the sunject in the context of special examples, without losing sight of its general flow and structure. The book concludes with appendices sketching some basic topics with a comprehensive guide to further reading.