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Author: Murray Rosenblatt
Publisher: Springer Science & Business Media
ISBN: 3642652387
Category : Mathematics
Languages : en
Pages : 282
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Book Description
This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.
Author: Murray Rosenblatt
Publisher: Springer Science & Business Media
ISBN: 3642652387
Category : Mathematics
Languages : en
Pages : 282
Get Book Here
Book Description
This book is concerned with a set of related problems in probability theory that are considered in the context of Markov processes. Some of these are natural to consider, especially for Markov processes. Other problems have a broader range of validity but are convenient to pose for Markov processes. The book can be used as the basis for an interesting course on Markov processes or stationary processes. For the most part these questions are considered for discrete parameter processes, although they are also of obvious interest for continuous time parameter processes. This allows one to avoid the delicate measure theoretic questions that might arise in the continuous parameter case. There is an attempt to motivate the material in terms of applications. Many of the topics concern general questions of structure and representation of processes that have not previously been presented in book form. A set of notes comment on the many problems that are still left open and related material in the literature. It is also hoped that the book will be useful as a reference to the reader who would like an introduction to these topics as well as to the reader interested in extending and completing results of this type.
Author: E. B. Dynkin
Publisher: Springer Science & Business Media
ISBN: 3662000318
Category : Mathematics
Languages : en
Pages : 377
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Book Description
The modem theory of Markov processes has its origins in the studies of A. A. MARKOV (1906-1907) on sequences of experiments "connected in a chain" and in the attempts to describe mathematically the physical phenomenon known as Brownian motion (L. BACHELlER 1900, A. EIN STEIN 1905). The first correct mathematical construction of a Markov process with continuous trajectories was given by N. WIENER in 1923. (This process is often called the Wiener process.) The general theory of Markov processes was developed in the 1930's and 1940's by A. N. KOL MOGOROV, W. FELLER, W. DOEBLlN, P. LEVY, J. L. DOOB, and others. During the past ten years the theory of Markov processes has entered a new period of intensive development. The methods of the theory of semigroups of linear operators made possible further progress in the classification of Markov processes by their infinitesimal characteristics. The broad classes of Markov processes with continuous trajectories be came the main object of study. The connections between Markov pro cesses and classical analysis were further developed. It has become possible not only to apply the results and methods of analysis to the problems of probability theory, but also to investigate analytic problems using probabilistic methods. Remarkable new connections between Markov processes and potential theory were revealed. The foundations of the theory were reviewed critically: the new concept of strong Markov process acquired for the whole theory of Markov processes great importance.
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: Richard A. Davis
Publisher: Springer Science & Business Media
ISBN: 1441983392
Category : Mathematics
Languages : en
Pages : 489
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Book Description
During the second half of the 20th century, Murray Rosenblatt was one of the most celebrated and leading figures in probability and statistics. Among his many contributions, Rosenblatt conducted seminal work on density estimation, central limit theorems under strong mixing conditions, spectral domain methodology, long memory processes and Markov processes. He has published over 130 papers and 5 books, many as relevant today as when they first appeared decades ago. Murray Rosenblatt was one of the founding members of the Department of Mathematics at the University of California at San Diego (UCSD) and served as advisor to over twenty PhD students. He maintains a close association with UCSD in his role as Professor Emeritus. This volume is a celebration of Murray Rosenblatt's stellar research career that spans over six decades, and includes some of his most interesting and influential papers. Several leading experts provide commentary and reflections on various directions of Murray's research portfolio.
Author: Bruno Apolloni
Publisher: IOS Press
ISBN: 1586039849
Category : Computers
Languages : en
Pages : 276
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Book Description
A collection of selected papers from the 18th WIRN workshop, the annual meeting of the Italian Neural Networks Society (SIREN). It is divided in two general subjects, 'models' and 'applications' and two specific ones, 'economy and complexity' and 'remote sensing image processing'.
Author: A. Mukherjea
Publisher: Springer
ISBN: 3540379800
Category : Mathematics
Languages : en
Pages : 203
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Book Description
Author: Joseph Rosenblatt
Publisher: American Mathematical Soc.
ISBN: 0821842358
Category : Mathematics
Languages : en
Pages : 242
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Book Description
There are strong connections between harmonic analysis and ergodic theory. A recent example of this interaction is the proof of the spectacular result by Terence Tao and Ben Green that the set of prime numbers contains arbitrarily long arithmetic progressions. This text presents a series of essays on the topic.
Author: A. A. Kirillov
Publisher: Springer Science & Business Media
ISBN: 3642662439
Category : Mathematics
Languages : en
Pages : 327
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Book Description
The translator of a mathematical work faces a task that is at once fascinating and frustrating. He has the opportunity of reading closely the work of a master mathematician. He has the duty of retaining as far as possible the flavor and spirit of the original, at the same time rendering it into a readable and idiomatic form of the language into which the translation is made. All of this is challenging. At the same time, the translator should never forget that he is not a creator, but only a mirror. His own viewpoints, his own preferences, should never lead him into altering the original, even with the best intentions. Only an occasional translator's note is permitted. The undersigned is grateful for the opportunity of translating Professor Kirillov's fine book on group representations, and hopes that it will bring to the English-reading mathematical public as much instruction and interest as it has brought to the translator. Deviations from the Russian text have been rigorously avoided, except for a number of corrections kindly supplied by Professor Kirillov. Misprints and an occasional solecism have been tacitly taken care of. The trans lation is in all essential respects faithful to the original Russian. The translator records his gratitude to Linda Sax, who typed the entire translation, to Laura Larsson, who prepared the bibliography (considerably modified from the original), and to Betty Underhill, who rendered essential assistance.
Author: W. Klingenberg
Publisher: Springer Science & Business Media
ISBN: 3642618812
Category : Mathematics
Languages : en
Pages : 238
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Book Description
The question of existence of c10sed geodesics on a Riemannian manifold and the properties of the corresponding periodic orbits in the geodesic flow has been the object of intensive investigations since the beginning of global differential geo metry during the last century. The simplest case occurs for c10sed surfaces of negative curvature. Here, the fundamental group is very large and, as shown by Hadamard [Had] in 1898, every non-null homotopic c10sed curve can be deformed into a c10sed curve having minimallength in its free homotopy c1ass. This minimal curve is, up to the parameterization, uniquely determined and represents a c10sed geodesic. The question of existence of a c10sed geodesic on a simply connected c10sed surface is much more difficult. As pointed out by Poincare [po 1] in 1905, this problem has much in common with the problem ofthe existence of periodic orbits in the restricted three body problem. Poincare [l.c.] outlined a proof that on an analytic convex surface which does not differ too much from the standard sphere there always exists at least one c10sed geodesic of elliptic type, i. e., the corres ponding periodic orbit in the geodesic flow is infinitesimally stable.
Author: J. Bergh
Publisher: Springer Science & Business Media
ISBN: 3642664512
Category : Mathematics
Languages : en
Pages : 218
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Book Description
The works of Jaak Peetre constitute the main body of this treatise. Important contributors are also J. L. Lions and A. P. Calderon, not to mention several others. We, the present authors, have thus merely compiled and explained the works of others (with the exception of a few minor contributions of our own). Let us mention the origin of this treatise. A couple of years ago, J. Peetre suggested to the second author, J. Lofstrom, writing a book on interpolation theory and he most generously put at Lofstrom's disposal an unfinished manu script, covering parts of Chapter 1-3 and 5 of this book. Subsequently, LOfstrom prepared a first rough, but relatively complete manuscript of lecture notes. This was then partly rewritten and thouroughly revised by the first author, J. Bergh, who also prepared the notes and comment and most of the exercises. Throughout the work, we have had the good fortune of enjoying Jaak Peetre's kind patronage and invaluable counsel. We want to express our deep gratitude to him. Thanks are also due to our colleagues for their support and help. Finally, we are sincerely grateful to Boe1 Engebrand, Lena Mattsson and Birgit Hoglund for their expert typing of our manuscript.
