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Author: Ross G. Pinsky
Publisher: Cambridge University Press
ISBN: 0521470145
Category : Mathematics
Languages : en
Pages : 492
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Book Description
In this book, Professor Pinsky gives a self-contained account of the theory of positive harmonic functions for second order elliptic operators, using an integrated probabilistic and analytic approach. The book begins with a treatment of the construction and basic properties of diffusion processes. This theory then serves as a vehicle for studying positive harmonic funtions. Starting with a rigorous treatment of the spectral theory of elliptic operators with nice coefficients on smooth, bounded domains, the author then develops the theory of the generalized principal eigenvalue, and the related criticality theory for elliptic operators on arbitrary domains. Martin boundary theory is considered, and the Martin boundary is explicitly calculated for several classes of operators. The book provides an array of criteria for determining whether a diffusion process is transient or recurrent. Also introduced are the theory of bounded harmonic functions, and Brownian motion on manifolds of negative curvature. Many results that form the folklore of the subject are here given a rigorous exposition, making this book a useful reference for the specialist, and an excellent guide for the graduate student.
Author: Ross G. Pinsky
Publisher: Cambridge University Press
ISBN: 0521470145
Category : Mathematics
Languages : en
Pages : 492
Get Book Here
Book Description
In this book, Professor Pinsky gives a self-contained account of the theory of positive harmonic functions for second order elliptic operators, using an integrated probabilistic and analytic approach. The book begins with a treatment of the construction and basic properties of diffusion processes. This theory then serves as a vehicle for studying positive harmonic funtions. Starting with a rigorous treatment of the spectral theory of elliptic operators with nice coefficients on smooth, bounded domains, the author then develops the theory of the generalized principal eigenvalue, and the related criticality theory for elliptic operators on arbitrary domains. Martin boundary theory is considered, and the Martin boundary is explicitly calculated for several classes of operators. The book provides an array of criteria for determining whether a diffusion process is transient or recurrent. Also introduced are the theory of bounded harmonic functions, and Brownian motion on manifolds of negative curvature. Many results that form the folklore of the subject are here given a rigorous exposition, making this book a useful reference for the specialist, and an excellent guide for the graduate student.
Author: Victor Anandam
Publisher: Springer Science & Business Media
ISBN: 3642213995
Category : Mathematics
Languages : en
Pages : 152
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Book Description
Random walks, Markov chains and electrical networks serve as an introduction to the study of real-valued functions on finite or infinite graphs, with appropriate interpretations using probability theory and current-voltage laws. The relation between this type of function theory and the (Newton) potential theory on the Euclidean spaces is well-established. The latter theory has been variously generalized, one example being the axiomatic potential theory on locally compact spaces developed by Brelot, with later ramifications from Bauer, Constantinescu and Cornea. A network is a graph with edge-weights that need not be symmetric. This book presents an autonomous theory of harmonic functions and potentials defined on a finite or infinite network, on the lines of axiomatic potential theory. Random walks and electrical networks are important sources for the advancement of the theory.
Author: J. Le Potier
Publisher: Cambridge University Press
ISBN: 9780521481823
Category :
Languages : en
Pages : 264
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Book Description
Author: Rabi Bhattacharya
Publisher: Springer Nature
ISBN: 3031332962
Category : Mathematics
Languages : en
Pages : 502
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Book Description
This graduate text presents the elegant and profound theory of continuous parameter Markov processes and many of its applications. The authors focus on developing context and intuition before formalizing the theory of each topic, illustrated with examples. After a review of some background material, the reader is introduced to semigroup theory, including the Hille–Yosida Theorem, used to construct continuous parameter Markov processes. Illustrated with examples, it is a cornerstone of Feller’s seminal theory of the most general one-dimensional diffusions studied in a later chapter. This is followed by two chapters with probabilistic constructions of jump Markov processes, and processes with independent increments, or Lévy processes. The greater part of the book is devoted to Itô’s fascinating theory of stochastic differential equations, and to the study of asymptotic properties of diffusions in all dimensions, such as explosion, transience, recurrence, existence of steady states, and the speed of convergence to equilibrium. A broadly applicable functional central limit theorem for ergodic Markov processes is presented with important examples. Intimate connections between diffusions and linear second order elliptic and parabolic partial differential equations are laid out in two chapters, and are used for computational purposes. Among Special Topics chapters, two study anomalous diffusions: one on skew Brownian motion, and the other on an intriguing multi-phase homogenization of solute transport in porous media.
Author: M. Aschbacher
Publisher: Cambridge University Press
ISBN: 9780521786751
Category : Mathematics
Languages : en
Pages : 320
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Book Description
During the last 40 years the theory of finite groups has developed dramatically. The finite simple groups have been classified and are becoming better understood. Tools exist to reduce many questions about arbitrary finite groups to similar questions about simple groups. Since the classification there have been numerous applications of this theory in other branches of mathematics. Finite Group Theory develops the foundations of the theory of finite groups. It can serve as a text for a course on finite groups for students already exposed to a first course in algebra. It could supply the background necessary to begin reading journal articles in the field. For specialists it also provides a reference on the foundations of the subject. This second edition has been considerably improved with a completely rewritten Chapter 15 considering the 2-Signalizer Functor Theorem, and the addition of an appendix containing solutions to exercises.
Author: Hideyuki Matsumura
Publisher: Cambridge University Press
ISBN: 9780521367646
Category : Mathematics
Languages : en
Pages : 338
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Book Description
This book explores commutative ring theory, an important a foundation for algebraic geometry and complex analytical geometry.
Author: Laurent Decreusefond
Publisher: Springer Science & Business Media
ISBN: 1461201578
Category : Mathematics
Languages : en
Pages : 256
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Book Description
One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gross, a prominent developer of the theory. Another concise but complete survey of Hausdorff measures on Wiener space and its applications to Malliavin Calculus is given by D. Feyel, one of the most active specialists in this area. Other survey articles deal with short-time asymptotics of diffusion pro cesses with values in infinite dimensional manifolds and large deviations of diffusions with discontinuous drifts. A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space. Professional mathematicians looking for an overview of the state-of-the art in the above subjects will find this book helpful. In addition, graduate students as well as researchers whose domain requires stochastic analysis will find the original results of interest for their own research. The organizers acknowledge gratefully the financial help ofthe University of Oslo, and the invaluable aid of Professor Bernt 0ksendal and l'Ecole Nationale Superieure des Telecommunications.
Author:
Publisher: American Mathematical Soc.
ISBN: 9780821839270
Category : Mathematics
Languages : en
Pages : 168
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Book Description
This volume contains translations of papers that originally appeared in the Japanese journal Sugaku. The papers range over a variety of topics, including differential equations with free boundary, singular integral operators, operator algebras, and relations between the Brownian motion on a manifold with function theory. The volume is suitable for graduate students and research mathematicians interested in analysis and differential equations."
Author: George Tourlakis
Publisher: Cambridge University Press
ISBN: 1139439421
Category : Mathematics
Languages : en
Pages : 344
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Book Description
This two-volume work bridges the gap between introductory expositions of logic or set theory on one hand, and the research literature on the other. It can be used as a text in an advanced undergraduate or beginning graduate course in mathematics, computer science, or philosophy. The volumes are written in a user-friendly conversational lecture style that makes them equally effective for self-study or class use. Volume 1 includes formal proof techniques, a section on applications of compactness (including nonstandard analysis), a generous dose of computability and its relation to the incompleteness phenomenon, and the first presentation of a complete proof of Godel's 2nd incompleteness since Hilbert and Bernay's Grundlagen theorem.
Author: M. Audin
Publisher: Cambridge University Press
ISBN: 9780521779197
Category : Mathematics
Languages : en
Pages : 156
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Book Description
Since the time of Lagrange and Euler, it has been well known that an understanding of algebraic curves can illuminate the picture of rigid bodies provided by classical mechanics. A modern view of the role played by algebraic geometry has been established iby many mathematicians. This book presents some of these techniques, which fall within the orbit of finite dimensional integrable systems. The main body of the text presents a rich assortment of methods and ideas from algebraic geometry prompted by classical mechanics, whilst in appendices the general, abstract theory is described. The methods are given a topological application to the study of Liouville tori and their bifurcations. The book is based on courses for graduate students given by the author at Strasbourg University but the wealth of original ideas will make it also appeal to researchers.
