Author: Malempati Madhusudana Rao
Publisher: World Scientific
ISBN: 9814350818
Category : Mathematics
Languages : en
Pages : 553
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.
Random and Vector Measures
Author: Malempati Madhusudana Rao
Publisher: World Scientific
ISBN: 9814350818
Category : Mathematics
Languages : en
Pages : 553
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.
Publisher: World Scientific
ISBN: 9814350818
Category : Mathematics
Languages : en
Pages : 553
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.
Vector Measures, Integration and Related Topics
Author: Guillermo Curbera
Publisher: Springer Science & Business Media
ISBN: 3034602111
Category : Mathematics
Languages : en
Pages : 382
Book Description
This volume contains a selection of articles on the theme "vector measures, integration and applications" together with some related topics. The articles consist of both survey style and original research papers, are written by experts in thearea and present a succinct account of recent and up-to-date knowledge. The topic is interdisciplinary by nature and involves areas such as measure and integration (scalar, vector and operator-valued), classical and harmonic analysis, operator theory, non-commutative integration, andfunctional analysis. The material is of interest to experts, young researchers and postgraduate students.
Publisher: Springer Science & Business Media
ISBN: 3034602111
Category : Mathematics
Languages : en
Pages : 382
Book Description
This volume contains a selection of articles on the theme "vector measures, integration and applications" together with some related topics. The articles consist of both survey style and original research papers, are written by experts in thearea and present a succinct account of recent and up-to-date knowledge. The topic is interdisciplinary by nature and involves areas such as measure and integration (scalar, vector and operator-valued), classical and harmonic analysis, operator theory, non-commutative integration, andfunctional analysis. The material is of interest to experts, young researchers and postgraduate students.
Optimal Control of Dynamic Systems Driven by Vector Measures
Author: N. U. Ahmed
Publisher: Springer Nature
ISBN: 3030821390
Category : Mathematics
Languages : en
Pages : 328
Book Description
This book is devoted to the development of optimal control theory for finite dimensional systems governed by deterministic and stochastic differential equations driven by vector measures. The book deals with a broad class of controls, including regular controls (vector-valued measurable functions), relaxed controls (measure-valued functions) and controls determined by vector measures, where both fully and partially observed control problems are considered. In the past few decades, there have been remarkable advances in the field of systems and control theory thanks to the unprecedented interaction between mathematics and the physical and engineering sciences. Recently, optimal control theory for dynamic systems driven by vector measures has attracted increasing interest. This book presents this theory for dynamic systems governed by both ordinary and stochastic differential equations, including extensive results on the existence of optimal controls and necessary conditions for optimality. Computational algorithms are developed based on the optimality conditions, with numerical results presented to demonstrate the applicability of the theoretical results developed in the book. This book will be of interest to researchers in optimal control or applied functional analysis interested in applications of vector measures to control theory, stochastic systems driven by vector measures, and related topics. In particular, this self-contained account can be a starting point for further advances in the theory and applications of dynamic systems driven and controlled by vector measures.
Publisher: Springer Nature
ISBN: 3030821390
Category : Mathematics
Languages : en
Pages : 328
Book Description
This book is devoted to the development of optimal control theory for finite dimensional systems governed by deterministic and stochastic differential equations driven by vector measures. The book deals with a broad class of controls, including regular controls (vector-valued measurable functions), relaxed controls (measure-valued functions) and controls determined by vector measures, where both fully and partially observed control problems are considered. In the past few decades, there have been remarkable advances in the field of systems and control theory thanks to the unprecedented interaction between mathematics and the physical and engineering sciences. Recently, optimal control theory for dynamic systems driven by vector measures has attracted increasing interest. This book presents this theory for dynamic systems governed by both ordinary and stochastic differential equations, including extensive results on the existence of optimal controls and necessary conditions for optimality. Computational algorithms are developed based on the optimality conditions, with numerical results presented to demonstrate the applicability of the theoretical results developed in the book. This book will be of interest to researchers in optimal control or applied functional analysis interested in applications of vector measures to control theory, stochastic systems driven by vector measures, and related topics. In particular, this self-contained account can be a starting point for further advances in the theory and applications of dynamic systems driven and controlled by vector measures.
Vector and Operator Valued Measures and Applications
Author: Don H. Tucker
Publisher: Academic Press
ISBN: 1483261026
Category : Mathematics
Languages : en
Pages : 475
Book Description
Vector and Operator Valued Measures and Applications is a collection of papers presented at the Symposium on Vector and Operator Valued Measures and Applications held in Alta, Utah, on August 7-12, 1972. The symposium provided a forum for discussing vector and operator valued measures and their applications to various areas such as stochastic integration, electrical engineering, control theory, and scattering theory. Comprised of 37 chapters, this volume begins by presenting two remarks related to the result due to Kolmogorov: the first is a theorem holding for nonnegative definite functions from T X T to C (where T is an arbitrary index set), and the second applies to separable Hausdorff spaces T, continuous nonnegative definite functions ? from T X T to C, and separable Hilbert spaces H. The reader is then introduced to the extremal structure of the range of a controlled vector measure ? with values in a Hausdorff locally convex space X over the field of reals; how the theory of vector measures is connected with the theory of compact and weakly compact mappings on certain function spaces; and Daniell and Daniell-Bochner type integrals. Subsequent chapters focus on the disintegration of measures and lifting; products of spectral measures; and mean convergence of martingales of Pettis integrable functions. This book should be of considerable use to workers in the field of mathematics.
Publisher: Academic Press
ISBN: 1483261026
Category : Mathematics
Languages : en
Pages : 475
Book Description
Vector and Operator Valued Measures and Applications is a collection of papers presented at the Symposium on Vector and Operator Valued Measures and Applications held in Alta, Utah, on August 7-12, 1972. The symposium provided a forum for discussing vector and operator valued measures and their applications to various areas such as stochastic integration, electrical engineering, control theory, and scattering theory. Comprised of 37 chapters, this volume begins by presenting two remarks related to the result due to Kolmogorov: the first is a theorem holding for nonnegative definite functions from T X T to C (where T is an arbitrary index set), and the second applies to separable Hausdorff spaces T, continuous nonnegative definite functions ? from T X T to C, and separable Hilbert spaces H. The reader is then introduced to the extremal structure of the range of a controlled vector measure ? with values in a Hausdorff locally convex space X over the field of reals; how the theory of vector measures is connected with the theory of compact and weakly compact mappings on certain function spaces; and Daniell and Daniell-Bochner type integrals. Subsequent chapters focus on the disintegration of measures and lifting; products of spectral measures; and mean convergence of martingales of Pettis integrable functions. This book should be of considerable use to workers in the field of mathematics.
Probability in Banach Spaces
Author: Michel Ledoux
Publisher: Springer Science & Business Media
ISBN: 3642202128
Category : Mathematics
Languages : en
Pages : 493
Book Description
Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed.
Publisher: Springer Science & Business Media
ISBN: 3642202128
Category : Mathematics
Languages : en
Pages : 493
Book Description
Isoperimetric, measure concentration and random process techniques appear at the basis of the modern understanding of Probability in Banach spaces. Based on these tools, the book presents a complete treatment of the main aspects of Probability in Banach spaces (integrability and limit theorems for vector valued random variables, boundedness and continuity of random processes) and of some of their links to Geometry of Banach spaces (via the type and cotype properties). Its purpose is to present some of the main aspects of this theory, from the foundations to the most important achievements. The main features of the investigation are the systematic use of isoperimetry and concentration of measure and abstract random process techniques (entropy and majorizing measures). Examples of these probabilistic tools and ideas to classical Banach space theory are further developed.
Predictive Econometrics and Big Data
Author: Vladik Kreinovich
Publisher: Springer
ISBN: 3319709429
Category : Technology & Engineering
Languages : en
Pages : 788
Book Description
This book presents recent research on predictive econometrics and big data. Gathering edited papers presented at the 11th International Conference of the Thailand Econometric Society (TES2018), held in Chiang Mai, Thailand, on January 10-12, 2018, its main focus is on predictive techniques – which directly aim at predicting economic phenomena; and big data techniques – which enable us to handle the enormous amounts of data generated by modern computers in a reasonable time. The book also discusses the applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that employs mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. It is therefore important to develop data processing techniques that explicitly focus on prediction. The more data we have, the better our predictions will be. As such, these techniques are essential to our ability to process huge amounts of available data.
Publisher: Springer
ISBN: 3319709429
Category : Technology & Engineering
Languages : en
Pages : 788
Book Description
This book presents recent research on predictive econometrics and big data. Gathering edited papers presented at the 11th International Conference of the Thailand Econometric Society (TES2018), held in Chiang Mai, Thailand, on January 10-12, 2018, its main focus is on predictive techniques – which directly aim at predicting economic phenomena; and big data techniques – which enable us to handle the enormous amounts of data generated by modern computers in a reasonable time. The book also discusses the applications of more traditional statistical techniques to econometric problems. Econometrics is a branch of economics that employs mathematical (especially statistical) methods to analyze economic systems, to forecast economic and financial dynamics, and to develop strategies for achieving desirable economic performance. It is therefore important to develop data processing techniques that explicitly focus on prediction. The more data we have, the better our predictions will be. As such, these techniques are essential to our ability to process huge amounts of available data.
Statistical Machine Learning
Author: Richard Golden
Publisher: CRC Press
ISBN: 1351051490
Category : Computers
Languages : en
Pages : 525
Book Description
The recent rapid growth in the variety and complexity of new machine learning architectures requires the development of improved methods for designing, analyzing, evaluating, and communicating machine learning technologies. Statistical Machine Learning: A Unified Framework provides students, engineers, and scientists with tools from mathematical statistics and nonlinear optimization theory to become experts in the field of machine learning. In particular, the material in this text directly supports the mathematical analysis and design of old, new, and not-yet-invented nonlinear high-dimensional machine learning algorithms. Features: Unified empirical risk minimization framework supports rigorous mathematical analyses of widely used supervised, unsupervised, and reinforcement machine learning algorithms Matrix calculus methods for supporting machine learning analysis and design applications Explicit conditions for ensuring convergence of adaptive, batch, minibatch, MCEM, and MCMC learning algorithms that minimize both unimodal and multimodal objective functions Explicit conditions for characterizing asymptotic properties of M-estimators and model selection criteria such as AIC and BIC in the presence of possible model misspecification This advanced text is suitable for graduate students or highly motivated undergraduate students in statistics, computer science, electrical engineering, and applied mathematics. The text is self-contained and only assumes knowledge of lower-division linear algebra and upper-division probability theory. Students, professional engineers, and multidisciplinary scientists possessing these minimal prerequisites will find this text challenging yet accessible. About the Author: Richard M. Golden (Ph.D., M.S.E.E., B.S.E.E.) is Professor of Cognitive Science and Participating Faculty Member in Electrical Engineering at the University of Texas at Dallas. Dr. Golden has published articles and given talks at scientific conferences on a wide range of topics in the fields of both statistics and machine learning over the past three decades. His long-term research interests include identifying conditions for the convergence of deterministic and stochastic machine learning algorithms and investigating estimation and inference in the presence of possibly misspecified probability models.
Publisher: CRC Press
ISBN: 1351051490
Category : Computers
Languages : en
Pages : 525
Book Description
The recent rapid growth in the variety and complexity of new machine learning architectures requires the development of improved methods for designing, analyzing, evaluating, and communicating machine learning technologies. Statistical Machine Learning: A Unified Framework provides students, engineers, and scientists with tools from mathematical statistics and nonlinear optimization theory to become experts in the field of machine learning. In particular, the material in this text directly supports the mathematical analysis and design of old, new, and not-yet-invented nonlinear high-dimensional machine learning algorithms. Features: Unified empirical risk minimization framework supports rigorous mathematical analyses of widely used supervised, unsupervised, and reinforcement machine learning algorithms Matrix calculus methods for supporting machine learning analysis and design applications Explicit conditions for ensuring convergence of adaptive, batch, minibatch, MCEM, and MCMC learning algorithms that minimize both unimodal and multimodal objective functions Explicit conditions for characterizing asymptotic properties of M-estimators and model selection criteria such as AIC and BIC in the presence of possible model misspecification This advanced text is suitable for graduate students or highly motivated undergraduate students in statistics, computer science, electrical engineering, and applied mathematics. The text is self-contained and only assumes knowledge of lower-division linear algebra and upper-division probability theory. Students, professional engineers, and multidisciplinary scientists possessing these minimal prerequisites will find this text challenging yet accessible. About the Author: Richard M. Golden (Ph.D., M.S.E.E., B.S.E.E.) is Professor of Cognitive Science and Participating Faculty Member in Electrical Engineering at the University of Texas at Dallas. Dr. Golden has published articles and given talks at scientific conferences on a wide range of topics in the fields of both statistics and machine learning over the past three decades. His long-term research interests include identifying conditions for the convergence of deterministic and stochastic machine learning algorithms and investigating estimation and inference in the presence of possibly misspecified probability models.
Fuzzy Sets Theory and Applications
Author: André Jones
Publisher: Springer Science & Business Media
ISBN: 9400946821
Category : Mathematics
Languages : en
Pages : 405
Book Description
Problems in decision making and in other areas such as pattern recogni tion, control, structural engineering etc. involve numerous aspects of uncertainty. Additional vagueness is introduced as models become more complex but not necessarily more meaningful by the added details. During the last two decades one has become more and more aware of the fact that not all this uncertainty is of stochastic (random) cha racter and that, therefore, it can not be modelled appropriately by probability theory. This becomes the more obvious the more we want to represent formally human knowledge. As far as uncertain data are concerned, we have neither instru ments nor reasoning at our disposal as well defined and unquestionable as those used in the probability theory. This almost infallible do main is the result of a tremendous work by the whole scientific world. But when measures are dubious, bad or no longer possible and when we really have to make use of the richness of human reasoning in its variety, then the theories dealing with the treatment of uncertainty, some quite new and other ones older, provide the required complement, and fill in the gap left in the field of knowledge representation. Nowadays, various theories are widely used: fuzzy sets, belief function, the convenient associations between probability and fuzzines~ etc ••• We are more and more in need of a wide range of instruments and theories to build models that are more and more adapted to the most complex systems.
Publisher: Springer Science & Business Media
ISBN: 9400946821
Category : Mathematics
Languages : en
Pages : 405
Book Description
Problems in decision making and in other areas such as pattern recogni tion, control, structural engineering etc. involve numerous aspects of uncertainty. Additional vagueness is introduced as models become more complex but not necessarily more meaningful by the added details. During the last two decades one has become more and more aware of the fact that not all this uncertainty is of stochastic (random) cha racter and that, therefore, it can not be modelled appropriately by probability theory. This becomes the more obvious the more we want to represent formally human knowledge. As far as uncertain data are concerned, we have neither instru ments nor reasoning at our disposal as well defined and unquestionable as those used in the probability theory. This almost infallible do main is the result of a tremendous work by the whole scientific world. But when measures are dubious, bad or no longer possible and when we really have to make use of the richness of human reasoning in its variety, then the theories dealing with the treatment of uncertainty, some quite new and other ones older, provide the required complement, and fill in the gap left in the field of knowledge representation. Nowadays, various theories are widely used: fuzzy sets, belief function, the convenient associations between probability and fuzzines~ etc ••• We are more and more in need of a wide range of instruments and theories to build models that are more and more adapted to the most complex systems.
Infinitesimal Analysis
Author: E.I. Gordon
Publisher: Springer Science & Business Media
ISBN: 940170063X
Category : Mathematics
Languages : en
Pages : 435
Book Description
Infinitesimal analysis, once a synonym for calculus, is now viewed as a technique for studying the properties of an arbitrary mathematical object by discriminating between its standard and nonstandard constituents. Resurrected by A. Robinson in the early 1960's with the epithet 'nonstandard', infinitesimal analysis not only has revived the methods of infinitely small and infinitely large quantities, which go back to the very beginning of calculus, but also has suggested many powerful tools for research in every branch of modern mathematics. The book sets forth the basics of the theory, as well as the most recent applications in, for example, functional analysis, optimization, and harmonic analysis. The concentric style of exposition enables this work to serve as an elementary introduction to one of the most promising mathematical technologies, while revealing up-to-date methods of monadology and hyperapproximation. This is a companion volume to the earlier works on nonstandard methods of analysis by A.G. Kusraev and S.S. Kutateladze (1999), ISBN 0-7923-5921-6 and Nonstandard Analysis and Vector Lattices edited by S.S. Kutateladze (2000), ISBN 0-7923-6619-0
Publisher: Springer Science & Business Media
ISBN: 940170063X
Category : Mathematics
Languages : en
Pages : 435
Book Description
Infinitesimal analysis, once a synonym for calculus, is now viewed as a technique for studying the properties of an arbitrary mathematical object by discriminating between its standard and nonstandard constituents. Resurrected by A. Robinson in the early 1960's with the epithet 'nonstandard', infinitesimal analysis not only has revived the methods of infinitely small and infinitely large quantities, which go back to the very beginning of calculus, but also has suggested many powerful tools for research in every branch of modern mathematics. The book sets forth the basics of the theory, as well as the most recent applications in, for example, functional analysis, optimization, and harmonic analysis. The concentric style of exposition enables this work to serve as an elementary introduction to one of the most promising mathematical technologies, while revealing up-to-date methods of monadology and hyperapproximation. This is a companion volume to the earlier works on nonstandard methods of analysis by A.G. Kusraev and S.S. Kutateladze (1999), ISBN 0-7923-5921-6 and Nonstandard Analysis and Vector Lattices edited by S.S. Kutateladze (2000), ISBN 0-7923-6619-0
Stopping Times and Directed Processes
Author: Gerald A. Edgar
Publisher: Cambridge University Press
ISBN: 0521350239
Category : Mathematics
Languages : en
Pages : 446
Book Description
A unified treatment of the theory of 'stopping times' for probability theorists and statisticians.
Publisher: Cambridge University Press
ISBN: 0521350239
Category : Mathematics
Languages : en
Pages : 446
Book Description
A unified treatment of the theory of 'stopping times' for probability theorists and statisticians.