Author : Adam Bobrowski
Publisher : Cambridge University Press
Page : 416 pages
File Size : 43,52 MB
Release : 2005-08-11
Category : Mathematics
ISBN : 9780521831666
This text presents selected areas of functional analysis that can facilitate an understanding of ideas in probability and stochastic processes. Topics covered include basic Hilbert and Banach spaces, weak topologies and Banach algebras, and the theory ofsemigroups of bounded linear operators.
Author : M. Fukushima
Publisher : Springer
Page : 316 pages
File Size : 27,72 MB
Release : 2006-11-14
Category : Mathematics
ISBN : 354039155X
Author : M. Fukushima
Publisher :
Page : 316 pages
File Size : 25,28 MB
Release : 2014-01-15
Category :
ISBN : 9783662214350
Author : Masatoshi Fukushima
Publisher : Walter de Gruyter
Page : 501 pages
File Size : 35,32 MB
Release : 2011
Category : Mathematics
ISBN : 3110218089
Since the publication of the first edition in 1994, this book has attracted constant interests from readers and is by now regarded as a standard reference for the theory of Dirichlet forms. For the present second edition, the authors not only revise
Author : Adam Bobrowski
Publisher : Cambridge University Press
Page : 407 pages
File Size : 20,6 MB
Release : 2005-08-11
Category : Mathematics
ISBN : 1139443887
This text is designed both for students of probability and stochastic processes, and for students of functional analysis. For the reader not familiar with functional analysis a detailed introduction to necessary notions and facts is provided. However, this is not a straight textbook in functional analysis; rather, it presents some chosen parts of functional analysis that can help understand ideas from probability and stochastic processes. The subjects range from basic Hilbert and Banach spaces, through weak topologies and Banach algebras, to the theory of semigroups of bounded linear operators. Numerous standard and non-standard examples and exercises make the book suitable as a course textbook or for self-study.
Author :
Publisher : Academic Press
Page : 325 pages
File Size : 32,92 MB
Release : 2011-08-29
Category : Mathematics
ISBN : 0080873413
Markov Processes and Potential Theory
Author : Daniel W. Stroock
Publisher : Springer Science & Business Media
Page : 213 pages
File Size : 25,24 MB
Release : 2013-10-28
Category : Mathematics
ISBN : 3642405231
This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students with a solid undergraduate background in mathematics, including students from engineering, economics, physics, and biology. Topics covered are: Doeblin's theory, general ergodic properties, and continuous time processes. Applications are dispersed throughout the book. In addition, a whole chapter is devoted to reversible processes and the use of their associated Dirichlet forms to estimate the rate of convergence to equilibrium. These results are then applied to the analysis of the Metropolis (a.k.a simulated annealing) algorithm. The corrected and enlarged 2nd edition contains a new chapter in which the author develops computational methods for Markov chains on a finite state space. Most intriguing is the section with a new technique for computing stationary measures, which is applied to derivations of Wilson's algorithm and Kirchoff's formula for spanning trees in a connected graph.
Author : Kiyosi Itô
Publisher : Springer
Page : 54 pages
File Size : 47,6 MB
Release : 2015-12-24
Category : Mathematics
ISBN : 981100272X
An extension problem (often called a boundary problem) of Markov processes has been studied, particularly in the case of one-dimensional diffusion processes, by W. Feller, K. Itô, and H. P. McKean, among others. In this book, Itô discussed a case of a general Markov process with state space S and a specified point a ∈ S called a boundary. The problem is to obtain all possible recurrent extensions of a given minimal process (i.e., the process on S \ {a} which is absorbed on reaching the boundary a). The study in this lecture is restricted to a simpler case of the boundary a being a discontinuous entrance point, leaving a more general case of a continuous entrance point to future works. He established a one-to-one correspondence between a recurrent extension and a pair of a positive measure k(db) on S \ {a} (called the jumping-in measure and a non-negative number m
Author : Jerome Goldstein
Publisher : CRC Press
Page : 296 pages
File Size : 13,37 MB
Release : 2020-09-24
Category : Mathematics
ISBN : 1000105423
"Covers the areas of modern analysis and probability theory. Presents a collection of papers given at the Festschrift held in honor of the 65 birthday of M. M. Rao, whose prolific published research includes the well-received Marcel Dekker, Inc. books Theory of Orlicz Spaces and Conditional Measures and Applications. Features previously unpublished research articles by a host of internationally recognized scholars."
Author : Randall J. Swift
Publisher : American Mathematical Society
Page : 248 pages
File Size : 45,78 MB
Release : 2021-11-22
Category : Mathematics
ISBN : 1470459825
This volume contains the proceedings of the AMS Special Session on Celebrating M. M. Rao's Many Mathematical Contributions as he Turns 90 Years Old, held from November 9–10, 2019, at the University of California, Riverside, California. The articles show the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes and their applications. The volume also includes a biography of M. M. Rao and the list of his publications.
