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Author: Adam Bobrowski
Publisher: Cambridge University Press
Published: 2005-08-11
Total Pages: 416
ISBN-13: 9780521831666
DOWNLOAD EBOOK →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: Randall J. Swift
Publisher: American Mathematical Society
Published: 2021-11-22
Total Pages: 248
ISBN-13: 1470459825
DOWNLOAD EBOOK →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.
Author: Jerome Goldstein
Publisher: CRC Press
Published: 2020-09-24
Total Pages: 296
ISBN-13: 1000105423
DOWNLOAD EBOOK →"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 Features previously unpublished research articles by a host of internationally recognized scholars."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: Jerome Goldstein
Publisher: CRC Press
Published: 1997-01-02
Total Pages: 300
ISBN-13: 9780824798017
DOWNLOAD EBOOK →"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 Features previously unpublished research articles by a host of internationally recognized scholars."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: Alan C. Krinik
Publisher: CRC Press
Published: 2004-03-23
Total Pages: 526
ISBN-13: 9780203913574
DOWNLOAD EBOOK →This extraordinary compilation is an expansion of the recent American Mathematical Society Special Session celebrating M. M. Rao's distinguished career and includes most of the presented papers as well as ancillary contributions from session invitees. This book shows the effectiveness of abstract analysis for solving fundamental problems of stochas
Author: Adam Bobrowski
Publisher: Cambridge University Press
Published: 2005-08-11
Total Pages: 407
ISBN-13: 1139443887
DOWNLOAD EBOOK →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: A. Bensoussan
Publisher: Elsevier
Published: 2011-08-18
Total Pages: 409
ISBN-13: 9780080875323
DOWNLOAD EBOOK →Stochastic Control by Functional Analysis Methods
Author: Yuichiro Kakihara
Publisher: World Scientific
Published: 2021-07-29
Total Pages: 539
ISBN-13: 9811211760
DOWNLOAD EBOOK →This is a development of the book entitled Multidimensional Second Order Stochastic Processes. It provides a research expository treatment of infinite-dimensional stationary and nonstationary stochastic processes or time series, based on Hilbert and Banach space-valued second order random variables. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, V-bounded, Cramér and Karhunen classes as well as the stationary class. A new type of the Radon-Nikodým derivative of a Banach space-valued measure is introduced, together with Schauder basic measures, to study uniformly bounded linearly stationary processes.Emphasis is on the use of functional analysis and harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Generalizations are made to consider Banach space-valued stochastic processes to include processes of pth order for p ≥ 1. Readers may find that the covariance kernel is always emphasized and reveals another aspect of stochastic processes.This book is intended not only for probabilists and statisticians, but also for functional analysts and communication engineers.
Author: Paul H. Bezandry
Publisher: Springer Science & Business Media
Published: 2011-04-07
Total Pages: 247
ISBN-13: 1441994769
DOWNLOAD EBOOK →This book lays the foundations for a theory on almost periodic stochastic processes and their applications to various stochastic differential equations, functional differential equations with delay, partial differential equations, and difference equations. It is in part a sequel of authors recent work on almost periodic stochastic difference and differential equations and has the particularity to be the first book that is entirely devoted to almost periodic random processes and their applications. The topics treated in it range from existence, uniqueness, and stability of solutions for abstract stochastic difference and differential equations.
Author: Bobrowski
Publisher:
Published: 2010-07-23
Total Pages:
ISBN-13: 9780521169912
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