Trends In Probability And Related Analysis - Proceedings Of Sap'96

Trends In Probability And Related Analysis - Proceedings Of Sap'96 PDF

Author: N Kono

Publisher: World Scientific

Published: 1997-10-31

Total Pages: 365

ISBN-13: 981454552X

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This proceedings volume reflects the current interest — especially of researchers in the Asia-Pacific region — in probability theory and related theory of analysis and statistics. It contains the papers of the two survey speakers, and of some other speakers and researchers. It brings out the theme of SAP, an international meeting on some aspects of probability, analysis and their interplay.

Trends in Probability and Related Analysis

Trends in Probability and Related Analysis PDF

Author: Norio Kōno

Publisher: World Scientific Publishing Company Incorporated

Published: 1997

Total Pages: 355

ISBN-13: 9789810232900

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This proceedings volume reflects the current interest -- especially of researchers in the Asia-Pacific region -- in probability theory and related theory of analysis and statistics. It contains the papers of the two survey speakers, and of some other speakers and researchers, It brings out the theme of SAP, an international meeting on probability, (some) analysis and their interplay.

Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition

Topics in Infinitely Divisible Distributions and Lévy Processes, Revised Edition PDF

Author: Alfonso Rocha-Arteaga

Publisher: Springer Nature

Published: 2019-11-02

Total Pages: 135

ISBN-13: 3030227006

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This book deals with topics in the area of Lévy processes and infinitely divisible distributions such as Ornstein-Uhlenbeck type processes, selfsimilar additive processes and multivariate subordination. These topics are developed around a decreasing chain of classes of distributions Lm, m = 0,1,...,∞, from the class L0 of selfdecomposable distributions to the class L∞ generated by stable distributions through convolution and convergence. The book is divided into five chapters. Chapter 1 studies basic properties of Lm classes needed for the subsequent chapters. Chapter 2 introduces Ornstein-Uhlenbeck type processes generated by a Lévy process through stochastic integrals based on Lévy processes. Necessary and sufficient conditions are given for a generating Lévy process so that the OU type process has a limit distribution of Lm class. Chapter 3 establishes the correspondence between selfsimilar additive processes and selfdecomposable distributions and makes a close inspection of the Lamperti transformation, which transforms selfsimilar additive processes and stationary type OU processes to each other. Chapter 4 studies multivariate subordination of a cone-parameter Lévy process by a cone-valued Lévy process. Finally, Chapter 5 studies strictly stable and Lm properties inherited by the subordinated process in multivariate subordination. In this revised edition, new material is included on advances in these topics. It is rewritten as self-contained as possible. Theorems, lemmas, propositions, examples and remarks were reorganized; some were deleted and others were newly added. The historical notes at the end of each chapter were enlarged. This book is addressed to graduate students and researchers in probability and mathematical statistics who are interested in learning more on Lévy processes and infinitely divisible distributions.

Proceedings of the Second ISAAC Congress

Proceedings of the Second ISAAC Congress PDF

Author: Heinrich G.W. Begehr

Publisher: Springer Science & Business Media

Published: 2013-12-01

Total Pages: 786

ISBN-13: 1461302692

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This book is the Proceedings of the Second ISAAC Congress. ISAAC is the acronym of the International Society for Analysis, its Applications and Computation. The president of ISAAC is Professor Robert P. Gilbert, the second named editor of this book, e-mail: [email protected]. The Congress is world-wide valued so highly that an application for a grant has been selected and this project has been executed with Grant No. 11-56 from *the Commemorative Association for the Japan World Exposition (1970). The finance of the publication of this book is exclusively the said Grant No. 11-56 from *. Thus, a pair of each one copy of two volumes of this book will be sent to all contributors, who registered at the Second ISAAC Congress in Fukuoka, free of charge by the Kluwer Academic Publishers. Analysis is understood here in the broad sense of the word, includ ing differential equations, integral equations, functional analysis, and function theory. It is the purpose of ISAAC to promote analysis, its applications, and its interaction with computation. With this objective, ISAAC organizes international Congresses for the presentation and dis cussion of research on analysis. ISAAC welcomes new members and those interested in joining ISAAC are encouraged to look at the web site http://www .math. udel.edu/ gilbert/isaac/index.html vi and http://www.math.fu-berlin.de/ rd/ ag/isaac/newton/index.html.

Abstract and Applied Analysis

Abstract and Applied Analysis PDF

Author: N M Chuong

Publisher: World Scientific

Published: 2004-06-01

Total Pages: 580

ISBN-13: 9814482110

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This volume takes up various topics in Mathematical Analysis including boundary and initial value problems for Partial Differential Equations and Functional Analytic methods. Topics include linear elliptic systems for composite material — the coefficients may jump from domain to domain; Stochastic Analysis — many applied problems involve evolution equations with random terms, leading to the use of stochastic analysis. The proceedings have been selected for coverage in: • Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings) • CC Proceedings — Engineering & Physical Sciences Contents:Deterministic Analysis:Differentiation of Hypergeometric Functions with Respect to Parameters (Yu A Brychkov & K O Geddes)On the Lagrange Problem About the Strongest Columns (Yu V Egorov)Wavelet Based Fast Solution of Boundary Integral Equations (H Harbrecht & R Schneider)Semi-Classical Methods in Ginzburg–Landau Theory (B Helffer)Stability of Equilibriums in One-Dimensional Motion of Compressible Viscous Gas Forced by Self-Gravity (Y Iwata & Y Yamamoto)Estimates for Elliptic Systems for Composite Material (L Nirenberg)On Asymptotics for the Mabuchi Energy Functional (D H Phong & J Sturm)Regularity of Solutions of the Initial Boundary Value Problem for Linearized Equations of Ideal Magneto-Hydrodynamics (M Yamamoto)Stochastic Analysis:Impulsive Stochastic Evolution Inclusions with Multi-Valued Diffusion (N U Ahmed)Some of Future Directions of White Noise Analysis (T Hida)Constructing Random Probability Distributions (T P Hill & D E R Sitton)Multiparameter Additive Processes of Mixture Type (K Inoue)The Random Integral Representation Hypothesis Revisited: New Classes of S-Selfdecomposable Laws (Z J Jurek)Semigroups and Processes with Parameter in a Cone (J Pedersen & K-I Sato)and other papers Readership: Researchers and academics in the fields of analysis and differential equations, approximation theory, probability and statistics. Keywords:Almost Complex Manifolds;Noncommutative Geometry;Lagrange Problem;Boundary Value Problem

Abstract and Applied Analysis

Abstract and Applied Analysis PDF

Author: N. M. Chuong

Publisher: World Scientific

Published: 2004

Total Pages: 579

ISBN-13: 9812702547

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This volume takes up various topics in Mathematical Analysis including boundary and initial value problems for Partial Differential Equations and Functional Analytic methods. Topics include linear elliptic systems for composite material OCo the coefficients may jump from domain to domain; Stochastic Analysis OCo many applied problems involve evolution equations with random terms, leading to the use of stochastic analysis. The proceedings have been selected for coverage in: . OCo Index to Scientific & Technical Proceedings (ISTP CDROM version / ISI Proceedings). OCo CC Proceedings OCo Engineering & Physical Sciences. Contents: Deterministic Analysis: Differentiation of Hypergeometric Functions with Respect to Parameters (Yu A Brychkov & K O Geddes); On the Lagrange Problem About the Strongest Columns (Yu V Egorov); Wavelet Based Fast Solution of Boundary Integral Equations (H Harbrecht & R Schneider); Semi-Classical Methods in GinzburgOCoLandau Theory (B Helffer); Stability of Equilibriums in One-Dimensional Motion of Compressible Viscous Gas Forced by Self-Gravity (Y Iwata & Y Yamamoto); Estimates for Elliptic Systems for Composite Material (L Nirenberg); On Asymptotics for the Mabuchi Energy Functional (D H Phong & J Sturm); Regularity of Solutions of the Initial Boundary Value Problem for Linearized Equations of Ideal Magneto-Hydrodynamics (M Yamamoto); Stochastic Analysis: Impulsive Stochastic Evolution Inclusions with Multi-Valued Diffusion (N U Ahmed); Some of Future Directions of White Noise Analysis (T Hida); Constructing Random Probability Distributions (T P Hill & D E R Sitton); Multiparameter Additive Processes of Mixture Type (K Inoue); The Random Integral Representation Hypothesis Revisited: New Classes of S-Selfdecomposable Laws (Z J Jurek); Semigroups and Processes with Parameter in a Cone (J Pedersen & K-I Sato); and other papers. Readership: Researchers and academics in the fields of analysis and differential equations, approximation theory, probability and statistics."

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