Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems

Multivariate Prediction, de Branges Spaces, and Related Extension and Inverse Problems

Author: Damir Z. Arov

Publisher: Birkhäuser

Published: 2018-05-30

Total Pages: 416

ISBN-13: 3319702629

DOWNLOAD EBOOK

This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past. The main focus is on the analytic counterpart of these problems, which amounts to computing projections onto subspaces of a Hilbert space of p x 1 vector valued functions with an inner product that is defined in terms of the p x p matrix valued spectral density of the process. The strategy is to identify these subspaces as vector valued de Branges spaces and then to express projections in terms of the reproducing kernels of these spaces and/or in terms of a generalized Fourier transform that is obtained from the solution of an associated inverse spectral problem. Subsequently, the projection of the past onto the future and the future onto the past is interpreted in terms of the range of appropriately defined Hankel operators and their adjoints, and, in the last chapter, assorted computations are carried out for rational spectral densities. The underlying mathematics needed to tackle this class of problems is developed in careful detail, but, to ease the reading, an attempt is made to avoid excessive generality. En route a number of results that, to the best of our knowledge, were only known for p = 1 are generalized to the case p > 1.


Indefinite Inner Product Spaces, Schur Analysis, and Differential Equations

Indefinite Inner Product Spaces, Schur Analysis, and Differential Equations

Author: Daniel Alpay

Publisher: Birkhäuser

Published: 2018-01-30

Total Pages: 501

ISBN-13: 3319688499

DOWNLOAD EBOOK

This volume, which is dedicated to Heinz Langer, includes biographical material and carefully selected papers. Heinz Langer has made fundamental contributions to operator theory. In particular, he has studied the domains of operator pencils and nonlinear eigenvalue problems, the theory of indefinite inner product spaces, operator theory in Pontryagin and Krein spaces, and applications to mathematical physics. His works include studies on and applications of Schur analysis in the indefinite setting, where the factorization theorems put forward by Krein and Langer for generalized Schur functions, and by Dijksma-Langer-Luger-Shondin, play a key role. The contributions in this volume reflect Heinz Langer’s chief research interests and will appeal to a broad readership whose work involves operator theory.


Linear State/Signal Systems

Linear State/Signal Systems

Author: Damir Z. Arov

Publisher: Cambridge University Press

Published: 2022-05-26

Total Pages: 1050

ISBN-13: 1009021737

DOWNLOAD EBOOK

The authors explain in this work a new approach to observing and controlling linear systems whose inputs and outputs are not fixed in advance. They cover a class of linear time-invariant state/signal system that is general enough to include most of the standard classes of linear time-invariant dynamical systems, but simple enough that it is easy to understand the fundamental principles. They begin by explaining the basic theory of finite-dimensional and bounded systems in a way suitable for graduate courses in systems theory and control. They then proceed to the more advanced infinite-dimensional setting, opening up new ways for researchers to study distributed parameter systems, including linear port-Hamiltonian systems and boundary triplets. They include the general non-passive part of the theory in continuous and discrete time, and provide a short introduction to the passive situation. Numerous examples from circuit theory are used to illustrate the theory.


Quaternionic de Branges Spaces and Characteristic Operator Function

Quaternionic de Branges Spaces and Characteristic Operator Function

Author: Daniel Alpay

Publisher: Springer Nature

Published: 2020-01-27

Total Pages: 121

ISBN-13: 3030383121

DOWNLOAD EBOOK

This work contributes to the study of quaternionic linear operators. This study is a generalization of the complex case, but the noncommutative setting of quaternions shows several interesting new features, see e.g. the so-called S-spectrum and S-resolvent operators. In this work, we study de Branges spaces, namely the quaternionic counterparts of spaces of analytic functions (in a suitable sense) with some specific reproducing kernels, in the unit ball of quaternions or in the half space of quaternions with positive real parts. The spaces under consideration will be Hilbert or Pontryagin or Krein spaces. These spaces are closely related to operator models that are also discussed. The focus of this book is the notion of characteristic operator function of a bounded linear operator A with finite real part, and we address several questions like the study of J-contractive functions, where J is self-adjoint and unitary, and we also treat the inverse problem, namely to characterize which J-contractive functions are characteristic operator functions of an operator. In particular, we prove the counterpart of Potapov's factorization theorem in this framework. Besides other topics, we consider canonical differential equations in the setting of slice hyperholomorphic functions and we define the lossless inverse scattering problem. We also consider the inverse scattering problem associated with canonical differential equations. These equations provide a convenient unifying framework to discuss a number of questions pertaining, for example, to inverse scattering, non-linear partial differential equations and are studied in the last section of this book.


Solving Polynomial Equation Systems

Solving Polynomial Equation Systems

Author: Teo Mora

Publisher: Cambridge University Press

Published: 2003

Total Pages: 833

ISBN-13: 1107109639

DOWNLOAD EBOOK

Covers extensions of Buchberger's Theory and Algorithm, and promising recent alternatives to Gröbner bases.


Solving Polynomial Equation Systems IV: Volume 4, Buchberger Theory and Beyond

Solving Polynomial Equation Systems IV: Volume 4, Buchberger Theory and Beyond

Author: Teo Mora

Publisher: Cambridge University Press

Published: 2016-04-01

Total Pages: 833

ISBN-13: 1316381382

DOWNLOAD EBOOK

In this fourth and final volume the author extends Buchberger's Algorithm in three different directions. First, he extends the theory to group rings and other Ore-like extensions, and provides an operative scheme that allows one to set a Buchberger theory over any effective associative ring. Second, he covers similar extensions as tools for discussing parametric polynomial systems, the notion of SAGBI-bases, Gröbner bases over invariant rings and Hironaka's theory. Finally, Mora shows how Hilbert's followers - notably Janet, Gunther and Macaulay - anticipated Buchberger's ideas and discusses the most promising recent alternatives by Gerdt (involutive bases) and Faugère (F4 and F5). This comprehensive treatment in four volumes is a significant contribution to algorithmic commutative algebra that will be essential reading for algebraists and algebraic geometers.


Basic Theory

Basic Theory

Author: Anatoly Kochubei

Publisher: Walter de Gruyter GmbH & Co KG

Published: 2019-02-19

Total Pages: 490

ISBN-13: 3110571625

DOWNLOAD EBOOK

This multi-volume handbook is the most up-to-date and comprehensive reference work in the field of fractional calculus and its numerous applications. This first volume collects authoritative chapters covering the mathematical theory of fractional calculus, including fractional-order operators, integral transforms and equations, special functions, calculus of variations, and probabilistic and other aspects.