Stochastic and Integral Geometry

Stochastic and Integral Geometry

Author: Rolf Schneider

Publisher: Springer Science & Business Media

Published: 2008-09-08

Total Pages: 692

ISBN-13: 354078859X

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Stochastic geometry deals with models for random geometric structures. Its early beginnings are found in playful geometric probability questions, and it has vigorously developed during recent decades, when an increasing number of real-world applications in various sciences required solid mathematical foundations. Integral geometry studies geometric mean values with respect to invariant measures and is, therefore, the appropriate tool for the investigation of random geometric structures that exhibit invariance under translations or motions. Stochastic and Integral Geometry provides the mathematically oriented reader with a rigorous and detailed introduction to the basic stationary models used in stochastic geometry – random sets, point processes, random mosaics – and to the integral geometry that is needed for their investigation. The interplay between both disciplines is demonstrated by various fundamental results. A chapter on selected problems about geometric probabilities and an outlook to non-stationary models are included, and much additional information is given in the section notes.


Integral Geometry and Radon Transforms

Integral Geometry and Radon Transforms

Author: Sigurdur Helgason

Publisher: Springer Science & Business Media

Published: 2010-11-17

Total Pages: 309

ISBN-13: 1441960546

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In this text, integral geometry deals with Radon’s problem of representing a function on a manifold in terms of its integrals over certain submanifolds—hence the term the Radon transform. Examples and far-reaching generalizations lead to fundamental problems such as: (i) injectivity, (ii) inversion formulas, (iii) support questions, (iv) applications (e.g., to tomography, partial di erential equations and group representations). For the case of the plane, the inversion theorem and the support theorem have had major applications in medicine through tomography and CAT scanning. While containing some recent research, the book is aimed at beginning graduate students for classroom use or self-study. A number of exercises point to further results with documentation. From the reviews: “Integral Geometry is a fascinating area, where numerous branches of mathematics meet together. the contents of the book is concentrated around the duality and double vibration, which is realized through the masterful treatment of a variety of examples. the book is written by an expert, who has made fundamental contributions to the area.” —Boris Rubin, Louisiana State University


Integral Geometry and Valuations

Integral Geometry and Valuations

Author: Semyon Alesker

Publisher: Springer

Published: 2014-10-09

Total Pages: 121

ISBN-13: 3034808747

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In the last years there has been significant progress in the theory of valuations, which in turn has led to important achievements in integral geometry. This book originated from two courses delivered by the authors at the CRM and provides a self-contained introduction to these topics, covering most of the recent advances. The first part, by Semyon Alesker, provides an introduction to the theory of convex valuations with emphasis on recent developments. In particular, it presents the new structures on the space of valuations discovered after Alesker's irreducibility theorem. The newly developed theory of valuations on manifolds is also described. In the second part, Joseph H. G. Fu gives a modern introduction to integral geometry in the sense of Blaschke and Santaló. The approach is new and based on the notions and tools presented in the first part. This original viewpoint not only enlightens the classical integral geometry of euclidean space, but it also allows the computation of kinematic formulas in other geometries, such as hermitian spaces. The book will appeal to graduate students and interested researchers from related fields including convex, stochastic, and differential geometry. ​


Random Fields and Geometry

Random Fields and Geometry

Author: R. J. Adler

Publisher: Springer Science & Business Media

Published: 2009-01-29

Total Pages: 455

ISBN-13: 0387481168

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This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.


Stochastic Geometry

Stochastic Geometry

Author: W. Weil

Publisher: Springer

Published: 2006-10-26

Total Pages: 302

ISBN-13: 3540381759

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Stochastic Geometry is the mathematical discipline which studies mathematical models for random geometric structures. This book collects lectures presented at the CIME summer school in Martina Franca in September 2004. The main lecturers covered Spatial Statistics, Random Points, Integral Geometry and Random Sets. These are complemented by two additional contributions on Random Mosaics and Crystallization Processes. The book presents a comprehensive and up-to-date description of important aspects of Stochastic Geometry.


The Geometry of Random Fields

The Geometry of Random Fields

Author: Robert J. Adler

Publisher: SIAM

Published: 2010-01-28

Total Pages: 295

ISBN-13: 0898716934

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An important treatment of the geometric properties of sets generated by random fields, including a comprehensive treatment of the mathematical basics of random fields in general. It is a standard reference for all researchers with an interest in random fields, whether they be theoreticians or come from applied areas.


Lectures on Convex Geometry

Lectures on Convex Geometry

Author: Daniel Hug

Publisher: Springer Nature

Published: 2020-08-27

Total Pages: 287

ISBN-13: 3030501809

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This book provides a self-contained introduction to convex geometry in Euclidean space. After covering the basic concepts and results, it develops Brunn–Minkowski theory, with an exposition of mixed volumes, the Brunn–Minkowski inequality, and some of its consequences, including the isoperimetric inequality. Further central topics are then treated, such as surface area measures, projection functions, zonoids, and geometric valuations. Finally, an introduction to integral-geometric formulas in Euclidean space is provided. The numerous exercises and the supplementary material at the end of each section form an essential part of the book. Convexity is an elementary and natural concept. It plays a key role in many mathematical fields, including functional analysis, optimization, probability theory, and stochastic geometry. Paving the way to the more advanced and specialized literature, the material will be accessible to students in the third year and can be covered in one semester.


Stochastic Analysis for Poisson Point Processes

Stochastic Analysis for Poisson Point Processes

Author: Giovanni Peccati

Publisher: Springer

Published: 2016-07-07

Total Pages: 359

ISBN-13: 3319052330

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Stochastic geometry is the branch of mathematics that studies geometric structures associated with random configurations, such as random graphs, tilings and mosaics. Due to its close ties with stereology and spatial statistics, the results in this area are relevant for a large number of important applications, e.g. to the mathematical modeling and statistical analysis of telecommunication networks, geostatistics and image analysis. In recent years – due mainly to the impetus of the authors and their collaborators – a powerful connection has been established between stochastic geometry and the Malliavin calculus of variations, which is a collection of probabilistic techniques based on the properties of infinite-dimensional differential operators. This has led in particular to the discovery of a large number of new quantitative limit theorems for high-dimensional geometric objects. This unique book presents an organic collection of authoritative surveys written by the principal actors in this rapidly evolving field, offering a rigorous yet lively presentation of its many facets.


Introduction To Stochastic Processes

Introduction To Stochastic Processes

Author: Mu-fa Chen

Publisher: World Scientific

Published: 2021-05-25

Total Pages: 245

ISBN-13: 9814740322

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The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman-Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn-Minkowski inequality in convex geometry.This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis.