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Author: Adam Bobrowski
Publisher: Cambridge University Press
Published: 2005-08-11
Total Pages: 416
ISBN-13: 9780521831666
DOWNLOAD EBOOKThis 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: Alan C. Krinik
Publisher: CRC Press
Published: 2004-03-23
Total Pages: 526
ISBN-13: 9780203913574
DOWNLOAD EBOOKThis 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: 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 Features previously unpublished research articles by a host of internationally recognized scholars."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 Features previously unpublished research articles by a host of internationally recognized scholars."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: Randall J. Swift
Publisher: American Mathematical Society
Published: 2021-11-22
Total Pages: 248
ISBN-13: 1470459825
DOWNLOAD EBOOKThis 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: Yuichiro Kakihara
Publisher: World Scientific
Published: 2021-07-29
Total Pages: 539
ISBN-13: 9811211760
DOWNLOAD EBOOKThis 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: Adam Bobrowski
Publisher:
Published: 2005
Total Pages: 393
ISBN-13: 9781107148550
DOWNLOAD EBOOKThis text is designed both for students of probability and stochastic processes, and for students of functional analysis. Numerous standard and non-standard examples and exercises make it suitable for both a textbook for a course as well as for self-study.
Author: A. Bensoussan
Publisher: Elsevier
Published: 2011-08-18
Total Pages: 427
ISBN-13: 0080875327
DOWNLOAD EBOOKStochastic Control by Functional Analysis Methods
Author: Pierre Brémaud
Publisher: Springer
Published: 2014-09-16
Total Pages: 396
ISBN-13: 3319095900
DOWNLOAD EBOOKThis work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes). It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological spike signals and ultrawide-band communications. Although the treatment is mathematically rigorous, the convivial style makes the book accessible to a large audience. In particular, it will be interesting to anyone working in electrical engineering and communications, biology (point process signals) and econometrics (arma models). Each chapter has an exercise section, which makes Fourier Analysis and Stochastic Processes suitable for a graduate course in applied mathematics, as well as for self-study.
Author: Frank Beichelt
Publisher: CRC Press
Published: 2001-10-18
Total Pages: 342
ISBN-13: 9780415272322
DOWNLOAD EBOOKThis book introduces stochastic processes and their applications for students in engineering, industrial statistics, science, operations research, business, and finance. It provides the theoretical foundations for modeling time-dependent random phenomena encountered in these disciplines. Through numerous science and engineering-based examples and exercises, the author presents the subject in a comprehensible, practically oriented way, but he also includes some important proofs and theoretically challenging examples and exercises that will appeal to more mathematically minded readers. Solutions to most of the exercises are included either in an appendix or within the text.
