Tools for Infinite Dimensional Analysis

Tools for Infinite Dimensional Analysis

Author: Jeremy J. Becnel

Publisher: CRC Press

Published: 2020-12-28

Total Pages: 289

ISBN-13: 1000328260

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Over the past six decades, several extremely important fields in mathematics have been developed. Among these are Itô calculus, Gaussian measures on Banach spaces, Malliavan calculus, and white noise distribution theory. These subjects have many applications, ranging from finance and economics to physics and biology. Unfortunately, the background information required to conduct research in these subjects presents a tremendous roadblock. The background material primarily stems from an abstract subject known as infinite dimensional topological vector spaces. While this information forms the backdrop for these subjects, the books and papers written about topological vector spaces were never truly written for researchers studying infinite dimensional analysis. Thus, the literature for topological vector spaces is dense and difficult to digest, much of it being written prior to the 1960s. Tools for Infinite Dimensional Analysis aims to address these problems by providing an introduction to the background material for infinite dimensional analysis that is friendly in style and accessible to graduate students and researchers studying the above-mentioned subjects. It will save current and future researchers countless hours and promote research in these areas by removing an obstacle in the path to beginning study in areas of infinite dimensional analysis. Features Focused approach to the subject matter Suitable for graduate students as well as researchers Detailed proofs of primary results


Tools for Infinite Dimensional Analysis

Tools for Infinite Dimensional Analysis

Author: Jeremy J. Becnel

Publisher: CRC Press

Published: 2020-12-21

Total Pages: 266

ISBN-13: 1000328287

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Over the past six decades, several extremely important fields in mathematics have been developed. Among these are Itô calculus, Gaussian measures on Banach spaces, Malliavan calculus, and white noise distribution theory. These subjects have many applications, ranging from finance and economics to physics and biology. Unfortunately, the background information required to conduct research in these subjects presents a tremendous roadblock. The background material primarily stems from an abstract subject known as infinite dimensional topological vector spaces. While this information forms the backdrop for these subjects, the books and papers written about topological vector spaces were never truly written for researchers studying infinite dimensional analysis. Thus, the literature for topological vector spaces is dense and difficult to digest, much of it being written prior to the 1960s. Tools for Infinite Dimensional Analysis aims to address these problems by providing an introduction to the background material for infinite dimensional analysis that is friendly in style and accessible to graduate students and researchers studying the above-mentioned subjects. It will save current and future researchers countless hours and promote research in these areas by removing an obstacle in the path to beginning study in areas of infinite dimensional analysis. Features Focused approach to the subject matter Suitable for graduate students as well as researchers Detailed proofs of primary results


An Introduction to Infinite-Dimensional Analysis

An Introduction to Infinite-Dimensional Analysis

Author: Giuseppe Da Prato

Publisher: Springer Science & Business Media

Published: 2006-08-25

Total Pages: 217

ISBN-13: 3540290214

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Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.


Infinite-dimensional Analysis: Operators In Hilbert Space; Stochastic Calculus Via Representations, And Duality Theory

Infinite-dimensional Analysis: Operators In Hilbert Space; Stochastic Calculus Via Representations, And Duality Theory

Author: Palle Jorgensen

Publisher: World Scientific

Published: 2021-01-15

Total Pages: 253

ISBN-13: 9811225796

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The purpose of this book is to make available to beginning graduate students, and to others, some core areas of analysis which serve as prerequisites for new developments in pure and applied areas. We begin with a presentation (Chapters 1 and 2) of a selection of topics from the theory of operators in Hilbert space, algebras of operators, and their corresponding spectral theory. This is a systematic presentation of interrelated topics from infinite-dimensional and non-commutative analysis; again, with view to applications. Chapter 3 covers a study of representations of the canonical commutation relations (CCRs); with emphasis on the requirements of infinite-dimensional calculus of variations, often referred to as Ito and Malliavin calculus, Chapters 4-6. This further connects to key areas in quantum physics.


Quantum Probability and Related Topics

Quantum Probability and Related Topics

Author: L. Accardi

Publisher: World Scientific

Published: 1993

Total Pages: 390

ISBN-13: 9789810211400

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Quantum Probability and Related Topics is a series of volumes based on material discussed at the various QP conferences. It aims to provide an update on the rapidly growing field of classical probability, quantum physics and functional analysis.


Infinite Dimensional Optimization and Control Theory

Infinite Dimensional Optimization and Control Theory

Author: Hector O. Fattorini

Publisher: Cambridge University Press

Published: 1999-03-28

Total Pages: 828

ISBN-13: 9780521451253

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Treats optimal problems for systems described by ODEs and PDEs, using an approach that unifies finite and infinite dimensional nonlinear programming.


Techniques of Variational Analysis

Techniques of Variational Analysis

Author: Jonathan Borwein

Publisher: Springer Science & Business Media

Published: 2006-06-18

Total Pages: 368

ISBN-13: 0387282718

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Borwein is an authority in the area of mathematical optimization, and his book makes an important contribution to variational analysis Provides a good introduction to the topic


Fundamentals of Infinite Dimensional Representation Theory

Fundamentals of Infinite Dimensional Representation Theory

Author: Raymond C. Fabec

Publisher: CRC Press

Published: 2018-10-03

Total Pages: 448

ISBN-13: 1351990217

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Infinite dimensional representation theory blossomed in the latter half of the twentieth century, developing in part with quantum mechanics and becoming one of the mainstays of modern mathematics. Fundamentals of Infinite Dimensional Representation Theory provides an accessible account of the topics in analytic group representation theory and operator algebras from which much of the subject has evolved. It presents new and old results in a coherent and natural manner and studies a number of tools useful in various areas of this diversely applied subject. From Borel spaces and selection theorems to Mackey's theory of induction, measures on homogeneous spaces, and the theory of left Hilbert algebras, the author's self-contained treatment allows readers to choose from a wide variety of topics and pursue them independently according to their needs. Beyond serving as both a general reference and as a text for those requiring a background in group-operator algebra representation theory, for careful readers, this monograph helps reveal not only the subject's utility, but also its inherent beauty.


Stability of Finite and Infinite Dimensional Systems

Stability of Finite and Infinite Dimensional Systems

Author: Michael I. Gil'

Publisher: Springer Science & Business Media

Published: 1998-09-30

Total Pages: 386

ISBN-13: 9780792382218

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The aim of Stability of Finite and Infinite Dimensional Systems is to provide new tools for specialists in control system theory, stability theory of ordinary and partial differential equations, and differential-delay equations. Stability of Finite and Infinite Dimensional Systems is the first book that gives a systematic exposition of the approach to stability analysis which is based on estimates for matrix-valued and operator-valued functions, allowing us to investigate various classes of finite and infinite dimensional systems from the unified viewpoint. This book contains solutions to the problems connected with the Aizerman and generalized Aizerman conjectures and presents fundamental results by A. Yu. Levin for the stability of nonautonomous systems having variable real characteristic roots. Stability of Finite and Infinite Dimensional Systems is intended not only for specialists in stability theory, but for anyone interested in various applications who has had at least a first-year graduate-level course in analysis.


Mathematical Foundations of Infinite-Dimensional Statistical Models

Mathematical Foundations of Infinite-Dimensional Statistical Models

Author: Evarist Giné

Publisher: Cambridge University Press

Published: 2021-03-25

Total Pages: 706

ISBN-13: 1009022784

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In nonparametric and high-dimensional statistical models, the classical Gauss–Fisher–Le Cam theory of the optimality of maximum likelihood estimators and Bayesian posterior inference does not apply, and new foundations and ideas have been developed in the past several decades. This book gives a coherent account of the statistical theory in infinite-dimensional parameter spaces. The mathematical foundations include self-contained 'mini-courses' on the theory of Gaussian and empirical processes, approximation and wavelet theory, and the basic theory of function spaces. The theory of statistical inference in such models - hypothesis testing, estimation and confidence sets - is presented within the minimax paradigm of decision theory. This includes the basic theory of convolution kernel and projection estimation, but also Bayesian nonparametrics and nonparametric maximum likelihood estimation. In a final chapter the theory of adaptive inference in nonparametric models is developed, including Lepski's method, wavelet thresholding, and adaptive inference for self-similar functions. Winner of the 2017 PROSE Award for Mathematics.