Analytical and Computational Methods in Probability Theory
Analytical and Computational Methods in Probability Theory

Author: Vladimir V. Rykov

Publisher: Springer

Published: 2017-12-21

Total Pages: 551

ISBN-13: 3319715046

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This book constitutes the refereed proceedings of the First International Conference on Analytical and Computational Methods in Probability Theory and its Applications, ACMPT 2017, held in Moscow, Russia, in October 2017. The 42 full papers presented were carefully reviewed and selected from 173 submissions. The conference program consisted of four main themes associated with significant contributions made by A.D.Soloviev. These are: Analytical methods in probability theory, Computational methods in probability theory, Asymptotical methods in probability theory, the history of mathematics.

Probabilistic Techniques in Analysis
Probabilistic Techniques in Analysis

Author: Richard F. Bass

Publisher: Springer Science & Business Media

Published: 1994-12-16

Total Pages: 408

ISBN-13: 0387943870

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In recent years, there has been an upsurge of interest in using techniques drawn from probability to tackle problems in analysis. These applications arise in subjects such as potential theory, harmonic analysis, singular integrals, and the study of analytic functions. This book presents a modern survey of these methods at the level of a beginning Ph.D. student. Highlights of this book include the construction of the Martin boundary, probabilistic proofs of the boundary Harnack principle, Dahlberg's theorem, a probabilistic proof of Riesz' theorem on the Hilbert transform, and Makarov's theorems on the support of harmonic measure. The author assumes that a reader has some background in basic real analysis, but the book includes proofs of all the results from probability theory and advanced analysis required. Each chapter concludes with exercises ranging from the routine to the difficult. In addition, there are included discussions of open problems and further avenues of research.

Probability Theory, an Analytic View
Probability Theory, an Analytic View

Author: Daniel W. Stroock

Publisher: Cambridge University Press

Published: 1999

Total Pages: 558

ISBN-13: 9780521663496

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This revised edition is suitable for a first-year graduate course on probability theory. It is intended for students with a good grasp of introductory, undergraduate probability and is a reasonably sophisticated introduction to modern analysis for those who want to learn what these two topics have to say about each other. The first part of the book deals with independent random variables, Central Limit phenomena, the general theory of weak convergence and several of its applications, as well as elements of both the Gaussian and Markovian theory of measures on function space. The introduction of conditional expectation values is postponed until the second part of the book where it is applied to the study of martingales. This section also explores the connection between martingales and various aspects of classical analysis and the connections between Wiener's measure and classical potential theory.

Analytic Functions and Distributions in Physics and Engineering
Analytic Functions and Distributions in Physics and Engineering

Author: Bernard W. Roos

Publisher: John Wiley & Sons

Published: 1969

Total Pages: 552

ISBN-13:

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Analytic functions -- Fourier transforms, causality, and dispersion relations -- The Wiener-Hopf technique -- Boundary value problems for sectionally analytic functions -- Distributions -- Applications in neutron transport theory -- Applications in plasma physics -- Appendix A. Paths, contours, and regions in the complex plane -- Appendix B. Order relations.

Analytic Methods in Applied Probability
Analytic Methods in Applied Probability

Author: Yu. M. Suhov

Publisher: American Mathematical Soc.

Published: 2002

Total Pages: 228

ISBN-13: 9780821833063

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This volume is dedicated to F. I. Karpelevich, an outstanding Russian mathematician who made important contributions to applied probability theory. The book contains original papers focusing on several areas of applied probability and its uses in modern industrial processes, telecommunications, computing, mathematical economics, and finance. It opens with a review of Karpelevich's contributions to applied probability theory and includes a bibliography of his works. Other articles discuss queueing network theory, in particular, in heavy traffic approximation (fluid models). The book is suitable for graduate students, theoretical and applied probabilists, computer scientists, and engineers.

Functional Equations in Probability Theory
Functional Equations in Probability Theory

Author: Ramachandran Balasubrahmanyan

Publisher: Elsevier

Published: 2014-05-12

Total Pages: 271

ISBN-13: 1483272222

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Functional Equations in Probability Theory deals with functional equations in probability theory and covers topics ranging from the integrated Cauchy functional equation (ICFE) to stable and semistable laws. The problem of identical distribution of two linear forms in independent and identically distributed random variables is also considered, with particular reference to the context of the common distribution of these random variables being normal. Comprised of nine chapters, this volume begins with an introduction to Cauchy functional equations as well as distribution functions and characteristic functions. The discussion then turns to the nonnegative solutions of ICFE on R+; ICFE with a signed measure; and application of ICFE to the characterization of probability distributions. Subsequent chapters focus on stable and semistable laws; ICFE with error terms on R+; independent/identically distributed linear forms and the normal laws; and distribution problems relating to the arc-sine, the normal, and the chi-square laws. The final chapter is devoted to ICFE on semigroups of Rd. This book should be of interest to mathematicians and statisticians.