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Author: Alano Ancona
Publisher: Springer
Published: 2007-01-05
Total Pages: 333
ISBN-13: 3540467181
DOWNLOAD EBOOKThis book contains three lectures each of 10 sessions; the first on Potential Theory on graphs and manifolds, the second on annealing and another algorithms for image reconstruction, the third on Malliavin Calculus.
Author: Nobuyuki Ikeda
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 425
ISBN-13: 4431685324
DOWNLOAD EBOOKProfessor Kiyosi Ito is well known as the creator of the modern theory of stochastic analysis. Although Ito first proposed his theory, now known as Ito's stochastic analysis or Ito's stochastic calculus, about fifty years ago, its value in both pure and applied mathematics is becoming greater and greater. For almost all modern theories at the forefront of probability and related fields, Ito's analysis is indispensable as an essential instrument, and it will remain so in the future. For example, a basic formula, called the Ito formula, is well known and widely used in fields as diverse as physics and economics. This volume contains 27 papers written by world-renowned probability theorists. Their subjects vary widely and they present new results and ideas in the fields where stochastic analysis plays an important role. Also included are several expository articles by well-known experts surveying recent developments. Not only mathematicians but also physicists, biologists, economists and researchers in other fields who are interested in the effectiveness of stochastic theory will find valuable suggestions for their research. In addition, students who are beginning their study and research in stochastic analysis and related fields will find instructive and useful guidance here. This volume is dedicated to Professor Ito on the occasion of his eightieth birthday as a token of deep appreciation for his great achievements and contributions. An introduction to and commentary on the scientific works of Professor Ito are also included.
Author: F. Di Biase
Publisher: Springer Science & Business Media
Published: 2012-12-06
Total Pages: 158
ISBN-13: 1461223105
DOWNLOAD EBOOKA basic principle governing the boundary behaviour of holomorphic func tions (and harmonic functions) is this: Under certain growth conditions, for almost every point in the boundary of the domain, these functions ad mit a boundary limit, if we approach the bounda-ry point within certain approach regions. For example, for bounded harmonic functions in the open unit disc, the natural approach regions are nontangential triangles with one vertex in the boundary point, and entirely contained in the disc [Fat06]. In fact, these natural approach regions are optimal, in the sense that convergence will fail if we approach the boundary inside larger regions, having a higher order of contact with the boundary. The first theorem of this sort is due to J. E. Littlewood [Lit27], who proved that if we replace a nontangential region with the rotates of any fixed tangential curve, then convergence fails. In 1984, A. Nagel and E. M. Stein proved that in Euclidean half spaces (and the unit disc) there are in effect regions of convergence that are not nontangential: These larger approach regions contain tangential sequences (as opposed to tangential curves). The phenomenon discovered by Nagel and Stein indicates that the boundary behaviour of ho)omor phic functions (and harmonic functions), in theorems of Fatou type, is regulated by a second principle, which predicts the existence of regions of convergence that are sequentially larger than the natural ones.
Author: Peter Grabner
Publisher: Birkhäuser
Published: 2012-12-06
Total Pages: 288
ISBN-13: 3034880146
DOWNLOAD EBOOKThis book contains the proceedings of the conference "Fractals in Graz 2001 - Analysis, Dynamics, Geometry, Stochastics" that was held in the second week of June 2001 at Graz University of Technology, in the capital of Styria, southeastern province of Austria. The scientific committee of the meeting consisted of M. Barlow (Vancouver), R. Strichartz (Ithaca), P. Grabner and W. Woess (both Graz), the latter two being the local organizers and editors of this volume. We made an effort to unite in the conference as well as in the present pro ceedings a multitude of different directions of active current work, and to bring together researchers from various countries as well as research fields that all are linked in some way with the modern theory of fractal structures. Although (or because) in Graz there is only a very small group working on fractal structures, consisting of "non-insiders", we hope to have been successful with this program of wide horizons. All papers were written upon explicit invitation by the editors, and we are happy to be able to present this representative panorama of recent work on poten tial theory, random walks, spectral theory, fractal groups, dynamic systems, fractal geometry, and more. The papers presented here underwent a refereeing process.
Author: Jesper Møller
Publisher: Springer Science & Business Media
Published: 2013-04-17
Total Pages: 217
ISBN-13: 0387218114
DOWNLOAD EBOOKThis volume shows how sophisticated spatial statistical and computational methods apply to a range of problems of increasing importance for applications in science and technology. It introduces topics of current interest in spatial and computational statistics, which should be accessible to postgraduate students as well as to experienced statistical researchers.
Author: Wolfgang Woess
Publisher: Cambridge University Press
Published: 2000-02-13
Total Pages: 350
ISBN-13: 0521552923
DOWNLOAD EBOOKThe main theme of this book is the interplay between the behaviour of a class of stochastic processes (random walks) and discrete structure theory. The author considers Markov chains whose state space is equipped with the structure of an infinite, locally finite graph, or as a particular case, of a finitely generated group. The transition probabilities are assumed to be adapted to the underlying structure in some way that must be specified precisely in each case. From the probabilistic viewpoint, the question is what impact the particular type of structure has on various aspects of the behaviour of the random walk. Vice-versa, random walks may also be seen as useful tools for classifying, or at least describing the structure of graphs and groups. Links with spectral theory and discrete potential theory are also discussed. This book will be essential reading for all researchers working in stochastic process and related topics.
Author: Michael Cwikel
Publisher: Walter de Gruyter
Published: 2008-08-22
Total Pages: 473
ISBN-13: 3110198053
DOWNLOAD EBOOKThis volume contains 16 refereed research articles on function spaces, interpolation theory and related fields. Topics covered: theory of function spaces, Hankel-type and related operators, analysis on bounded symmetric domains, partial differential equations, Green functions, special functions, homogenization theory, Sobolev embeddings, Coxeter groups, spectral theory and wavelets. The book will be of interest to both researchers and graduate students working in interpolation theory, function spaces and operators, partial differential equations and analysis on bounded symmetric domains.
Author: Emmanuel Gobet
Publisher: CRC Press
Published: 2016-09-15
Total Pages: 283
ISBN-13: 149874625X
DOWNLOAD EBOOKDeveloped from the author’s course at the Ecole Polytechnique, Monte-Carlo Methods and Stochastic Processes: From Linear to Non-Linear focuses on the simulation of stochastic processes in continuous time and their link with partial differential equations (PDEs). It covers linear and nonlinear problems in biology, finance, geophysics, mechanics, chemistry, and other application areas. The text also thoroughly develops the problem of numerical integration and computation of expectation by the Monte-Carlo method. The book begins with a history of Monte-Carlo methods and an overview of three typical Monte-Carlo problems: numerical integration and computation of expectation, simulation of complex distributions, and stochastic optimization. The remainder of the text is organized in three parts of progressive difficulty. The first part presents basic tools for stochastic simulation and analysis of algorithm convergence. The second part describes Monte-Carlo methods for the simulation of stochastic differential equations. The final part discusses the simulation of non-linear dynamics.
Author: Pierre de la Harpe
Publisher: University of Chicago Press
Published: 2000-09-15
Total Pages: 348
ISBN-13: 9780226317212
DOWNLOAD EBOOKIn this book, Pierre de la Harpe provides a concise and engaging introduction to geometric group theory, a new method for studying infinite groups via their intrinsic geometry that has played a major role in mathematics over the past two decades. A recognized expert in the field, de la Harpe adopts a hands-on approach, illustrating key concepts with numerous concrete examples. The first five chapters present basic combinatorial and geometric group theory in a unique and refreshing way, with an emphasis on finitely generated versus finitely presented groups. In the final three chapters, de la Harpe discusses new material on the growth of groups, including a detailed treatment of the "Grigorchuk group." Most sections are followed by exercises and a list of problems and complements, enhancing the book's value for students; problems range from slightly more difficult exercises to open research problems in the field. An extensive list of references directs readers to more advanced results as well as connections with other fields.
Author: Bernd Jahne
Publisher: Elsevier
Published: 2000-05-24
Total Pages: 703
ISBN-13: 0080502628
DOWNLOAD EBOOKBased on the highly successful 3-volume reference Handbook of Computer Vision and Applications, this concise edition covers in a single volume the entire spectrum of computer vision ranging form the imaging process to high-end algorithms and applications. This book consists of three parts, including an application gallery. - Bridges the gap between theory and practical applications - Covers modern concepts in computer vision as well as modern developments in imaging sensor technology - Presents a unique interdisciplinary approach covering different areas of modern science
