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Author: Xia Chen
Publisher: American Mathematical Soc.
Published: 1999
Total Pages: 225
ISBN-13: 082181060X
DOWNLOAD EBOOKThis book is intended for graduate students and research mathematicians working probability theory and statistics.
Author: Christian Houdré
Publisher: Birkhäuser
Published: 2016-09-21
Total Pages: 480
ISBN-13: 3319405195
DOWNLOAD EBOOKThis volume collects selected papers from the 7th High Dimensional Probability meeting held at the Institut d'Études Scientifiques de Cargèse (IESC) in Corsica, France. High Dimensional Probability (HDP) is an area of mathematics that includes the study of probability distributions and limit theorems in infinite-dimensional spaces such as Hilbert spaces and Banach spaces. The most remarkable feature of this area is that it has resulted in the creation of powerful new tools and perspectives, whose range of application has led to interactions with other subfields of mathematics, statistics, and computer science. These include random matrices, nonparametric statistics, empirical processes, statistical learning theory, concentration of measure phenomena, strong and weak approximations, functional estimation, combinatorial optimization, and random graphs. The contributions in this volume show that HDP theory continues to thrive and develop new tools, methods, techniques and perspectives to analyze random phenomena.
Author: Hubert Hennion
Publisher: Springer Science & Business Media
Published: 2001-08
Total Pages: 150
ISBN-13: 3540424156
DOWNLOAD EBOOKThis book shows how techniques from the perturbation theory of operators, applied to a quasi-compact positive kernel, may be used to obtain limit theorems for Markov chains or to describe stochastic properties of dynamical systems. A general framework for this method is given and then applied to treat several specific cases. An essential element of this work is the description of the peripheral spectra of a quasi-compact Markov kernel and of its Fourier-Laplace perturbations. This is first done in the ergodic but non-mixing case. This work is extended by the second author to the non-ergodic case. The only prerequisites for this book are a knowledge of the basic techniques of probability theory and of notions of elementary functional analysis.
Author: Hội Toán học Việt Nam
Publisher: Dr. Vuong Quan Hoang
Published:
Total Pages: 21
ISBN-13:
DOWNLOAD EBOOKAuthor: Donald Dawson
Publisher: Springer
Published: 2015-11-12
Total Pages: 401
ISBN-13: 1493930761
DOWNLOAD EBOOKThis book contains articles arising from a conference in honour of mathematician-statistician Miklόs Csörgő on the occasion of his 80th birthday, held in Ottawa in July 2012. It comprises research papers and overview articles, which provide a substantial glimpse of the history and state-of-the-art of the field of asymptotic methods in probability and statistics, written by leading experts. The volume consists of twenty articles on topics on limit theorems for self-normalized processes, planar processes, the central limit theorem and laws of large numbers, change-point problems, short and long range dependent time series, applied probability and stochastic processes, and the theory and methods of statistics. It also includes Csörgő’s list of publications during more than 50 years, since 1962.
Author: Florence Merlevède
Publisher: Oxford University Press
Published: 2019-02-14
Total Pages: 496
ISBN-13: 0192561863
DOWNLOAD EBOOKFunctional Gaussian Approximation for Dependent Structures develops and analyses mathematical models for phenomena that evolve in time and influence each another. It provides a better understanding of the structure and asymptotic behaviour of stochastic processes. Two approaches are taken. Firstly, the authors present tools for dealing with the dependent structures used to obtain normal approximations. Secondly, they apply normal approximations to various examples. The main tools consist of inequalities for dependent sequences of random variables, leading to limit theorems, including the functional central limit theorem and functional moderate deviation principle. The results point out large classes of dependent random variables which satisfy invariance principles, making possible the statistical study of data coming from stochastic processes both with short and long memory. The dependence structures considered throughout the book include the traditional mixing structures, martingale-like structures, and weakly negatively dependent structures, which link the notion of mixing to the notions of association and negative dependence. Several applications are carefully selected to exhibit the importance of the theoretical results. They include random walks in random scenery and determinantal processes. In addition, due to their importance in analysing new data in economics, linear processes with dependent innovations will also be considered and analysed.
Author: Alexander Fel'shtyn
Publisher: American Mathematical Soc.
Published: 2000
Total Pages: 165
ISBN-13: 0821820907
DOWNLOAD EBOOKIn the paper we study new dynamical zeta functions connected with Nielsen fixed point theory. The study of dynamical zeta functions is part of the theory of dynamical systems, but it is also intimately related to algebraic geometry, number theory, topology and statistical mechanics. The paper consists of four parts. Part I presents a brief account of the Nielsen fixed point theory. Part II deals with dynamical zeta functions connected with Nielsen fixed point theory. Part III is concerned with analog of Dold congruences for the Reidemeister and Nielsen numbers. In Part IV we explain how dynamical zeta functions give rise to the Reidemeister torsion, a very important topological invariant which has useful applications in knots theory,quantum field theory and dynamical systems.
Author: Vitaly Bergelson
Publisher: American Mathematical Soc.
Published: 2000
Total Pages: 121
ISBN-13: 0821826573
DOWNLOAD EBOOKThe authors prove a polynomial multiple recurrence theorem for finitely many commuting measure preserving transformations of a probability space, extending a polynomial Szemerédi theorem appearing in [BL1]. The linear case is a consequence of an ergodic IP-Szemerédi theorem of Furstenberg and Katznelson ([FK2]). Several applications to the fine structure of recurrence in ergodic theory are given, some of which involve weakly mixing systems, for which we also prove a multiparameter weakly mixing polynomial ergodic theorem. The techniques and apparatus employed include a polynomialization of an IP structure theory developed in [FK2], an extension of Hindman's theorem due to Milliken and Taylor ([M], [T]), a polynomial version of the Hales-Jewett coloring theorem ([BL2]), and a theorem concerning limits of polynomially generated IP-systems of unitary operators ([BFM]).
Author: J. A. van Casteren
Publisher: World Scientific
Published: 2011
Total Pages: 825
ISBN-13: 9814322180
DOWNLOAD EBOOKThe book provides a systemic treatment of time-dependent strong Markov processes with values in a Polish space. It describes its generators and the link with stochastic differential equations in infinite dimensions. In a unifying way, where the square gradient operator is employed, new results for backward stochastic differential equations and long-time behavior are discussed in depth. The book also establishes a link between propagators or evolution families with the Feller property and time-inhomogeneous Markov processes. This mathematical material finds its applications in several branches of the scientific world, among which are mathematical physics, hedging models in financial mathematics, and population models.
Author: Palle E. T. Jørgensen
Publisher: American Mathematical Soc.
Published: 2001
Total Pages: 74
ISBN-13: 0821826883
DOWNLOAD EBOOKLet $N\in\mathbb{N}$, $N\geq2$, be given. Motivated by wavelet analysis, this title considers a class of normal representations of the $C DEGREES{\ast}$-algebra $\mathfrak{A}_{N}$ on two unitary generators $U$, $V$ subject to the relation $UVU DEGREES{-1}=V DEGREES{N}$. The representations are in one-to-one correspondence with solutions $h\in L DEGREES{1}\left(\mathbb{T}\right)$, $h\geq0$, to $R\left(h\right)=h$ where $R$ is a certain transfer operator (positivity-preserving) which was studied previously by D. Ruelle. The representations of $\mathfrak{A}_{N}$ may also be viewed as representations of a certain (discrete) $N$-adic $ax+b$ group which was considered recently
