Harmonic Analysis And The Theory Of Probability
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Harmonic Analysis And The Theory Of Probability
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Author : Salomon Bochner
language : en
Publisher: Courier Corporation
Release Date : 2013-11-07
Harmonic Analysis And The Theory Of Probability written by Salomon Bochner and has been published by Courier Corporation this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-11-07 with Mathematics categories.
Written by a distinguished mathematician and educator, this classic text emphasizes stochastic processes and the interchange of stimuli between probability and analysis. It also introduces the author's innovative concept of the characteristic functional. 1955 edition.
Harmonic Analysis And The Theory Of Probability
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Author : Saloman Bochner
language : en
Publisher: Univ of California Press
Release Date : 2023-11-15
Harmonic Analysis And The Theory Of Probability written by Saloman Bochner and has been published by Univ of California Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-11-15 with Mathematics categories.
This title is part of UC Press's Voices Revived program, which commemorates University of California Press’s mission to seek out and cultivate the brightest minds and give them voice, reach, and impact. Drawing on a backlist dating to 1893, Voices Revived makes high-quality, peer-reviewed scholarship accessible once again using print-on-demand technology. This title was originally published in 1955.
Fourier Analysis And Stochastic Processes
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Author : Pierre Brémaud
language : en
Publisher: Springer
Release Date : 2014-09-16
Fourier Analysis And Stochastic Processes written by Pierre Brémaud and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-09-16 with Mathematics categories.
This 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.
Analysis And Probability
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Author : Palle E. T. Jorgensen
language : en
Publisher: Springer Science & Business Media
Release Date : 2007-10-17
Analysis And Probability written by Palle E. T. Jorgensen and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2007-10-17 with Mathematics categories.
If people do not believe that mathematics is simple, it is only because they do not realize how complicated life is. —John von Neumann While this is a course in analysis, our approach departs from the beaten path in some ways. Firstly, we emphasize a variety of connections to themes from neighboring fields, such as wavelets, fractals and signals; topics typically not included in a gradu ate analysis course. This in turn entails excursions into domains with a probabilistic flavor. Yet the diverse parts of the book follow a common underlying thread, and to gether they constitute a good blend; each part in the mix naturally complements the other. In fact, there are now good reasons for taking a wider view of analysis, for ex ample the fact that several applied trends have come to interact in new and exciting ways with traditional mathematical analysis—as it was taught in graduate classes for generations. One consequence of these impulses from "outside" is that conventional boundaries between core disciplines in mathematics have become more blurred. Fortunately this branching out does not mean that students will need to start out with any different or additional prerequisites. In fact, the ideas involved in this book are intuitive, natural, many of them visual, and geometric. The required background is quite minimal and it does not go beyond what is typically required in most graduate programs.
Gaussian Harmonic Analysis
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Author : Wilfredo Urbina-Romero
language : en
Publisher: Springer
Release Date : 2019-06-21
Gaussian Harmonic Analysis written by Wilfredo Urbina-Romero and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-06-21 with Mathematics categories.
Authored by a ranking authority in Gaussian harmonic analysis, this book embodies a state-of-the-art entrée at the intersection of two important fields of research: harmonic analysis and probability. The book is intended for a very diverse audience, from graduate students all the way to researchers working in a broad spectrum of areas in analysis. Written with the graduate student in mind, it is assumed that the reader has familiarity with the basics of real analysis as well as with classical harmonic analysis, including Calderón-Zygmund theory; also some knowledge of basic orthogonal polynomials theory would be convenient. The monograph develops the main topics of classical harmonic analysis (semigroups, covering lemmas, maximal functions, Littlewood-Paley functions, spectral multipliers, fractional integrals and fractional derivatives, singular integrals) with respect to the Gaussian measure. The text provide an updated exposition, as self-contained as possible, of all the topics in Gaussian harmonic analysis that up to now are mostly scattered in research papers and sections of books; also an exhaustive bibliography for further reading. Each chapter ends with a section of notes and further results where connections between Gaussian harmonic analysis and other connected fields, points of view and alternative techniques are given. Mathematicians and researchers in several areas will find the breadth and depth of the treatment of the subject highly useful.
The Bellman Function Technique In Harmonic Analysis
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Author : Vasily Vasyunin
language : en
Publisher: Cambridge University Press
Release Date : 2020-08-06
The Bellman Function Technique In Harmonic Analysis written by Vasily Vasyunin and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-08-06 with Mathematics categories.
A comprehensive reference on the Bellman function method and its applications to various topics in probability and harmonic analysis.
Probability Theory And Harmonic Analysis
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Author : Jia-Arng Chao
language : en
Publisher:
Release Date : 1986
Probability Theory And Harmonic Analysis written by Jia-Arng Chao and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1986 with Mathematics categories.
Integration And Probability
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Author : Paul Malliavin
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Integration And Probability written by Paul Malliavin and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.
It is a distinct pleasure to have the opportunity to introduce Professor Malliavin's book to the English-speaking mathematical world. In recent years there has been a noticeable retreat from the level of ab straction at which graduate-level courses in analysis were previously taught in the United States and elsewhere. In contrast to the practices used in the 1950s and 1960s, when great emphasis was placed on the most general context for integration and operator theory, we have recently witnessed an increased emphasis on detailed discussion of integration over Euclidean space and related problems in probability theory, harmonic analysis, and partial differential equations. Professor Malliavin is uniquely qualified to introduce the student to anal ysis with the proper mix of abstract theories and concrete problems. His mathematical career includes many notable contributions to harmonic anal ysis, complex analysis, and related problems in probability theory and par tial differential equations. Rather than developed as a thing-in-itself, the abstract approach serves as a context into which special models can be couched. For example, the general theory of integration is developed at an abstract level, and only then specialized to discuss the Lebesgue measure and integral on the real line. Another important area is the entire theory of probability, where we prefer to have the abstract model in mind, with no other specialization than total unit mass. Generally, we learn to work at an abstract level so that we can specialize when appropriate.
Operator Theory And Harmonic Analysis
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Author : Alexey N. Karapetyants
language : en
Publisher: Springer Nature
Release Date : 2021-08-31
Operator Theory And Harmonic Analysis written by Alexey N. Karapetyants and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-08-31 with Mathematics categories.
This volume is part of the collaboration agreement between Springer and the ISAAC society. This is the second in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis" (OTHA), Southern Federal University, Rostov-on-Don, Russia. This volume focuses on mathematical methods and applications of probability and statistics in the context of general harmonic analysis and its numerous applications. The two volumes cover new trends and advances in several very important fields of mathematics, developed intensively over the last decade. The relevance of this topic is related to the study of complex multi-parameter objects required when considering operators and objects with variable parameters.
Fourier Analysis In Probability Theory
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Author : Tatsuo Kawata
language : en
Publisher: Academic Press
Release Date : 2014-06-17
Fourier Analysis In Probability Theory written by Tatsuo Kawata and has been published by Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-17 with Mathematics categories.
Fourier Analysis in Probability Theory provides useful results from the theories of Fourier series, Fourier transforms, Laplace transforms, and other related studies. This 14-chapter work highlights the clarification of the interactions and analogies among these theories. Chapters 1 to 8 present the elements of classical Fourier analysis, in the context of their applications to probability theory. Chapters 9 to 14 are devoted to basic results from the theory of characteristic functions of probability distributors, the convergence of distribution functions in terms of characteristic functions, and series of independent random variables. This book will be of value to mathematicians, engineers, teachers, and students.