Integration In Hilbert Space

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Integration In Hilbert Space
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Author : A. V. Skorohod
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Integration In Hilbert Space written by A. V. Skorohod 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.
Integration in function spaces arose in probability theory when a gen eral theory of random processes was constructed. Here credit is cer tainly due to N. Wiener, who constructed a measure in function space, integrals-with respect to which express the mean value of functionals of Brownian motion trajectories. Brownian trajectories had previously been considered as merely physical (rather than mathematical) phe nomena. A. N. Kolmogorov generalized Wiener's construction to allow one to establish the existence of a measure corresponding to an arbitrary random process. These investigations were the beginning of the development of the theory of stochastic processes. A considerable part of this theory involves the solution of problems in the theory of measures on function spaces in the specific language of stochastic pro cesses. For example, finding the properties of sample functions is connected with the problem of the existence of a measure on some space; certain problems in statisticsreduce to the calculation of the density of one measure w. r. t. another one, and the study of transformations of random processes leads to the study of transformations of function spaces with measure. One must note that the language of probability theory tends to obscure the results obtained in these areas for mathematicians working in other fields. Another dir,ection leading to the study of integrals in function space is the theory and application of differential equations. A. N.
Integration In Hilbert Space
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Author : Anatolii Vladimirovich Korokhod
language : en
Publisher:
Release Date : 1974
Integration In Hilbert Space written by Anatolii Vladimirovich Korokhod and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with Hilbert space categories.
Real Analysis
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Author : Elias M. Stein
language : en
Publisher: Princeton University Press
Release Date : 2009-11-28
Real Analysis written by Elias M. Stein and has been published by Princeton University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-11-28 with Mathematics categories.
Real Analysis is the third volume in the Princeton Lectures in Analysis, a series of four textbooks that aim to present, in an integrated manner, the core areas of analysis. Here the focus is on the development of measure and integration theory, differentiation and integration, Hilbert spaces, and Hausdorff measure and fractals. This book reflects the objective of the series as a whole: to make plain the organic unity that exists between the various parts of the subject, and to illustrate the wide applicability of ideas of analysis to other fields of mathematics and science. After setting forth the basic facts of measure theory, Lebesgue integration, and differentiation on Euclidian spaces, the authors move to the elements of Hilbert space, via the L2 theory. They next present basic illustrations of these concepts from Fourier analysis, partial differential equations, and complex analysis. The final part of the book introduces the reader to the fascinating subject of fractional-dimensional sets, including Hausdorff measure, self-replicating sets, space-filling curves, and Besicovitch sets. Each chapter has a series of exercises, from the relatively easy to the more complex, that are tied directly to the text. A substantial number of hints encourage the reader to take on even the more challenging exercises. As with the other volumes in the series, Real Analysis is accessible to students interested in such diverse disciplines as mathematics, physics, engineering, and finance, at both the undergraduate and graduate levels. Also available, the first two volumes in the Princeton Lectures in Analysis:
Harmonic Analysis Of Operators On Hilbert Space
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Author : Béla Sz Nagy
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-09-01
Harmonic Analysis Of Operators On Hilbert Space written by Béla Sz Nagy 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 2010-09-01 with Mathematics categories.
The existence of unitary dilations makes it possible to study arbitrary contractions on a Hilbert space using the tools of harmonic analysis. The first edition of this book was an account of the progress done in this direction in 1950-70. Since then, this work has influenced many other areas of mathematics, most notably interpolation theory and control theory. This second edition, in addition to revising and amending the original text, focuses on further developments of the theory, including the study of two operator classes: operators whose powers do not converge strongly to zero, and operators whose functional calculus (as introduced in Chapter III) is not injective. For both of these classes, a wealth of material on structure, classification and invariant subspaces is included in Chapters IX and X. Several chapters conclude with a sketch of other developments related with (and developing) the material of the first edition.
Integration In Hilbert Space
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Author : A. V. Skorochod
language : de
Publisher:
Release Date : 1974
Integration In Hilbert Space written by A. V. Skorochod and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1974 with categories.
Linear Operators In Hilbert Spaces
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Author : Joachim Weidmann
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Linear Operators In Hilbert Spaces written by Joachim Weidmann 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.
This English edition is almost identical to the German original Lineare Operatoren in Hilbertriiumen, published by B. G. Teubner, Stuttgart in 1976. A few proofs have been simplified, some additional exercises have been included, and a small number of new results has been added (e.g., Theorem 11.11 and Theorem 11.23). In addition a great number of minor errors has been corrected. Frankfurt, January 1980 J. Weidmann vii Preface to the German edition The purpose of this book is to give an introduction to the theory of linear operators on Hilbert spaces and then to proceed to the interesting applica tions of differential operators to mathematical physics. Besides the usual introductory courses common to both mathematicians and physicists, only a fundamental knowledge of complex analysis and of ordinary differential equations is assumed. The most important results of Lebesgue integration theory, to the extent that they are used in this book, are compiled with complete proofs in Appendix A. I hope therefore that students from the fourth semester on will be able to read this book without major difficulty. However, it might also be of some interest and use to the teaching and research mathematician or physicist, since among other things it makes easily accessible several new results of the spectral theory of differential operators.
Direct Integral Theory
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Author : O. A. Nielsen
language : en
Publisher: CRC Press
Release Date : 1980-10-01
Direct Integral Theory written by O. A. Nielsen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 1980-10-01 with Mathematics categories.
This book covers various topics related to direct integral theory, including Borel spaces, direct integral of Hilbert spaces and operators, direct integrals of representations, direct integrals and types of von Neumann algebras, and measures on the quasi-dual representations.
Measure Integration Real Analysis
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Author : Sheldon Axler
language : en
Publisher: Springer
Release Date : 2019-12-24
Measure Integration Real Analysis written by Sheldon Axler and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-12-24 with Mathematics categories.
This open access textbook welcomes students into the fundamental theory of measure, integration, and real analysis. Focusing on an accessible approach, Axler lays the foundations for further study by promoting a deep understanding of key results. Content is carefully curated to suit a single course, or two-semester sequence of courses, creating a versatile entry point for graduate studies in all areas of pure and applied mathematics. Motivated by a brief review of Riemann integration and its deficiencies, the text begins by immersing students in the concepts of measure and integration. Lebesgue measure and abstract measures are developed together, with each providing key insight into the main ideas of the other approach. Lebesgue integration links into results such as the Lebesgue Differentiation Theorem. The development of products of abstract measures leads to Lebesgue measure on Rn. Chapters on Banach spaces, Lp spaces, and Hilbert spaces showcase major results such as the Hahn–Banach Theorem, Hölder’s Inequality, and the Riesz Representation Theorem. An in-depth study of linear maps on Hilbert spaces culminates in the Spectral Theorem and Singular Value Decomposition for compact operators, with an optional interlude in real and complex measures. Building on the Hilbert space material, a chapter on Fourier analysis provides an invaluable introduction to Fourier series and the Fourier transform. The final chapter offers a taste of probability. Extensively class tested at multiple universities and written by an award-winning mathematical expositor, Measure, Integration & Real Analysis is an ideal resource for students at the start of their journey into graduate mathematics. A prerequisite of elementary undergraduate real analysis is assumed; students and instructors looking to reinforce these ideas will appreciate the electronic Supplement for Measure, Integration & Real Analysis that is freely available online.
Integrals And Operators
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Author : I.E. Segal
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Integrals And Operators written by I.E. Segal 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.
TO THE SECOND EDITION Since publication of the First Edition several excellent treatments of advanced topics in analysis have appeared. However, the concentration and penetration of these treatises naturally require much in the way of technical preliminaries and new terminology and notation. There consequently remains a need for an introduction to some of these topics which would mesh with the material of the First Edition. Such an introduction could serve to exemplify the material further, while using it to shorten and simplify its presentation. It seemed particularly important as well as practical to treat briefly but cogently some of the central parts of operator algebra and higher operator theory, as these are presently represented in book form only with a degree of specialization rather beyond the immediate needs or interests of many readers. Semigroup and perturbation theory provide connections with the theory of partial differential equations. C*-algebras are important in har monic analysis and the mathematical foundations of quantum mechanics. W*-algebras (or von Neumann rings) provide an approach to the theory of multiplicity of the spectrum and some simple but key elements of the gram mar of analysis, of use in group representation theory and elsewhere. The v vi Preface to the Second Edition theory of the trace for operators on Hilbert space is both important in itself and a natural extension of earlier integration-theoretic ideas.
Introduction To Hilbert Spaces With Applications
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Author : Lokenath Debnath
language : en
Publisher: Elsevier
Release Date : 2005-09-29
Introduction To Hilbert Spaces With Applications written by Lokenath Debnath and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005-09-29 with Mathematics categories.
Building on the success of the two previous editions, Introduction to Hilbert Spaces with Applications, Third Edition, offers an overview of the basic ideas and results of Hilbert space theory and functional analysis. It acquaints students with the Lebesgue integral, and includes an enhanced presentation of results and proofs. Students and researchers will benefit from the wealth of revised examples in new, diverse applications as they apply to optimization, variational and control problems, and problems in approximation theory, nonlinear instability, and bifurcation. The text also includes a popular chapter on wavelets that has been completely updated. Students and researchers agree that this is the definitive text on Hilbert Space theory. - Updated chapter on wavelets - Improved presentation on results and proof - Revised examples and updated applications - Completely updated list of references