Invariant Probabilities Of Markov Feller Operators And Their Supports
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Invariant Probabilities Of Markov Feller Operators And Their Supports
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Author : Radu Zaharopol
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-01-28
Invariant Probabilities Of Markov Feller Operators And Their Supports written by Radu Zaharopol 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 2005-01-28 with Mathematics categories.
This book covers invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, and certain time series. From the reviews: "A very useful reference for researchers wishing to enter the area of stationary Markov processes both from a probabilistic and a dynamical point of view." --MONATSHEFTE FÜR MATHEMATIK
Invariant Probabilities Of Markov Feller Operators And Their Supports
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Author : Radu Zaharopol
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-02-02
Invariant Probabilities Of Markov Feller Operators And Their Supports written by Radu Zaharopol 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 2005-02-02 with Mathematics categories.
In this book invariant probabilities for a large class of discrete-time homogeneous Markov processes known as Feller processes are discussed. These Feller processes appear in the study of iterated function systems with probabilities, convolution operators, certain time series, etc. Rather than dealing with the processes, the transition probabilities and the operators associated with these processes are studied. Main features: - an ergodic decomposition which is a "reference system" for dealing with ergodic measures - "formulas" for the supports of invariant probability measures, some of which can be used to obtain algorithms for the graphical display of these supports - helps to gain a better understanding of the structure of Markov-Feller operators, and, implicitly, of the discrete-time homogeneous Feller processes - special efforts to attract newcomers to the theory of Markov processes in general, and to the topics covered in particular - most of the results are new and deal with topics of intense research interest.
Invariant Probabilities Of Transition Functions
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Author : Radu Zaharopol
language : en
Publisher: Springer
Release Date : 2014-06-27
Invariant Probabilities Of Transition Functions written by Radu Zaharopol and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2014-06-27 with Mathematics categories.
The structure of the set of all the invariant probabilities and the structure of various types of individual invariant probabilities of a transition function are two topics of significant interest in the theory of transition functions, and are studied in this book. The results obtained are useful in ergodic theory and the theory of dynamical systems, which, in turn, can be applied in various other areas (like number theory). They are illustrated using transition functions defined by flows, semiflows, and one-parameter convolution semigroups of probability measures. In this book, all results on transition probabilities that have been published by the author between 2004 and 2008 are extended to transition functions. The proofs of the results obtained are new. For transition functions that satisfy very general conditions the book describes an ergodic decomposition that provides relevant information on the structure of the corresponding set of invariant probabilities. Ergodic decomposition means a splitting of the state space, where the invariant ergodic probability measures play a significant role. Other topics covered include: characterizations of the supports of various types of invariant probability measures and the use of these to obtain criteria for unique ergodicity, and the proofs of two mean ergodic theorems for a certain type of transition functions. The book will be of interest to mathematicians working in ergodic theory, dynamical systems, or the theory of Markov processes. Biologists, physicists and economists interested in interacting particle systems and rigorous mathematics will also find this book a valuable resource. Parts of it are suitable for advanced graduate courses. Prerequisites are basic notions and results on functional analysis, general topology, measure theory, the Bochner integral and some of its applications.
Markov Processes Feller Semigroups And Evolution Equations
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Author : Jan A Van Casteren
language : en
Publisher: World Scientific
Release Date : 2010-11-25
Markov Processes Feller Semigroups And Evolution Equations written by Jan A Van Casteren and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-25 with Mathematics categories.
The 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.
Fokker Planck Kolmogorov Equations
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Author : Vladimir I. Bogachev
language : en
Publisher: American Mathematical Society
Release Date : 2022-02-10
Fokker Planck Kolmogorov Equations written by Vladimir I. Bogachev and has been published by American Mathematical Society this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-02-10 with Mathematics categories.
This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker–Planck–Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
Flag Transitive Steiner Designs
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Author : Michael Huber
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-03-21
Flag Transitive Steiner Designs written by Michael Huber 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 2009-03-21 with Mathematics categories.
The characterization of combinatorial or geometric structures in terms of their groups of automorphisms has attracted considerable interest in the last decades and is now commonly viewed as a natural generalization of Felix Klein’s Erlangen program(1872).Inaddition,especiallyfor?nitestructures,importantapplications to practical topics such as design theory, coding theory and cryptography have made the ?eld even more attractive. The subject matter of this research monograph is the study and class- cation of ?ag-transitive Steiner designs, that is, combinatorial t-(v,k,1) designs which admit a group of automorphisms acting transitively on incident point-block pairs. As a consequence of the classi?cation of the ?nite simple groups, it has been possible in recent years to characterize Steiner t-designs, mainly for t=2,adm- ting groups of automorphisms with su?ciently strong symmetry properties. For Steiner 2-designs, arguably the most general results have been the classi?cation of all point 2-transitive Steiner 2-designs in 1985 by W. M. Kantor, and the almost complete determination of all ?ag-transitive Steiner 2-designs announced in 1990 byF.Buekenhout,A.Delandtsheer,J.Doyen,P.B.Kleidman,M.W.Liebeck, and J. Saxl. However, despite the classi?cation of the ?nite simple groups, for Steiner t-designs witht> 2 most of the characterizations of these types have remained long-standing challenging problems. Speci?cally, the determination of all ?- transitive Steiner t-designs with 3? t? 6 has been of particular interest and object of research for more than 40 years.
Mathematical Reviews
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Author :
language : en
Publisher:
Release Date : 2006
Mathematical Reviews written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006 with Mathematics categories.
The Mathematics Of Minkowski Space Time
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Author : Francesco Catoni
language : en
Publisher: Springer Science & Business Media
Release Date : 2008-06-29
The Mathematics Of Minkowski Space Time written by Francesco Catoni 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 2008-06-29 with Mathematics categories.
This book arose out of original research on the extension of well-established applications of complex numbers related to Euclidean geometry and to the space-time symmetry of two-dimensional Special Relativity. The system of hyperbolic numbers is extensively studied, and a plain exposition of space-time geometry and trigonometry is given. Commutative hypercomplex systems with four unities are studied and attention is drawn to their interesting properties.
Gradient Flows
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Author : Luigi Ambrosio
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-01-28
Gradient Flows written by Luigi Ambrosio 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 2005-01-28 with Mathematics categories.
This book is devoted to a theory of gradient ?ows in spaces which are not nec- sarily endowed with a natural linear or di?erentiable structure. It is made of two parts, the ?rst one concerning gradient ?ows in metric spaces and the second one 2 1 devoted to gradient ?ows in the L -Wasserstein space of probability measures on p a separable Hilbert space X (we consider the L -Wasserstein distance, p? (1,?), as well). The two parts have some connections, due to the fact that the Wasserstein space of probability measures provides an important model to which the “metric” theory applies, but the book is conceived in such a way that the two parts can be read independently, the ?rst one by the reader more interested to Non-Smooth Analysis and Analysis in Metric Spaces, and the second one by the reader more oriented to theapplications in Partial Di?erential Equations, Measure Theory and Probability.
Near Polygons
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Author : Bart de Bruyn
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-04-19
Near Polygons written by Bart de Bruyn 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 2006-04-19 with Mathematics categories.
Near polygons were introduced about 25 years ago and studied intensively in the 1980s. In recent years the subject has regained interest. This monograph gives an extensive overview of the basic theory of general near polygons. The first part of the book includes a discussion of the classes of dense near polygons, regular near polygons, and glued near polygons. Also valuations, one of the most important tools for classifying dense near polygons, are treated in detail. The second part of the book discusses the classification of dense near polygons with three points per line. The book is self-contained and almost all theorems are accompanied with proofs. Several new results are presented. Many known results occur in a more general form and the proofs are often more streamlined than their original versions. The volume is aimed at advanced graduate students and researchers in the fields of combinatorics and finite geometry.