Journal Of Fourier Analysis And Applications Special Issue

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Journal Of Fourier Analysis And Applications Special Issue

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Author : John J. Benedetto
language : en
Publisher: CRC Press
Release Date : 2020-03-10

Journal Of Fourier Analysis And Applications Special Issue written by John J. Benedetto and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-03-10 with Mathematics categories.

The Journal of Fourier Analysis and Applications is a journal of the mathematical sciences devoted to Fourier analysis and its applications. The subject of Fourier analysis has had a major impact on the development of mathematics, on the understanding of many engineering and scientific phenomena, and on the solution of some of the most important problems in mathematics and the sciences. At the end of June 1993, a large Conference in Harmonic Analysis was held at the University of Paris-Sud at Orsay to celebrate the prominent role played by Jean-Pierre Kahane and his numerous achievements in this field. The large variety of topics discussed in this meeting, ranging from classical Harmonic Analysis to Probability Theory, reflects the intense mathematical curiosity and the broad mathematical interest of Jean-Pierre Kahane. Indeed, all of them are connected to his work. The mornings were devoted to plenary addresses while up to four parallel sessions took place in the afternoons. Altogether, there were about eighty speakers. This wide range of subjects appears in these proceedings which include thirty six articles.

Journal Of Fourier Analysis And Applications Special Issue

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Author : John J. Benedetto
language : en
Publisher: CRC Press
Release Date : 2020-03-10

Journal Of Fourier Analysis And Applications Special Issue written by John J. Benedetto and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-03-10 with Mathematics categories.

The Journal of Fourier Analysis and Applications is a journal of the mathematical sciences devoted to Fourier analysis and its applications. The subject of Fourier analysis has had a major impact on the development of mathematics, on the understanding of many engineering and scientific phenomena, and on the solution of some of the most important problems in mathematics and the sciences. At the end of June 1993, a large Conference in Harmonic Analysis was held at the University of Paris-Sud at Orsay to celebrate the prominent role played by Jean-Pierre Kahane and his numerous achievements in this field. The large variety of topics discussed in this meeting, ranging from classical Harmonic Analysis to Probability Theory, reflects the intense mathematical curiosity and the broad mathematical interest of Jean-Pierre Kahane. Indeed, all of them are connected to his work. The mornings were devoted to plenary addresses while up to four parallel sessions took place in the afternoons. Altogether, there were about eighty speakers. This wide range of subjects appears in these proceedings which include thirty six articles.

Sparse And Redundant Representations

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Author : Michael Elad
language : en
Publisher: Springer Science & Business Media
Release Date : 2010-08-12

Sparse And Redundant Representations written by Michael Elad 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 2010-08-12 with Mathematics categories.

A long long time ago, echoing philosophical and aesthetic principles that existed since antiquity, William of Ockham enounced the principle of parsimony, better known today as Ockham’s razor: “Entities should not be multiplied without neces sity. ” This principle enabled scientists to select the ”best” physical laws and theories to explain the workings of the Universe and continued to guide scienti?c research, leadingtobeautifulresultsliketheminimaldescriptionlength approachtostatistical inference and the related Kolmogorov complexity approach to pattern recognition. However, notions of complexity and description length are subjective concepts anddependonthelanguage“spoken”whenpresentingideasandresults. The?eldof sparse representations, that recently underwent a Big Bang like expansion, explic itly deals with the Yin Yang interplay between the parsimony of descriptions and the “language” or “dictionary” used in them, and it became an extremely exciting area of investigation. It already yielded a rich crop of mathematically pleasing, deep and beautiful results that quickly translated into a wealth of practical engineering applications. You are holding in your hands the ?rst guide book to Sparseland, and I am sure you’ll ?nd in it both familiar and new landscapes to see and admire, as well as ex cellent pointers that will help you ?nd further valuable treasures. Enjoy the journey to Sparseland! Haifa, Israel, December 2009 Alfred M. Bruckstein vii Preface This book was originally written to serve as the material for an advanced one semester (fourteen 2 hour lectures) graduate course for engineering students at the Technion, Israel.

Multifractals And 1 Noise

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Author : Benoit B. Mandelbrot
language : en
Publisher: Springer
Release Date : 2013-12-20

Multifractals And 1 Noise written by Benoit B. Mandelbrot and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-20 with Mathematics categories.

Certain noises, many aspects of turbulence, and almost all aspects of finance exhibit a level of temporal and spatial variability whose "wildness" impressed itself vividly upon the author, Benoit Mandelbrot, in the early 1960's. He soon realized that those phenomena cannot be described by simply adapting the statistical techniques of earlier physics, or even extending those techniques slightly. It appeared that the study of finance and turbulence could not move forward without the recognition that those phenomena represented a new second stage of indeterminism. Altogether new mathematical tools were needed. The papers in this Selecta volume reflect that realization and the work that Dr. Mandelbrot did toward the development of those new tools.

Independent Component Analysis And Signal Separation

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Author : Tulay Adali
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-02-25

Independent Component Analysis And Signal Separation written by Tulay Adali 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 2009-02-25 with Computers categories.

This book constitutes the refereed proceedings of the 8th International Conference on Independent Component Analysis and Signal Separation, ICA 2009, held in Paraty, Brazil, in March 2009. The 97 revised papers presented were carefully reviewed and selected from 137 submissions. The papers are organized in topical sections on theory, algorithms and architectures, biomedical applications, image processing, speech and audio processing, other applications, as well as a special session on evaluation.

Analysis Of Boolean Functions

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Author : Ryan O'Donnell
language : en
Publisher: Cambridge University Press
Release Date : 2014-06-05

Analysis Of Boolean Functions written by Ryan O'Donnell 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 2014-06-05 with Computers categories.

This graduate-level text gives a thorough overview of the analysis of Boolean functions, beginning with the most basic definitions and proceeding to advanced topics.

Approximate Message Passing Algorithms For Compressed Sensing

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Author : Mohammad Ali Maleki
language : en
Publisher: Stanford University
Release Date : 2010

Approximate Message Passing Algorithms For Compressed Sensing written by Mohammad Ali Maleki and has been published by Stanford University this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010 with categories.

Compressed sensing refers to a growing body of techniques that `undersample' high-dimensional signals and yet recover them accurately. Such techniques make fewer measurements than traditional sampling theory demands: rather than sampling proportional to frequency bandwidth, they make only as many measurements as the underlying `information content' of those signals. However, as compared with traditional sampling theory, which can recover signals by applying simple linear reconstruction formulas, the task of signal recovery from reduced measurements requires nonlinear, and so far, relatively expensive reconstruction schemes. One popular class of reconstruction schemes uses linear programming (LP) methods; there is an elegant theory for such schemes promising large improvements over ordinary sampling rules in recovering sparse signals. However, solving the required LPs is substantially more expensive in applications than the linear reconstruction schemes that are now standard. In certain imaging problems, the signal to be acquired may be an image with $10^6$ pixels and the required LP would involve tens of thousands of constraints and millions of variables. Despite advances in the speed of LP, such methods are still dramatically more expensive to solve than we would like. In this thesis we focus on a class of low computational complexity algorithms known as iterative thresholding. We study them both theoretically and empirically. We will also introduce a new class of algorithms called approximate message passing or AMP. These schemes have several advantages over the classical thresholding approaches. First, they take advantage of the statistical properties of the problem to improve the convergence rate and predictability of the algorithm. Second, the nice properties of these algorithms enable us to make very accurate theoretical predictions on the asymptotic performance of LPs as well. It will be shown that more traditional techniques such as coherence and restricted isometry property are not able to make such precise predictions.

Some Aspects Of Brownian Motion

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Author : Marc Yor
language : en
Publisher: Birkhäuser
Release Date : 2012-12-06

Some Aspects Of Brownian Motion written by Marc Yor and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-12-06 with Mathematics categories.

The following notes represent approximately the second half of the lectures I gave in the Nachdiplomvorlesung, in ETH, Zurich, between October 1991 and February 1992, together with the contents of six additional lectures I gave in ETH, in November and December 1993. Part I, the elder brother of the present book [Part II], aimed at the computation, as explicitly as possible, of a number of interesting functionals of Brownian motion. It may be natural that Part II, the younger brother, looks more into the main technique with which Part I was "working", namely: martingales and stochastic calculus. As F. Knight writes, in a review article on Part I, in which research on Brownian motion is compared to gold mining: "In the days of P. Levy, and even as late as the theorems of "Ray and Knight" (1963), it was possible for the practiced eye to pick up valuable reward without the aid of much technology . . . Thereafter, however, the rewards are increasingly achieved by the application of high technology". Although one might argue whether this golden age is really foregone, and discuss the "height" of the technology involved, this quotation is closely related to the main motivations of Part II: this technology, which includes stochastic calculus for general discontinuous semi-martingales, enlargement of filtrations, . . .

Numerical Analysis Or Numerical Method In Symmetry

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Author : Clemente Cesarano
language : en
Publisher: MDPI
Release Date : 2020-02-21

Numerical Analysis Or Numerical Method In Symmetry written by Clemente Cesarano and has been published by MDPI this book supported file pdf, txt, epub, kindle and other format this book has been release on 2020-02-21 with Mathematics categories.

This Special Issue focuses mainly on techniques and the relative formalism typical of numerical methods and therefore of numerical analysis, more generally. These fields of study of mathematics represent an important field of investigation both in the field of applied mathematics and even more exquisitely in the pure research of the theory of approximation and the study of polynomial relations as well as in the analysis of the solutions of the differential equations both ordinary and partial derivatives. Therefore, a substantial part of research on the topic of numerical analysis cannot exclude the fundamental role played by approximation theory and some of the tools used to develop this research. In this Special Issue, we want to draw attention to the mathematical methods used in numerical analysis, such as special functions, orthogonal polynomials, and their theoretical tools, such as Lie algebra, to study the concepts and properties of some special and advanced methods, which are useful in the description of solutions of linear and nonlinear differential equations. A further field of investigation is dedicated to the theory and related properties of fractional calculus with its adequate application to numerical methods.

Random Walk Brownian Motion And Martingales

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Author : Rabi Bhattacharya
language : en
Publisher: Springer Nature
Release Date : 2021-09-20

Random Walk Brownian Motion And Martingales written by Rabi Bhattacharya and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-09-20 with Mathematics categories.

This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study. Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the Kolmogorov–Chentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theory throughout. Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed.