Multivariate Prediction De Branges Spaces And Related Extension And Inverse Problems
DOWNLOAD
Download Multivariate Prediction De Branges Spaces And Related Extension And Inverse Problems PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Multivariate Prediction De Branges Spaces And Related Extension And Inverse Problems book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
Multivariate Prediction De Branges Spaces And Related Extension And Inverse Problems
DOWNLOAD
Author : Damir Z. Arov
language : en
Publisher: Birkhäuser
Release Date : 2018-05-30
Multivariate Prediction De Branges Spaces And Related Extension And Inverse Problems written by Damir Z. Arov and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-05-30 with Mathematics categories.
This monograph deals primarily with the prediction of vector valued stochastic processes that are either weakly stationary, or have weakly stationary increments, from finite segments of their past. The main focus is on the analytic counterpart of these problems, which amounts to computing projections onto subspaces of a Hilbert space of p x 1 vector valued functions with an inner product that is defined in terms of the p x p matrix valued spectral density of the process. The strategy is to identify these subspaces as vector valued de Branges spaces and then to express projections in terms of the reproducing kernels of these spaces and/or in terms of a generalized Fourier transform that is obtained from the solution of an associated inverse spectral problem. Subsequently, the projection of the past onto the future and the future onto the past is interpreted in terms of the range of appropriately defined Hankel operators and their adjoints, and, in the last chapter, assorted computations are carried out for rational spectral densities. The underlying mathematics needed to tackle this class of problems is developed in careful detail, but, to ease the reading, an attempt is made to avoid excessive generality. En route a number of results that, to the best of our knowledge, were only known for p = 1 are generalized to the case p > 1.
Indefinite Inner Product Spaces Schur Analysis And Differential Equations
DOWNLOAD
Author : Daniel Alpay
language : en
Publisher: Birkhäuser
Release Date : 2018-01-30
Indefinite Inner Product Spaces Schur Analysis And Differential Equations written by Daniel Alpay and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-01-30 with Mathematics categories.
This volume, which is dedicated to Heinz Langer, includes biographical material and carefully selected papers. Heinz Langer has made fundamental contributions to operator theory. In particular, he has studied the domains of operator pencils and nonlinear eigenvalue problems, the theory of indefinite inner product spaces, operator theory in Pontryagin and Krein spaces, and applications to mathematical physics. His works include studies on and applications of Schur analysis in the indefinite setting, where the factorization theorems put forward by Krein and Langer for generalized Schur functions, and by Dijksma-Langer-Luger-Shondin, play a key role. The contributions in this volume reflect Heinz Langer’s chief research interests and will appeal to a broad readership whose work involves operator theory.
Advances In Complex Analysis And Operator Theory
DOWNLOAD
Author : Fabrizio Colombo
language : en
Publisher: Birkhäuser
Release Date : 2017-09-30
Advances In Complex Analysis And Operator Theory written by Fabrizio Colombo and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-30 with Mathematics categories.
This book gathers contributions written by Daniel Alpay’s friends and collaborators. Several of the papers were presented at the International Conference on Complex Analysis and Operator Theory held in honor of Professor Alpay’s 60th birthday at Chapman University in November 2016. The main topics covered are complex analysis, operator theory and other areas of mathematics close to Alpay’s primary research interests. The book is recommended for mathematicians from the graduate level on, working in various areas of mathematical analysis, operator theory, infinite dimensional analysis, linear systems, and stochastic processes.
Operator Theory Function Spaces And Applications
DOWNLOAD
Author : Tanja Eisner
language : en
Publisher: Birkhäuser
Release Date : 2016-09-24
Operator Theory Function Spaces And Applications written by Tanja Eisner and has been published by Birkhäuser this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-09-24 with Mathematics categories.
This volume collects a selected number of papers presented at the International Workshop on Operator Theory and its Applications (IWOTA) held in July 2014 at Vrije Universiteit in Amsterdam. Main developments in the broad area of operator theory are covered, with special emphasis on applications to science and engineering. The volume also presents papers dedicated to the eightieth birthday of Damir Arov and to the sixty-fifth birthday of Leiba Rodman, both leading figures in the area of operator theory and its applications, in particular, to systems theory.
Non Stationary Stochastic Processes Estimation
DOWNLOAD
Author : Maksym Luz
language : en
Publisher: Walter de Gruyter GmbH & Co KG
Release Date : 2024-05-20
Non Stationary Stochastic Processes Estimation written by Maksym Luz and has been published by Walter de Gruyter GmbH & Co KG this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-05-20 with Business & Economics categories.
The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. The first factor is construction of a model of the process being investigated. The second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals depending on unobserved values of stochastic sequences and processes with periodically stationary and long memory multiplicative seasonal increments. Formulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral structure of the considered sequences and processes are exactly known. In the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation.
Linear Algebra In Action
DOWNLOAD
Author : Harry Dym
language : en
Publisher: American Mathematical Society
Release Date : 2023-06-23
Linear Algebra In Action written by Harry Dym 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 2023-06-23 with Mathematics categories.
This book is based largely on courses that the author taught at the Feinberg Graduate School of the Weizmann Institute. It conveys in a user-friendly way the basic and advanced techniques of linear algebra from the point of view of a working analyst. The techniques are illustrated by a wide sample of applications and examples that are chosen to highlight the tools of the trade. In short, this is material that the author has found to be useful in his own research and wishes that he had been exposed to as a graduate student. Roughly the first quarter of the book reviews the contents of a basic course in linear algebra, plus a little. The remaining chapters treat singular value decompositions, convexity, special classes of matrices, projections, assorted algorithms, and a number of applications. The applications are drawn from vector calculus, numerical analysis, control theory, complex analysis, convex optimization, and functional analysis. In particular, fixed point theorems, extremal problems, best approximations, matrix equations, zero location and eigenvalue location problems, matrices with nonnegative entries, and reproducing kernels are discussed. This new edition differs significantly from the second edition in both content and style. It includes a number of topics that did not appear in the earlier edition and excludes some that did. Moreover, most of the material that has been adapted from the earlier edition has been extensively rewritten and reorganized.
Estimation Of Stochastic Processes With Stationary Increments And Cointegrated Sequences
DOWNLOAD
Author : Maksym Luz
language : en
Publisher: John Wiley & Sons
Release Date : 2019-09-20
Estimation Of Stochastic Processes With Stationary Increments And Cointegrated Sequences written by Maksym Luz and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-09-20 with Mathematics categories.
Estimation of Stochastic Processes is intended for researchers in the field of econometrics, financial mathematics, statistics or signal processing. This book gives a deep understanding of spectral theory and estimation techniques for stochastic processes with stationary increments. It focuses on the estimation of functionals of unobserved values for stochastic processes with stationary increments, including ARIMA processes, seasonal time series and a class of cointegrated sequences. Furthermore, this book presents solutions to extrapolation (forecast), interpolation (missed values estimation) and filtering (smoothing) problems based on observations with and without noise, in discrete and continuous time domains. Extending the classical approach applied when the spectral densities of the processes are known, the minimax method of estimation is developed for a case where the spectral information is incomplete and the relations that determine the least favorable spectral densities for the optimal estimations are found.
Analytic Methods Of Spectral Representations Of Non Selfadjoint Non Unitary Operators
DOWNLOAD
Author : Vladimir A. Zolotarev
language : en
Publisher: Springer Nature
Release Date : 2025-05-03
Analytic Methods Of Spectral Representations Of Non Selfadjoint Non Unitary Operators written by Vladimir A. Zolotarev and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-05-03 with Mathematics categories.
This book is concerned with the theory of model representations of linear non-selfadjoint and non-unitary operators. This booming area of functional analysis owes its origins to the fundamental works of M. S. Livšic on the theory of characteristic functions, the deep studies of B. S.-Nagy and C. Foias on dilation theory, and also to the Lax–Phillips scattering theory. Here, a uniform conceptual approach is developed which organically unites all these theories. New analytic methods are introduced which make it possible to solve some important problems from the theory of spectral representations. Aimed at specialists in functional analysis, the book will also be accessible to senior mathematics students.
Revue Roumaine De Math Matiques Pures Et Appliqu Es
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 1993
Revue Roumaine De Math Matiques Pures Et Appliqu Es written by and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1993 with Mathematics categories.
Mathematical Reviews
DOWNLOAD
Author :
language : en
Publisher:
Release Date : 2002
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 2002 with Mathematics categories.