Orthogonal Polynomials In The Spectral Analysis Of Markov Processes
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Orthogonal Polynomials In The Spectral Analysis Of Markov Processes
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Author : Manuel Domínguez de la Iglesia
language : en
Publisher: Cambridge University Press
Release Date : 2021-11-30
Orthogonal Polynomials In The Spectral Analysis Of Markov Processes written by Manuel Domínguez de la Iglesia 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 2021-11-30 with Mathematics categories.
In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about applications of their work to probability.
Geometric Methods In Physics Xl
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Author : Piotr Kielanowski
language : en
Publisher: Springer Nature
Release Date : 2024-08-27
Geometric Methods In Physics Xl written by Piotr Kielanowski and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2024-08-27 with Science categories.
This volume collects papers based on lectures given at the XL Workshop on Geometric Methods in Physics, held in Białowieża, Poland in July 2023. These chapters provide readers an overview of cutting-edge research in infinite-dimensional groups, integrable systems, quantum groups, Lie algebras and their generalizations and a wide variety of other areas. Specific topics include: Yang-Baxter equation The restricted Siegel disc and restricted Grassmannian Geometric and deformation quantization Degenerate integrability Lie algebroids and groupoids Skew braces Geometric Methods in Physics XL will be a valuable resource for mathematicians and physicists interested in recent developments at the intersection of these areas.
Harmonic Analysis On Hypergroups Approximation And Stochastic Sequences
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Author : Rupert Lasser
language : en
Publisher: World Scientific
Release Date : 2022-12-06
Harmonic Analysis On Hypergroups Approximation And Stochastic Sequences written by Rupert Lasser and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2022-12-06 with Mathematics categories.
The book aims at giving a monographic presentation of the abstract harmonic analysis of hypergroups, while combining it with applied topics of spectral analysis, approximation by orthogonal expansions and stochastic sequences. Hypergroups are locally compact Hausdorff spaces equipped with a convolution, an involution and a unit element. Related algebraic structures had already been studied by Frobenius around 1900. Their axiomatic characterisation in harmonic analysis was later developed in the 1970s. Hypergoups naturally emerge in seemingly different application areas as time series analysis, probability theory and theoretical physics.The book presents harmonic analysis on commutative and polynomial hypergroups as well as weakly stationary random fields and sequences thereon. For polynomial hypergroups also difference equations and stationary sequences are considered. At greater extent than in the existing literature, the book compiles a rather comprehensive list of hypergroups, in particular of polynomial hypergroups. With an eye on readers at advanced undergraduate and graduate level, the proofs are generally worked out in careful detail. The bibliography is extensive.
Handbook Of Constructive Mathematics
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Author : Douglas Bridges
language : en
Publisher: Cambridge University Press
Release Date : 2023-05-11
Handbook Of Constructive Mathematics written by Douglas Bridges 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 2023-05-11 with Mathematics categories.
Constructive mathematics – mathematics in which 'there exists' always means 'we can construct' – is enjoying a renaissance. fifty years on from Bishop's groundbreaking account of constructive analysis, constructive mathematics has spread out to touch almost all areas of mathematics and to have profound influence in theoretical computer science. This handbook gives the most complete overview of modern constructive mathematics, with contributions from leading specialists surveying the subject's myriad aspects. Major themes include: constructive algebra and geometry, constructive analysis, constructive topology, constructive logic and foundations of mathematics, and computational aspects of constructive mathematics. A series of introductory chapters provides graduate students and other newcomers to the subject with foundations for the surveys that follow. Edited by four of the most eminent experts in the field, this is an indispensable reference for constructive mathematicians and a fascinating vista of modern constructivism for the increasing number of researchers interested in constructive approaches.
Equivalents Of The Riemann Hypothesis Volume 3 Further Steps Towards Resolving The Riemann Hypothesis
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Author : Kevin Broughan
language : en
Publisher: Cambridge University Press
Release Date : 2023-10-12
Equivalents Of The Riemann Hypothesis Volume 3 Further Steps Towards Resolving The Riemann Hypothesis written by Kevin Broughan 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 2023-10-12 with Mathematics categories.
The Riemann hypothesis (RH) may be the most important outstanding problem in mathematics. This third volume on equivalents to RH comprehensively presents recent results of Nicolas, Rogers–Tao–Dobner, Polymath15, and Matiyasevich. Particularly interesting are derivations which show, assuming all zeros on the critical line are simple, that RH is decidable. Also included are classical Pólya–Jensen equivalence and related developments of Ono et al. Extensive appendices highlight key background results, most of which are proved. The book is highly accessible, with definitions repeated, proofs split logically, and graphical visuals. It is ideal for mathematicians wishing to update their knowledge, logicians, and graduate students seeking accessible number theory research problems. The three volumes can be read mostly independently. Volume 1 presents classical and modern arithmetic RH equivalents. Volume 2 covers equivalences with a strong analytic orientation. Volume 3 includes further arithmetic and analytic equivalents plus new material on RH decidability.
Compound Renewal Processes
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Author : A. A. Borovkov
language : en
Publisher: Cambridge University Press
Release Date : 2022-06-30
Compound Renewal Processes written by A. A. Borovkov 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 2022-06-30 with Mathematics categories.
Compound renewal processes (CRPs) are among the most ubiquitous models arising in applications of probability. At the same time, they are a natural generalization of random walks, the most well-studied classical objects in probability theory. This monograph, written for researchers and graduate students, presents the general asymptotic theory and generalizes many well-known results concerning random walks. The book contains the key limit theorems for CRPs, functional limit theorems, integro-local limit theorems, large and moderately large deviation principles for CRPs in the state space and in the space of trajectories, including large deviation principles in boundary crossing problems for CRPs, with an explicit form of the rate functionals, and an extension of the invariance principle for CRPs to the domain of moderately large and small deviations. Applications establish the key limit laws for Markov additive processes, including limit theorems in the domains of normal and large deviations.
Equivalents Of The Riemann Hypothesis
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Author : Kevin Alfred Broughan
language : en
Publisher: Cambridge University Press
Release Date : 2017
Equivalents Of The Riemann Hypothesis written by Kevin Alfred Broughan 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 2017 with Riemann hypothesis categories.
This three-volume work presents the main known equivalents to the Riemann hypothesis, perhaps the most important problem in mathematics. Volume 3 covers new arithmetic and analytic equivalences from numerous studies in the field, such as Rogers and Tao, and presents derivations which show whether the Riemann hypothesis is decidable.
Coxeter Bialgebras
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Author : Marcelo Aguiar
language : en
Publisher: Cambridge University Press
Release Date : 2022-11-17
Coxeter Bialgebras written by Marcelo Aguiar 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 2022-11-17 with Mathematics categories.
The goal of this monograph is to develop Hopf theory in the setting of a real reflection arrangement. The central notion is that of a Coxeter bialgebra which generalizes the classical notion of a connected graded Hopf algebra. The authors also introduce the more structured notion of a Coxeter bimonoid and connect the two notions via a family of functors called Fock functors. These generalize similar functors connecting Hopf monoids in the category of Joyal species and connected graded Hopf algebras. This monograph opens a new chapter in Coxeter theory as well as in Hopf theory, connecting the two. It also relates fruitfully to many other areas of mathematics such as discrete geometry, semigroup theory, associative algebras, algebraic Lie theory, operads, and category theory. It is carefully written, with effective use of tables, diagrams, pictures, and summaries. It will be of interest to students and researchers alike.
Introduction To Stochastic Processes
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Author : Dharmaraja Selvamuthu
language : en
Publisher: Springer Nature
Release Date : 2025-07-02
Introduction To Stochastic Processes written by Dharmaraja Selvamuthu and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-07-02 with Mathematics categories.
This is an essential textbook for senior undergraduate and graduate students of statistics, stochastic processes, stochastic finance, and probability theory. It covers all the important notations of probability theory and stochastic processes that are crucial for students to overcome their initial challenges during their studies. It thoroughly discusses the concepts of stochastic processes, both Markov and non-Markov processes, as well as stochastic calculus. With a special focus on finance, the book dedicates three chapters to explore the applications of stochastic processes in options, credit risk and insurance. Organized into sixteen chapters and one appendix, the book takes the readers to a well-organized learning. To fully grasp the intricacies of stochastic processes, students are expected to have a solid grounding in real analysis, linear algebra, and differential equations. Practical examples are emphasized throughout the book, carefully selected from various fields. The exercises at the end of each chapter are designed with the same objective in mind. Stochastic processes play a significant role in various scientific disciplines and real-life applications.
Higher Special Functions
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Author : Wolfgang Lay
language : en
Publisher: Cambridge University Press
Release Date : 2024-05-23
Higher Special Functions written by Wolfgang Lay 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 2024-05-23 with Mathematics categories.
Higher special functions emerge from boundary eigenvalue problems of Fuchsian differential equations with more than three singularities. This detailed reference provides solutions for singular boundary eigenvalue problems of linear ordinary differential equations of second order, exploring previously unknown methods for finding higher special functions. Starting from the fact that it is the singularities of a differential equation that determine the local, as well as the global, behaviour of its solutions, the author develops methods that are both new and efficient and lead to functional relationships that were previously unknown. All the developments discussed are placed within their historical context, allowing the reader to trace the roots of the theory back through the work of many generations of great mathematicians. Particular attention is given to the work of George Cecil Jaffé, who laid the foundation with the calculation of the quantum mechanical energy levels of the hydrogen molecule ion.