Positive Harmonic Functions And Diffusion
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Positive Harmonic Functions And Diffusion
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Author : Ross G. Pinsky
language : en
Publisher: Cambridge University Press
Release Date : 1995-01-12
Positive Harmonic Functions And Diffusion written by Ross G. Pinsky 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 1995-01-12 with Mathematics categories.
In this book, Professor Pinsky gives a self-contained account of the theory of positive harmonic functions for second order elliptic operators, using an integrated probabilistic and analytic approach. The book begins with a treatment of the construction and basic properties of diffusion processes. This theory then serves as a vehicle for studying positive harmonic funtions. Starting with a rigorous treatment of the spectral theory of elliptic operators with nice coefficients on smooth, bounded domains, the author then develops the theory of the generalized principal eigenvalue, and the related criticality theory for elliptic operators on arbitrary domains. Martin boundary theory is considered, and the Martin boundary is explicitly calculated for several classes of operators. The book provides an array of criteria for determining whether a diffusion process is transient or recurrent. Also introduced are the theory of bounded harmonic functions, and Brownian motion on manifolds of negative curvature. Many results that form the folklore of the subject are here given a rigorous exposition, making this book a useful reference for the specialist, and an excellent guide for the graduate student.
Harmonic Functions And Potentials On Finite Or Infinite Networks
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Author : Victor Anandam
language : en
Publisher: Springer Science & Business Media
Release Date : 2011-06-27
Harmonic Functions And Potentials On Finite Or Infinite Networks written by Victor Anandam 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 2011-06-27 with Mathematics categories.
Random walks, Markov chains and electrical networks serve as an introduction to the study of real-valued functions on finite or infinite graphs, with appropriate interpretations using probability theory and current-voltage laws. The relation between this type of function theory and the (Newton) potential theory on the Euclidean spaces is well-established. The latter theory has been variously generalized, one example being the axiomatic potential theory on locally compact spaces developed by Brelot, with later ramifications from Bauer, Constantinescu and Cornea. A network is a graph with edge-weights that need not be symmetric. This book presents an autonomous theory of harmonic functions and potentials defined on a finite or infinite network, on the lines of axiomatic potential theory. Random walks and electrical networks are important sources for the advancement of the theory.
Commutative Ring Theory
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Author : Hideyuki Matsumura
language : en
Publisher: Cambridge University Press
Release Date : 1989-05-25
Commutative Ring Theory written by Hideyuki Matsumura 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 1989-05-25 with Mathematics categories.
This book explores commutative ring theory, an important a foundation for algebraic geometry and complex analytical geometry.
Finite Group Theory
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Author : M. Aschbacher
language : en
Publisher: Cambridge University Press
Release Date : 2000-06-26
Finite Group Theory written by M. Aschbacher 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 2000-06-26 with Mathematics categories.
During the last 40 years the theory of finite groups has developed dramatically. The finite simple groups have been classified and are becoming better understood. Tools exist to reduce many questions about arbitrary finite groups to similar questions about simple groups. Since the classification there have been numerous applications of this theory in other branches of mathematics. Finite Group Theory develops the foundations of the theory of finite groups. It can serve as a text for a course on finite groups for students already exposed to a first course in algebra. It could supply the background necessary to begin reading journal articles in the field. For specialists it also provides a reference on the foundations of the subject. This second edition has been considerably improved with a completely rewritten Chapter 15 considering the 2-Signalizer Functor Theorem, and the addition of an appendix containing solutions to exercises.
Introduction To Stochastic Calculus With Applications 3rd Edition
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Author : Fima C Klebaner
language : en
Publisher: World Scientific Publishing Company
Release Date : 2012-03-21
Introduction To Stochastic Calculus With Applications 3rd Edition written by Fima C Klebaner and has been published by World Scientific Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-03-21 with Mathematics categories.
This book presents a concise and rigorous treatment of stochastic calculus. It also gives its main applications in finance, biology and engineering. In finance, the stochastic calculus is applied to pricing options by no arbitrage. In biology, it is applied to populations' models, and in engineering it is applied to filter signal from noise. Not everything is proved, but enough proofs are given to make it a mathematically rigorous exposition.This book aims to present the theory of stochastic calculus and its applications to an audience which possesses only a basic knowledge of calculus and probability. It may be used as a textbook by graduate and advanced undergraduate students in stochastic processes, financial mathematics and engineering. It is also suitable for researchers to gain working knowledge of the subject. It contains many solved examples and exercises making it suitable for self study.In the book many of the concepts are introduced through worked-out examples, eventually leading to a complete, rigorous statement of the general result, and either a complete proof, a partial proof or a reference. Using such structure, the text will provide a mathematically literate reader with rapid introduction to the subject and its advanced applications. The book covers models in mathematical finance, biology and engineering. For mathematicians, this book can be used as a first text on stochastic calculus or as a companion to more rigorous texts by a way of examples and exercises./a
Stochastic Analysis And Related Topics Vii
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Author : Laurent Decreusefond
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-12-06
Stochastic Analysis And Related Topics Vii written by Laurent Decreusefond 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.
One of the most challenging subjects of stochastic analysis in relation to physics is the analysis of heat kernels on infinite dimensional manifolds. The simplest nontrivial case is that of thepath and loop space on a Lie group. In this volume an up-to-date survey of the topic is given by Leonard Gross, a prominent developer of the theory. Another concise but complete survey of Hausdorff measures on Wiener space and its applications to Malliavin Calculus is given by D. Feyel, one of the most active specialists in this area. Other survey articles deal with short-time asymptotics of diffusion pro cesses with values in infinite dimensional manifolds and large deviations of diffusions with discontinuous drifts. A thorough survey is given of stochas tic integration with respect to the fractional Brownian motion, as well as Stokes' formula for the Brownian sheet, and a new version of the log Sobolev inequality on the Wiener space. Professional mathematicians looking for an overview of the state-of-the art in the above subjects will find this book helpful. In addition, graduate students as well as researchers whose domain requires stochastic analysis will find the original results of interest for their own research. The organizers acknowledge gratefully the financial help ofthe University of Oslo, and the invaluable aid of Professor Bernt 0ksendal and l'Ecole Nationale Superieure des Telecommunications.
Selected Papers On Differential Equations And Analysis
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Author :
language : en
Publisher: American Mathematical Soc.
Release Date : 2005
Selected Papers On Differential Equations And Analysis written by and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2005 with Mathematics categories.
Contains translations of papers that originally appeared in the Japanese journal "Sugaku". This book covers a variety of topics, including differential equations with free boundary, singular integral operators, and operator algebras. It is suitable for graduate students and research mathematicians interested in analysis and differential equations.
Lectures In Logic And Set Theory Volume 1 Mathematical Logic
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Author : George Tourlakis
language : en
Publisher: Cambridge University Press
Release Date : 2003-01-09
Lectures In Logic And Set Theory Volume 1 Mathematical Logic written by George Tourlakis 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 2003-01-09 with Mathematics categories.
This two-volume work bridges the gap between introductory expositions of logic or set theory on one hand, and the research literature on the other. It can be used as a text in an advanced undergraduate or beginning graduate course in mathematics, computer science, or philosophy. The volumes are written in a user-friendly conversational lecture style that makes them equally effective for self-study or class use. Volume 1 includes formal proof techniques, a section on applications of compactness (including nonstandard analysis), a generous dose of computability and its relation to the incompleteness phenomenon, and the first presentation of a complete proof of Godel's 2nd incompleteness since Hilbert and Bernay's Grundlagen theorem.
Spinning Tops
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Author : M. Audin
language : en
Publisher: Cambridge University Press
Release Date : 1999-11-13
Spinning Tops written by M. Audin 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 1999-11-13 with Mathematics categories.
Since the time of Lagrange and Euler, it has been well known that an understanding of algebraic curves can illuminate the picture of rigid bodies provided by classical mechanics. A modern view of the role played by algebraic geometry has been established iby many mathematicians. This book presents some of these techniques, which fall within the orbit of finite dimensional integrable systems. The main body of the text presents a rich assortment of methods and ideas from algebraic geometry prompted by classical mechanics, whilst in appendices the general, abstract theory is described. The methods are given a topological application to the study of Liouville tori and their bifurcations. The book is based on courses for graduate students given by the author at Strasbourg University but the wealth of original ideas will make it also appeal to researchers.
Handbook Of Monte Carlo Methods
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Author : Dirk P. Kroese
language : en
Publisher: John Wiley & Sons
Release Date : 2013-06-06
Handbook Of Monte Carlo Methods written by Dirk P. Kroese 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 2013-06-06 with Mathematics categories.
A comprehensive overview of Monte Carlo simulation that explores the latest topics, techniques, and real-world applications More and more of today’s numerical problems found in engineering and finance are solved through Monte Carlo methods. The heightened popularity of these methods and their continuing development makes it important for researchers to have a comprehensive understanding of the Monte Carlo approach. Handbook of Monte Carlo Methods provides the theory, algorithms, and applications that helps provide a thorough understanding of the emerging dynamics of this rapidly-growing field. The authors begin with a discussion of fundamentals such as how to generate random numbers on a computer. Subsequent chapters discuss key Monte Carlo topics and methods, including: Random variable and stochastic process generation Markov chain Monte Carlo, featuring key algorithms such as the Metropolis-Hastings method, the Gibbs sampler, and hit-and-run Discrete-event simulation Techniques for the statistical analysis of simulation data including the delta method, steady-state estimation, and kernel density estimation Variance reduction, including importance sampling, latin hypercube sampling, and conditional Monte Carlo Estimation of derivatives and sensitivity analysis Advanced topics including cross-entropy, rare events, kernel density estimation, quasi Monte Carlo, particle systems, and randomized optimization The presented theoretical concepts are illustrated with worked examples that use MATLAB®, a related Web site houses the MATLAB® code, allowing readers to work hands-on with the material and also features the author's own lecture notes on Monte Carlo methods. Detailed appendices provide background material on probability theory, stochastic processes, and mathematical statistics as well as the key optimization concepts and techniques that are relevant to Monte Carlo simulation. Handbook of Monte Carlo Methods is an excellent reference for applied statisticians and practitioners working in the fields of engineering and finance who use or would like to learn how to use Monte Carlo in their research. It is also a suitable supplement for courses on Monte Carlo methods and computational statistics at the upper-undergraduate and graduate levels.