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Gaussian Measures

Gaussian Measures Author Vladimir I. Bogachev
ISBN-10 9781470418694
Release 2015-01-26
Pages 433
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This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.



Gaussian Measures

Gaussian Measures Author Vladimir I. Bogachev
ISBN-10 9781470418694
Release 2015-01-26
Pages 433
Download Link Click Here

This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.



The Concentration of Measure Phenomenon

The Concentration of Measure Phenomenon Author Michel Ledoux
ISBN-10 9780821837924
Release 2005
Pages 181
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It was undoubtedly a necessary task to collect all the results on the concentration of measure during the past years in a monograph. The author did this very successfully and the book is an important contribution to the topic. It will surely influence further research in this area considerably. The book is very well written, and it was a great pleasure for the reviewer to read it. --Mathematical Reviews The observation of the concentration of measure phenomenon is inspired by isoperimetric inequalities. A familiar example is the way the uniform measure on the standard sphere $S^n$ becomes concentrated around the equator as the dimension gets large. This property may be interpreted in terms of functions on the sphere with small oscillations, an idea going back to Levy. The phenomenon also occurs in probability, as a version of the law of large numbers, due to Emile Borel. This book offers the basic techniques and examples of the concentration of measure phenomenon. The concentration of measure phenomenon was put forward in the early seventies by V. Milman in the asymptotic geometry of Banach spaces. It is of powerful interest in applications in various areas, such as geometry, functional analysis and infinite-dimensional integration, discrete mathematics and complexity theory, and probability theory. Particular emphasis is on geometric, functional, and probabilistic tools to reach and describe measure concentration in a number of settings. The book presents concentration functions and inequalities, isoperimetric and functional examples, spectrum and topological applications, product measures, entropic and transportation methods, as well as aspects of M. Talagrand's deep investigation of concentration in product spaces and its application in discrete mathematics and probability theory, supremum of Gaussian and empirical processes, spin glass, random matrices, etc. Prerequisites are a basic background in measure theory, functional analysis, and probability theory.



Function Spaces in Analysis

Function Spaces in Analysis Author Krzysztof Jarosz
ISBN-10 9781470416942
Release 2015-07-28
Pages 301
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This volume contains the proceedings of the Seventh Conference on Function Spaces, which was held from May 20-24, 2014 at Southern Illinois University at Edwardsville. The papers cover a broad range of topics, including spaces and algebras of analytic functions of one and of many variables (and operators on such spaces), spaces of integrable functions, spaces of Banach-valued functions, isometries of function spaces, geometry of Banach spaces, and other related subjects.



Differentiable Measures and the Malliavin Calculus

Differentiable Measures and the Malliavin Calculus Author Vladimir Igorevich Bogachev
ISBN-10 9780821849934
Release 2010-07-21
Pages 488
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This book provides the reader with the principal concepts and results related to differential properties of measures on infinite dimensional spaces. In the finite dimensional case such properties are described in terms of densities of measures with respect to Lebesgue measure. In the infinite dimensional case new phenomena arise. For the first time a detailed account is given of the theory of differentiable measures, initiated by S. V. Fomin in the 1960s; since then the method has found many various important applications. Differentiable properties are described for diverse concrete classes of measures arising in applications, for example, Gaussian, convex, stable, Gibbsian, and for distributions of random processes. Sobolev classes for measures on finite and infinite dimensional spaces are discussed in detail. Finally, we present the main ideas and results of the Malliavin calculus--a powerful method to study smoothness properties of the distributions of nonlinear functionals on infinite dimensional spaces with measures. The target readership includes mathematicians and physicists whose research is related to measures on infinite dimensional spaces, distributions of random processes, and differential equations in infinite dimensional spaces. The book includes an extensive bibliography on the subject.



From Particle Systems to Partial Differential Equations II

From Particle Systems to Partial Differential Equations II Author Patrícia Gonçalves
ISBN-10 9783319166377
Release 2015-04-04
Pages 393
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This book focuses on mathematical problems concerning different applications in physics, engineering, chemistry and biology. It covers topics ranging from interacting particle systems to partial differential equations (PDEs), statistical mechanics and dynamical systems. The purpose of the second meeting on Particle Systems and PDEs was to bring together renowned researchers working actively in the respective fields, to discuss their topics of expertise and to present recent scientific results in both areas. Further, the meeting was intended to present the subject of interacting particle systems, its roots in and impacts on the field of physics and its relation with PDEs to a vast and varied public, including young researchers. The book also includes the notes from two mini-courses presented at the conference, allowing readers who are less familiar with these areas of mathematics to more easily approach them. The contributions will be of interest to mathematicians, theoretical physicists and other researchers interested in interacting particle systems, partial differential equations, statistical mechanics, stochastic processes, kinetic theory, dynamical systems and mathematical modeling aspects.



Interest Rate Models an Infinite Dimensional Stochastic Analysis Perspective

Interest Rate Models  an Infinite Dimensional Stochastic Analysis Perspective Author René Carmona
ISBN-10 9783540270676
Release 2007-05-22
Pages 236
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This book presents the mathematical issues that arise in modeling the interest rate term structure by casting the interest-rate models as stochastic evolution equations in infinite dimensions. The text includes a crash course on interest rates, a self-contained introduction to infinite dimensional stochastic analysis, and recent results in interest rate theory. From the reviews: "A wonderful book. The authors present some cutting-edge math." --WWW.RISKBOOK.COM



Analysis on Gaussian Spaces

Analysis on Gaussian Spaces Author Yaozhong Hu
ISBN-10 9789813142190
Release 2016-08-30
Pages 484
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Analysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the lack of Lebesgue measure on infinite dimensional space. Instead the most popular measure used in infinite dimensional space is the Gaussian measure, which has been unified under the terminology of "abstract Wiener space". Out of the large amount of work on this topic, this book presents some fundamental results plus recent progress. We shall present some results on the Gaussian space itself such as the Brunn–Minkowski inequality, Small ball estimates, large tail estimates. The majority part of this book is devoted to the analysis of nonlinear functions on the Gaussian space. Derivative, Sobolev spaces are introduced, while the famous Poincaré inequality, logarithmic inequality, hypercontractive inequality, Meyer's inequality, Littlewood–Paley–Stein–Meyer theory are given in details. This book includes some basic material that cannot be found elsewhere that the author believes should be an integral part of the subject. For example, the book includes some interesting and important inequalities, the Littlewood–Paley–Stein–Meyer theory, and the Hörmander theorem. The book also includes some recent progress achieved by the author and collaborators on density convergence, numerical solutions, local times.



Random Fields and Geometry

Random Fields and Geometry Author R. J. Adler
ISBN-10 0387481168
Release 2009-01-29
Pages 454
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This monograph is devoted to a completely new approach to geometric problems arising in the study of random fields. The groundbreaking material in Part III, for which the background is carefully prepared in Parts I and II, is of both theoretical and practical importance, and striking in the way in which problems arising in geometry and probability are beautifully intertwined. "Random Fields and Geometry" will be useful for probabilists and statisticians, and for theoretical and applied mathematicians who wish to learn about new relationships between geometry and probability. It will be helpful for graduate students in a classroom setting, or for self-study. Finally, this text will serve as a basic reference for all those interested in the companion volume of the applications of the theory.



Asymptotic Geometric Analysis Part I

Asymptotic Geometric Analysis  Part I Author Shiri Artstein-Avidan
ISBN-10 9781470421939
Release 2015-06-18
Pages 451
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The authors present the theory of asymptotic geometric analysis, a field which lies on the border between geometry and functional analysis. In this field, isometric problems that are typical for geometry in low dimensions are substituted by an "isomorphic" point of view, and an asymptotic approach (as dimension tends to infinity) is introduced. Geometry and analysis meet here in a non-trivial way. Basic examples of geometric inequalities in isomorphic form which are encountered in the book are the "isomorphic isoperimetric inequalities" which led to the discovery of the "concentration phenomenon", one of the most powerful tools of the theory, responsible for many counterintuitive results. A central theme in this book is the interaction of randomness and pattern. At first glance, life in high dimension seems to mean the existence of multiple "possibilities", so one may expect an increase in the diversity and complexity as dimension increases. However, the concentration of measure and effects caused by convexity show that this diversity is compensated and order and patterns are created for arbitrary convex bodies in the mixture caused by high dimensionality. The book is intended for graduate students and researchers who want to learn about this exciting subject. Among the topics covered in the book are convexity, concentration phenomena, covering numbers, Dvoretzky-type theorems, volume distribution in convex bodies, and more.



Gaussian Measures

Gaussian Measures Author Vladimir Igorevich Bogachev
ISBN-10 0821810545
Release 1998
Pages 433
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This book gives a systematic exposition of the modern theory of Gaussian measures. It presents with complete and detailed proofs fundamental facts about finite and infinite dimensional Gaussian distributions. Covered topics include linear properties, convexity, linear and nonlinear transformations, and applications to Gaussian and diffusion processes. Suitable for use as a graduate text and/or a reference work, this volume contains many examples, exercises, and an extensive bibliography. It brings together many results that have not appeared previously in book form.



Probability and Mathematical Statistics

Probability and Mathematical Statistics Author
ISBN-10 UOM:39015068700890
Release 2005
Pages
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Probability and Mathematical Statistics has been writing in one form or another for most of life. You can find so many inspiration from Probability and Mathematical Statistics also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Probability and Mathematical Statistics book for free.



Alice and Bob Meet Banach The Interface of Asymptotic Geometric Analysis and Quantum Information Theory

Alice and Bob Meet Banach  The Interface of Asymptotic Geometric Analysis and Quantum Information Theory Author Guillaume Aubrun
ISBN-10 9781470434687
Release 2017-08-30
Pages 414
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The quest to build a quantum computer is arguably one of the major scientific and technological challenges of the twenty-first century, and quantum information theory (QIT) provides the mathematical framework for that quest. Over the last dozen or so years, it has become clear that quantum information theory is closely linked to geometric functional analysis (Banach space theory, operator spaces, high-dimensional probability), a field also known as asymptotic geometric analysis (AGA). In a nutshell, asymptotic geometric analysis investigates quantitative properties of convex sets, or other geometric structures, and their approximate symmetries as the dimension becomes large. This makes it especially relevant to quantum theory, where systems consisting of just a few particles naturally lead to models whose dimension is in the thousands, or even in the billions. Alice and Bob Meet Banach is aimed at multiple audiences connected through their interest in the interface of QIT and AGA: at quantum information researchers who want to learn AGA or apply its tools; at mathematicians interested in learning QIT, or at least the part of QIT that is relevant to functional analysis/convex geometry/random matrix theory and related areas; and at beginning researchers in either field. Moreover, this user-friendly book contains numerous tables and explicit estimates, with reasonable constants when possible, which make it a useful reference even for established mathematicians generally familiar with the subject.



The Semicircle Law Free Random Variables and Entropy

The Semicircle Law  Free Random Variables and Entropy Author Fumio Hiai
ISBN-10 9780821841358
Release 2006-03-23
Pages 376
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The book treats free probability theory, which has been extensively developed since the early 1980s. The emphasis is put on entropy and the random matrix model approach. The volume is a unique presentation demonstrating the extensive interrelation between the topics. Wigner's theorem and its broad generalizations, such as asymptotic freeness of independent matrices, are explained in detail. Consistent throughout the book is the parallelism between the normal and semicircle laws. Voiculescu's multivariate free entropy theory is presented with full proofs and extends the results to unitary operators. Some applications to operator algebras are also given. Based on lectures given by the authors in Hungary, Japan, and Italy, the book is a good reference for mathematicians interested in free probability theory and can serve as a text for an advanced graduate course.



Ergodic Theory via Joinings

Ergodic Theory via Joinings Author Eli Glasner
ISBN-10 9781470419516
Release 2015-01-09
Pages 384
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This book introduces modern ergodic theory. It emphasizes a new approach that relies on the technique of joining two (or more) dynamical systems. This approach has proved to be fruitful in many recent works, and this is the first time that the entire theory is presented from a joining perspective. Another new feature of the book is the presentation of basic definitions of ergodic theory in terms of the Koopman unitary representation associated with a dynamical system and the invariant mean on matrix coefficients, which exists for any acting groups, amenable or not. Accordingly, the first part of the book treats the ergodic theory for an action of an arbitrary countable group. The second part, which deals with entropy theory, is confined (for the sake of simplicity) to the classical case of a single measure-preserving transformation on a Lebesgue probability space.



Mathematical Reviews

Mathematical Reviews Author
ISBN-10 UVA:X006180445
Release 2003
Pages
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Mathematical Reviews has been writing in one form or another for most of life. You can find so many inspiration from Mathematical Reviews also informative, and entertaining. Click DOWNLOAD or Read Online button to get full Mathematical Reviews book for free.



Stochastic Partial Differential Equations

Stochastic Partial Differential Equations Author René Carmona
ISBN-10 0821808060
Release 1999
Pages 334
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The field of Stochastic Partial Differential Equations (SPDEs) is one of the most dynamically developing areas of mathematics. It lies at the cross section of probability, partial differential equations, population biology, and mathematical physics. The field is especially attractive because of its interdisciplinary nature and the enormous richness of current and potential future applications. This volume is a collection of six important topics in SPDEs presented from the viewpoint of distinguished scientists working in the field and related areas. Emphasized are the genesis and applications of SPDEs as well as mathematical theory and numerical methods.