Selected Topics in Characteristic Functions PDF Download

Author: Nikolai G. Ushakov
Publisher: Walter de Gruyter
ISBN: 3110935988
Category : Mathematics
Languages : en
Pages : 369

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Book Description
The series is devoted to the publication of high-level monographs and surveys which cover the whole spectrum of probability and statistics. The books of the series are addressed to both experts and advanced students.

Author: E. Lukacs
Publisher: Oxford University Press
ISBN: 9780195205787
Category :
Languages : en
Pages : 360

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Book Description
This volume studies characteristic functions--which play an essential role in probability and statistics-- for their intrinsic, mathematical interest.

Author: Zoltán Sasvári
Publisher: Walter de Gruyter
ISBN: 3110223996
Category : Mathematics
Languages : en
Pages : 376

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Book Description
In a certain sense characteristic functions and correlation functions are the same, the common underlying concept is positive definiteness. Many results in probability theory, mathematical statistics and stochastic processes can be derived by using these functions. While there are books on characteristic functions of one variable, books devoting some sections to the multivariate case, and books treating the general case of locally compact groups, interestingly there is no book devoted entirely to the multidimensional case which is extremely important for applications. This book is intended to fill this gap at least partially. It makes the basic concepts and results on multivariate characteristic and correlation functions easily accessible to both students and researchers in a comprehensive manner. The first chapter presents basic results and should be read carefully since it is essential for the understanding of the subsequent chapters. The second chapter is devoted to correlation functions, their applications to stationary processes and some connections to harmonic analysis. In Chapter 3 we deal with several special properties, Chapter 4 is devoted to the extension problem while Chapter 5 contains a few applications. A relatively large appendix comprises topics like infinite products, functional equations, special functions or compact operators.

Author: William A. Schwalm
Publisher: Morgan & Claypool Publishers
ISBN: 1681740389
Category : Science
Languages : en
Pages : 74

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Book Description
This volume is a basic introduction to certain aspects of elliptic functions and elliptic integrals. Primarily, the elliptic functions stand out as closed solutions to a class of physical and geometrical problems giving rise to nonlinear differential equations. While these nonlinear equations may not be the types of greatest interest currently, the fact that they are solvable exactly in terms of functions about which much is known makes up for this. The elliptic functions of Jacobi, or equivalently the Weierstrass elliptic functions, inhabit the literature on current problems in condensed matter and statistical physics, on solitons and conformal representations, and all sorts of famous problems in classical mechanics. The lectures on elliptic functions have evolved as part of the first semester of a course on theoretical and mathematical methods given to first and second year graduate students in physics and chemistry at the University of North Dakota. They are for graduate students or for researchers who want an elementary introduction to the subject that nevertheless leaves them with enough of the details to address real problems. The style is supposed to be informal. The intention is to introduce the subject as a moderate extension of ordinary trigonometry in which the reference circle is replaced by an ellipse. This entre depends upon fewer tools and has seemed less intimidating that other typical introductions to the subject that depend on some knowledge of complex variables. The first three lectures assume only calculus, including the chain rule and elementary knowledge of differential equations. In the later lectures, the complex analytic properties are introduced naturally so that a more complete study becomes possible.

Author:
Publisher: UM Libraries
ISBN:
Category : Education, Higher
Languages : en
Pages : 1400

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Author: University of Michigan. College of Engineering
Publisher: UM Libraries
ISBN:
Category : Engineering schools
Languages : en
Pages : 432

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Author: Harish Parthasarathy
Publisher: Taylor & Francis
ISBN: 1000789780
Category : Mathematics
Languages : en
Pages : 397

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Book Description
This book developed from a course given by the author to undergraduate and postgraduate students. It takes up Matrix Theory, Antenna Theory, and Probability Theory in detail. The first chapter on matrix theory discusses in reasonable depth the theory of Lie Algebras leading upto Cartan’s Classification Theory. It also discusses some basic elements of Functional Analysis and Operator Theory in infinite dimensional Banach and Hilbert spaces. The second chapter discusses Basic Probability Theory and the topics discussed find applications to Stochastic Filtering Theory for differential equations driven by white Gaussian noise. The third chapter is on Antenna Theory with a focus on Modern Quantum Antenna Theory. The book will be a valuable resource to students and early career researchers in the field of Mathametical Physics.

Author: George G. Roussas
Publisher: Gulf Professional Publishing
ISBN: 0125990227
Category : Computers
Languages : en
Pages : 463

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Book Description
This book provides in a concise, yet detailed way, the bulk of the probabilistic tools that a student working toward an advanced degree in statistics, probability and other related areas, should be equipped with. The approach is classical, avoiding the use of mathematical tools not necessary for carrying out the discussions. All proofs are presented in full detail. * Excellent exposition marked by a clear, coherent and logical devleopment of the subject * Easy to understand, detailed discussion of material * Complete proofs

Author: Oliver Ibe
Publisher: Academic Press
ISBN: 0128010355
Category : Mathematics
Languages : en
Pages : 457

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Book Description
The long-awaited revision of Fundamentals of Applied Probability and Random Processes expands on the central components that made the first edition a classic. The title is based on the premise that engineers use probability as a modeling tool, and that probability can be applied to the solution of engineering problems. Engineers and students studying probability and random processes also need to analyze data, and thus need some knowledge of statistics. This book is designed to provide students with a thorough grounding in probability and stochastic processes, demonstrate their applicability to real-world problems, and introduce the basics of statistics. The book's clear writing style and homework problems make it ideal for the classroom or for self-study. - Demonstrates concepts with more than 100 illustrations, including 2 dozen new drawings - Expands readers' understanding of disruptive statistics in a new chapter (chapter 8) - Provides new chapter on Introduction to Random Processes with 14 new illustrations and tables explaining key concepts. - Includes two chapters devoted to the two branches of statistics, namely descriptive statistics (chapter 8) and inferential (or inductive) statistics (chapter 9).

Author: Marko Kostić
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110763524
Category : Mathematics
Languages : en
Pages : 734

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Book Description
Covers uniformly recurrent solutions and c-almost periodic solutions of abstract Volterra integro-differential equations as well as various generalizations of almost periodic functions in Lebesgue spaces with variable coefficients. Treats multi-dimensional almost periodic type functions and their generalizations in adequate detail.