Author: Anthony Perry MorsePublisher:
ISBN:
Category : Processes, Infinite
Languages : en
Pages : 36
Book Description
Convergence in Variation and Related Topics
Author: Anthony Perry MorsePublisher:
ISBN:
Category : Processes, Infinite
Languages : en
Pages : 36
Book Description
Convergence in Variation and Related Topics ... A Thesis ... Reprinted from the Transactions of the American Mathematical Society
Author: Anthony Perry MORSEFokker-Planck-Kolmogorov Equations
Author: Vladimir I. BogachevPublisher: American Mathematical Soc.
ISBN: 1470425580
Category : Mathematics
Languages : en
Pages : 495
Book Description
This book gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusion processes. Existence and uniqueness of solutions are studied along with existence and Sobolev regularity of their densities and upper and lower bounds for the latter. The target readership includes mathematicians and physicists whose research is related to diffusion processes as well as elliptic and parabolic equations.
Weak Convergence of Measures
Author: Vladimir I. BogachevPublisher: American Mathematical Soc.
ISBN: 147044738X
Category : Mathematics
Languages : en
Pages : 302
Book Description
This book provides a thorough exposition of the main concepts and results related to various types of convergence of measures arising in measure theory, probability theory, functional analysis, partial differential equations, mathematical physics, and other theoretical and applied fields. Particular attention is given to weak convergence of measures. The principal material is oriented toward a broad circle of readers dealing with convergence in distribution of random variables and weak convergence of measures. The book contains the necessary background from measure theory and functional analysis. Large complementary sections aimed at researchers present the most important recent achievements. More than 100 exercises (ranging from easy introductory exercises to rather difficult problems for experienced readers) are given with hints, solutions, or references. Historic and bibliographic comments are included. The target readership includes mathematicians and physicists whose research is related to probability theory, mathematical statistics, functional analysis, and mathematical physics.
Convergence
Author: National Research CouncilPublisher: National Academies Press
ISBN: 0309301645
Category : Political Science
Languages : en
Pages : 234
Book Description
Convergence of the life sciences with fields including physical, chemical, mathematical, computational, engineering, and social sciences is a key strategy to tackle complex challenges and achieve new and innovative solutions. However, institutions face a lack of guidance on how to establish effective programs, what challenges they are likely to encounter, and what strategies other organizations have used to address the issues that arise. This advice is needed to harness the excitement generated by the concept of convergence and channel it into the policies, structures, and networks that will enable it to realize its goals. Convergence investigates examples of organizations that have established mechanisms to support convergent research. This report discusses details of current programs, how organizations have chosen to measure success, and what has worked and not worked in varied settings. The report summarizes the lessons learned and provides organizations with strategies to tackle practical needs and implementation challenges in areas such as infrastructure, student education and training, faculty advancement, and inter-institutional partnerships.
Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems
Author: Harold KushnerPublisher: Springer Science & Business Media
ISBN: 146124482X
Category : Mathematics
Languages : en
Pages : 245
Book Description
The book deals with several closely related topics concerning approxima tions and perturbations of random processes and their applications to some important and fascinating classes of problems in the analysis and design of stochastic control systems and nonlinear filters. The basic mathematical methods which are used and developed are those of the theory of weak con vergence. The techniques are quite powerful for getting weak convergence or functional limit theorems for broad classes of problems and many of the techniques are new. The original need for some of the techniques which are developed here arose in connection with our study of the particular applica tions in this book, and related problems of approximation in control theory, but it will be clear that they have numerous applications elsewhere in weak convergence and process approximation theory. The book is a continuation of the author's long term interest in problems of the approximation of stochastic processes and its applications to problems arising in control and communication theory and related areas. In fact, the techniques used here can be fruitfully applied to many other areas. The basic random processes of interest can be described by solutions to either (multiple time scale) Ito differential equations driven by wide band or state dependent wide band noise or which are singularly perturbed. They might be controlled or not, and their state values might be fully observable or not (e. g. , as in the nonlinear filtering problem).
Constructive Nonsmooth Analysis and Related Topics
Author: Vladimir F. DemyanovPublisher: Springer Science & Business Media
ISBN: 1461486157
Category : Mathematics
Languages : en
Pages : 258
Book Description
This volume contains a collection of papers based on lectures and presentations delivered at the International Conference on Constructive Nonsmooth Analysis (CNSA) held in St. Petersburg (Russia) from June 18-23, 2012. This conference was organized to mark the 50th anniversary of the birth of nonsmooth analysis and nondifferentiable optimization and was dedicated to J.-J. Moreau and the late B.N. Pshenichnyi, A.M. Rubinov, and N.Z. Shor, whose contributions to NSA and NDO remain invaluable. The first four chapters of the book are devoted to the theory of nonsmooth analysis. Chapters 5-8 contain new results in nonsmooth mechanics and calculus of variations. Chapters 9-13 are related to nondifferentiable optimization, and the volume concludes with four chapters containing interesting and important historical chapters, including tributes to three giants of nonsmooth analysis, convexity, and optimization: Alexandr Alexandrov, Leonid Kantorovich, and Alex Rubinov. The last chapter provides an overview and important snapshots of the 50-year history of convex analysis and optimization.
Transactions of the American Mathematical Society
Author: Weak Convergence of Measures
Author: Vladimir I. BogachevPublisher: American Mathematical Society
ISBN: 147047798X
Category : Mathematics
Languages : en
Pages : 301
Book Description
This book provides a thorough exposition of the main concepts and results related to various types of convergence of measures arising in measure theory, probability theory, functional analysis, partial differential equations, mathematical physics, and other theoretical and applied fields. Particular attention is given to weak convergence of measures. The principal material is oriented toward a broad circle of readers dealing with convergence in distribution of random variables and weak convergence of measures. The book contains the necessary background from measure theory and functional analysis. Large complementary sections aimed at researchers present the most important recent achievements. More than 100 exercises (ranging from easy introductory exercises to rather difficult problems for experienced readers) are given with hints, solutions, or references. Historic and bibliographic comments are included. The target readership includes mathematicians and physicists whose research is related to probability theory, mathematical statistics, functional analysis, and mathematical physics.
Topics In Classical Analysis And Applications In Honor Of Daniel Waterman
Author: Laura De CarliPublisher: World Scientific
ISBN: 9814469998
Category : Mathematics
Languages : en
Pages : 202
Book Description
This book covers a wide range of topics, from orthogonal polynomials to wavelets. It contains several high-quality research papers by prominent experts exploring trends in function theory, orthogonal polynomials, Fourier series, approximation theory, theory of wavelets and applications. The book provides an up-to-date presentation of several important topics in Classical and Modern Analysis. The interested reader will also be able to find stimulating open problems and suggestions for future research.