Geometric Problems in the Theory of Infinite-dimensional Probability Distributions PDF Download

Author: V. N. Sudakov
Publisher: American Mathematical Soc.
ISBN: 9780821830413
Category : Mathematics
Languages : en
Pages : 188

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Book Description
Discusses problems in the distribution theory of probability.

Author: Roman Vershynin
Publisher: Cambridge University Press
ISBN: 1108415199
Category : Business & Economics
Languages : en
Pages : 299

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Book Description
An integrated package of powerful probabilistic tools and key applications in modern mathematical data science.

Author: Vladimir I. Bogachev
Publisher: American Mathematical Soc.
ISBN: 147041869X
Category : Mathematics
Languages : en
Pages : 450

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Book Description
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.

Author: Albert Badrikian
Publisher: World Scientific
ISBN: 9814552011
Category :
Languages : en
Pages : 274

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Book Description
These proceedings contain both general expository papers and research announcements in several active areas of probability and statistics. A large range of topics is covered from theory (Sobolev inequalities and heat semigroup, Brownian motions, white noise analysis, geometrical structure of statistical experiments) to applications (simulated annealing, ARMA models).

Author: V.V. Buldygin
Publisher: Springer Science & Business Media
ISBN: 9401716870
Category : Mathematics
Languages : en
Pages : 314

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Book Description
It is well known that contemporary mathematics includes many disci plines. Among them the most important are: set theory, algebra, topology, geometry, functional analysis, probability theory, the theory of differential equations and some others. Furthermore, every mathematical discipline consists of several large sections in which specific problems are investigated and the corresponding technique is developed. For example, in general topology we have the following extensive chap ters: the theory of compact extensions of topological spaces, the theory of continuous mappings, cardinal-valued characteristics of topological spaces, the theory of set-valued (multi-valued) mappings, etc. Modern algebra is featured by the following domains: linear algebra, group theory, the theory of rings, universal algebras, lattice theory, category theory, and so on. Concerning modern probability theory, we can easily see that the clas sification of its domains is much more extensive: measure theory on ab stract spaces, Borel and cylindrical measures in infinite-dimensional vector spaces, classical limit theorems, ergodic theory, general stochastic processes, Markov processes, stochastical equations, mathematical statistics, informa tion theory and many others.

Author: Francesco Maggi
Publisher: Cambridge University Press
ISBN: 1009179705
Category : Mathematics
Languages : en
Pages : 317

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Book Description
A pedagogical introduction to the key ideas and theoretical foundation of optimal mass transport for a graduate course or self-study.

Author: Pierre Alart
Publisher: Springer Science & Business Media
ISBN: 0387291954
Category : Technology & Engineering
Languages : en
Pages : 318

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Book Description
This book’s title, Nonsmooth Mechanics and Analysis, refers to a major domain of mechanics, particularly those initiated by the works of Jean Jacques Moreau. Nonsmooth mechanics concerns mechanical situations with possible nondifferentiable relationships, eventually discontinuous, as unilateral contact, dry friction, collisions, plasticity, damage, and phase transition. The basis of the approach consists in dealing with such problems without resorting to any regularization process. Indeed, the nonsmoothness is due to simplified mechanical modeling; a more sophisticated model would require too large a number of variables, and sometimes the mechanical information is not available via experimental investigations. Therefore, the mathematical formulation becomes nonsmooth; regularizing would only be a trick of arithmetic without any physical justification. Nonsmooth analysis was developed, especially in Montpellier, to provide specific theoretical and numerical tools to deal with nonsmoothness. It is important not only in mechanics but also in physics, robotics, and economics. Audience This book is intended for researchers in mathematics and mechanics.

Author: R. Nagel
Publisher: Elsevier
ISBN: 9780080872339
Category : Mathematics
Languages : en
Pages : 274

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Book Description
The contributions collected in this volume exhibit the increasingly wide spectrum of applications of abstract order theory in analysis and show the possibilities of order-theoretical argumentation. The following areas are discussed: potential theory, partial differential operators of second order, Schrodinger operators, theory of convexity, one-parameter semigroups, Lie algebras, Markov processes, operator-algebras, noncommutative integration and geometry of Banach spaces.

Author: Luigi Ambrosio
Publisher: Springer Science & Business Media
ISBN: 376438722X
Category : Mathematics
Languages : en
Pages : 333

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Book Description
The book is devoted to the theory of gradient flows in the general framework of metric spaces, and in the more specific setting of the space of probability measures, which provide a surprising link between optimal transportation theory and many evolutionary PDE's related to (non)linear diffusion. Particular emphasis is given to the convergence of the implicit time discretization method and to the error estimates for this discretization, extending the well established theory in Hilbert spaces. The book is split in two main parts that can be read independently of each other.

Author: M.A. Lifshits
Publisher: Springer Science & Business Media
ISBN: 9401584745
Category : Mathematics
Languages : en
Pages : 347

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Book Description
It is well known that the normal distribution is the most pleasant, one can even say, an exemplary object in the probability theory. It combines almost all conceivable nice properties that a distribution may ever have: symmetry, stability, indecomposability, a regular tail behavior, etc. Gaussian measures (the distributions of Gaussian random functions), as infinite-dimensional analogues of tht