Download or read book Introduction to Infinite Dimensional Stochastic Analysis written by Zhi-yuan Huang and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 308 pages. Available in PDF, EPUB and Kindle. Book excerpt: The infinite dimensional analysis as a branch of mathematical sciences was formed in the late 19th and early 20th centuries. Motivated by problems in mathematical physics, the first steps in this field were taken by V. Volterra, R. GateallX, P. Levy and M. Frechet, among others (see the preface to Levy[2]). Nevertheless, the most fruitful direction in this field is the infinite dimensional integration theory initiated by N. Wiener and A. N. Kolmogorov which is closely related to the developments of the theory of stochastic processes. It was Wiener who constructed for the first time in 1923 a probability measure on the space of all continuous functions (i. e. the Wiener measure) which provided an ideal math ematical model for Brownian motion. Then some important properties of Wiener integrals, especially the quasi-invariance of Gaussian measures, were discovered by R. Cameron and W. Martin[l, 2, 3]. In 1931, Kolmogorov[l] deduced a second partial differential equation for transition probabilities of Markov processes order with continuous trajectories (i. e. diffusion processes) and thus revealed the deep connection between theories of differential equations and stochastic processes. The stochastic analysis created by K. Ito (also independently by Gihman [1]) in the forties is essentially an infinitesimal analysis for trajectories of stochastic processes. By virtue of Ito's stochastic differential equations one can construct diffusion processes via direct probabilistic methods and treat them as function als of Brownian paths (i. e. the Wiener functionals).

Download or read book Infinite Dimensional Harmonic Analysis Iii Proceedings Of The Third German japanese Symposium written by Kimiaki Saito and published by World Scientific. This book was released on 2005-11-09 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains contributions on recent results in infinite dimensional harmonic analysis and its applications to probability theory. Some papers deal with purely analytic topics such as Frobenius reciprocity, diffeomorphism groups, equivariant fibrations and Harish-Chandra modules. Several other papers touch upon stochastic processes, in particular Lévy processes. The majority of the contributions emphasize on the algebraic-topological aspects of the theory by choosing configuration spaces, locally compact groups and hypergroups as their basic structures. The volume provides a useful survey of innovative work pertaining to a highly actual section of modern analysis in its pure and applied shapings.

Download or read book Infinite dimensional Analysis Operators In Hilbert Space Stochastic Calculus Via Representations And Duality Theory written by Palle Jorgensen and published by World Scientific. This book was released on 2021-01-15 with total page 253 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to make available to beginning graduate students, and to others, some core areas of analysis which serve as prerequisites for new developments in pure and applied areas. We begin with a presentation (Chapters 1 and 2) of a selection of topics from the theory of operators in Hilbert space, algebras of operators, and their corresponding spectral theory. This is a systematic presentation of interrelated topics from infinite-dimensional and non-commutative analysis; again, with view to applications. Chapter 3 covers a study of representations of the canonical commutation relations (CCRs); with emphasis on the requirements of infinite-dimensional calculus of variations, often referred to as Ito and Malliavin calculus, Chapters 4-6. This further connects to key areas in quantum physics.

Download or read book Infinite Dimensional Harmonic Analysis Iv On The Interplay Between Representation Theory Random Matrices Special Functions And Probability Proceedings Of The Fourth German japanese Symposium written by Joachim Hilgert and published by World Scientific. This book was released on 2008-11-26 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Fourth Conference on Infinite Dimensional Harmonic Analysis brought together experts in harmonic analysis, operator algebras and probability theory. Most of the articles deal with the limit behavior of systems with many degrees of freedom in the presence of symmetry constraints. This volume gives new directions in research bringing together probability theory and representation theory.

Download or read book Complex Analysis on Infinite Dimensional Spaces written by Sean Dineen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 553 pages. Available in PDF, EPUB and Kindle. Book excerpt: Infinite dimensional holomorphy is the study of holomorphic or analytic func tions over complex topological vector spaces. The terms in this description are easily stated and explained and allow the subject to project itself ini tially, and innocently, as a compact theory with well defined boundaries. However, a comprehensive study would include delving into, and interacting with, not only the obvious topics of topology, several complex variables theory and functional analysis but also, differential geometry, Jordan algebras, Lie groups, operator theory, logic, differential equations and fixed point theory. This diversity leads to a dynamic synthesis of ideas and to an appreciation of a remarkable feature of mathematics - its unity. Unity requires synthesis while synthesis leads to unity. It is necessary to stand back every so often, to take an overall look at one's subject and ask "How has it developed over the last ten, twenty, fifty years? Where is it going? What am I doing?" I was asking these questions during the spring of 1993 as I prepared a short course to be given at Universidade Federal do Rio de Janeiro during the following July. The abundance of suit able material made the selection of topics difficult. For some time I hesitated between two very different aspects of infinite dimensional holomorphy, the geometric-algebraic theory associated with bounded symmetric domains and Jordan triple systems and the topological theory which forms the subject of the present book.

Download or read book Spectral methods in infinite dimensional analysis 1 1995 written by I︠U︡riĭ Makarovich Berezanskiĭ and published by Springer Science & Business Media. This book was released on 1994 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Infinite Dimensional Harmonic Analysis III written by Herbert Heyer and published by World Scientific Publishing Company. This book was released on 2005 with total page 400 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains contributions on recent results in infinite dimensional harmonic analysis and its applications to probability theory. Some papers deal with purely analytic topics such as Frobenius reciprocity, diffeomorphism groups, equivariant fibrations and Harish-Chandra modules. Several other papers touch upon stochastic processes, in particular Lévy processes. The majority of the contributions emphasize on the algebraic-topological aspects of the theory by choosing configuration spaces, locally compact groups and hypergroups as their basic structures. The volume provides a useful survey of innovative work pertaining to a highly actual section of modern analysis in its pure and applied shapings.

Download or read book Harmonic Analysis of Operators on Hilbert Space written by Béla Sz Nagy and published by Springer Science & Business Media. This book was released on 2010-09-01 with total page 481 pages. Available in PDF, EPUB and Kindle. Book excerpt: The existence of unitary dilations makes it possible to study arbitrary contractions on a Hilbert space using the tools of harmonic analysis. The first edition of this book was an account of the progress done in this direction in 1950-70. Since then, this work has influenced many other areas of mathematics, most notably interpolation theory and control theory. This second edition, in addition to revising and amending the original text, focuses on further developments of the theory, including the study of two operator classes: operators whose powers do not converge strongly to zero, and operators whose functional calculus (as introduced in Chapter III) is not injective. For both of these classes, a wealth of material on structure, classification and invariant subspaces is included in Chapters IX and X. Several chapters conclude with a sketch of other developments related with (and developing) the material of the first edition.

Download or read book Analysis On Infinite dimensional Lie Groups And Algebras Proceedings Of The International Colloquium written by Jean Marion and published by World Scientific. This book was released on 1998-10-30 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: This proceedings volume can be considered as a monograph on the state-of-the-art in the wide range of analysis on infinite-dimensional algebraic-topological structures. Topics covered in this volume include integrability and regularity for Lie groups and Lie algebras, actions of infinite-dimensional Lie groups on manifolds of paths and related minimal orbits, quasi-invariant measures, white noise analysis, harmonic analysis on generalized convolution structures, and noncommutative geometry. A special feature of this volume is the interrelationship between problems of pure and applied mathematics and also between mathematics and physics.

Download or read book Representation Theory and Noncommutative Harmonic Analysis I written by A.A. Kirillov and published by Springer Science & Business Media. This book was released on 2013-03-09 with total page 241 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two-part survey provides a short review of the classical part of representation theory, carefully exposing the structure of the theory without overwhelming readers with details, and deals with representations of Virasoro and Kac-Moody algebra. It presents a wealth of recent results on representations of infinite-dimensional groups.

Download or read book An Introduction to Harmonic Analysis on Semisimple Lie Groups written by V. S. Varadarajan and published by Cambridge University Press. This book was released on 1999-07-22 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: Now in paperback, this graduate-level textbook is an introduction to the representation theory of semi-simple Lie groups. As such, it will be suitable for research students in algebra and analysis, and for research mathematicians requiring a readable account of the topic. The author emphasizes the development of the central themes of the sunject in the context of special examples, without losing sight of its general flow and structure. The book concludes with appendices sketching some basic topics with a comprehensive guide to further reading.

Download or read book Developments and Trends in Infinite Dimensional Lie Theory written by Karl-Hermann Neeb and published by Springer Science & Business Media. This book was released on 2010-10-17 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: This collection of invited expository articles focuses on recent developments and trends in infinite-dimensional Lie theory, which has become one of the core areas of modern mathematics. The book is divided into three parts: infinite-dimensional Lie (super-)algebras, geometry of infinite-dimensional Lie (transformation) groups, and representation theory of infinite-dimensional Lie groups. Contributors: B. Allison, D. Beltiţă, W. Bertram, J. Faulkner, Ph. Gille, H. Glöckner, K.-H. Neeb, E. Neher, I. Penkov, A. Pianzola, D. Pickrell, T.S. Ratiu, N.R. Scheithauer, C. Schweigert, V. Serganova, K. Styrkas, K. Waldorf, and J.A. Wolf.

Download or read book Representation Discovery Using Harmonic Analysis written by Sridhar Mahadevan and published by Morgan & Claypool Publishers. This book was released on 2008 with total page 161 pages. Available in PDF, EPUB and Kindle. Book excerpt: "This book is devoted to the problem of representation discovery: how can an intelligent system construct representations from its experience? Representation discovery re-parameterizes the state space - prior to the application of information retrieval, machine learning, or optimization techniques - facilitating later inference processes by constructing new task-specific bases adapted to the state space geometry. This book presents a general approach to representation discovery using the framework of harmonic analysis, in particular Fourier and wavelet analysis. A central goal of this book is to show that these analytical tools can be generalized from their usual setting in (infinite-dimensional) Euclidean spaces to discrete (finite-dimensional) spaces typically studied in many subfields of AI. Representation discovery is an actively developing field, and the author hopes this book will encourage other researchers into exploring this exciting area of research."--BOOK JACKET.

Download or read book Proceedings of the Fourth German Japanese Symposium Infinite Dimensional Harmonic Analysis IV written by Joachim Hilgert and published by World Scientific. This book was released on 2009 with total page 337 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Fourth Conference on Infinite Dimensional Harmonic Analysis brought together experts in harmonic analysis, operator algebras and probability theory. Most of the articles deal with the limit behavior of systems with many degrees of freedom in the presence of symmetry constraints. This volume gives new directions in research bringing together probability theory and representation theory.

Download or read book Advanced Mathematical Approach To Biology written by Takeyuki Hida and published by World Scientific. This book was released on 1997-12-18 with total page 315 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume consists of three papers, the first paper by T Ray aims to create an instantiation of evolution by natural selection in the computational medium. This creates a conceptual problem that requires considerable art to solve.The second paper by K-I Naka and V Bhanot discusses an interesting application of white noise analysis to the retinal physiology. It deals with identification of the retina mathematically, and one can see profound results that can be discovered only by using white noise analysis.The last paper by T Hida illustrates the use of white noise analysis for biologists. Readers will see the types of topics to which white noise analysis can be applied and how to apply the theory to actual phenomena.

Download or read book Handbook of Stochastic Analysis and Applications written by D. Kannan and published by CRC Press. This book was released on 2001-10-23 with total page 800 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to general theories of stochastic processes and modern martingale theory. The volume focuses on consistency, stability and contractivity under geometric invariance in numerical analysis, and discusses problems related to implementation, simulation, variable step size algorithms, and random number generation.

Download or read book Geometric and Harmonic Analysis on Homogeneous Spaces and Applications written by Ali Baklouti and published by Springer Nature. This book was released on 2021-10-29 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book collects a series of important works on noncommutative harmonic analysis on homogeneous spaces and related topics. All the authors participated in the 6th Tunisian-Japanese conference "Geometric and Harmonic Analysis on homogeneous spaces and Applications" held at Djerba Island in Tunisia during the period of December 16-19, 2019. The aim of this conference and the five preceding Tunisian-Japanese meetings was to keep up with the active development of representation theory interrelated with various other mathematical fields, such as number theory, algebraic geometry, differential geometry, operator algebra, partial differential equations, and mathematical physics. The present volume is dedicated to the memory of Takaaki Nomura, who organized the series of Tunisian-Japanese conferences with great effort and enthusiasm. The book is a valuable resource for researchers and students working in various areas of analysis, geometry, and algebra in connection with representation theory.