Download or read book Stochastic Processes Harmonizable Theory written by Malempati Madhusudana Rao and published by World Scientific. This book was released on 2020-09-21 with total page 341 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book presents, for the first time, a detailed analysis of harmonizable processes and fields (in the weak sense) that contain the corresponding stationary theory as a subclass. It also gives the structural and some key applications in detail. These include Levy's Brownian motion, a probabilistic proof of the longstanding Riemann's hypothesis, random fields indexed by LCA and hypergroups, extensions to bistochastic operators, Cramér-Karhunen classes, as well as bistochastic operators with some statistical applications.The material is accessible to graduate students in probability and statistics as well as to engineers in theoretical applications. There are numerous extensions and applications pointed out in the book that will inspire readers to delve deeper.
Download or read book Stochastic Processes Theory and Methods written by D N Shanbhag and published by Gulf Professional Publishing. This book was released on 2001 with total page 990 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume in the series contains chapters on areas such as pareto processes, branching processes, inference in stochastic processes, Poisson approximation, Levy processes, and iterated random maps and some classes of Markov processes. Other chapters cover random walk and fluctuation theory, a semigroup representation and asymptomatic behavior of certain statistics of the Fisher-Wright-Moran coalescent, continuous-time ARMA processes, record sequence and their applications, stochastic networks with product form equilibrium, and stochastic processes in insurance and finance. Other subjects include renewal theory, stochastic processes in reliability, supports of stochastic processes of multiplicity one, Markov chains, diffusion processes, and Ito's stochastic calculus and its applications. c. Book News Inc.
Download or read book Stochastic Processes written by Malempati M. Rao and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: The material accumulated and presented in this volume can be ex plained easily. At the start of my graduate studies in the early 1950s, I Grenander's (1950) thesis, and was much attracted to the came across entire subject considered there. I then began preparing for the neces sary mathematics to appreciate and possibly make some contributions to the area. Thus after a decade of learning and some publications on the way, I wanted to write a modest monograph complementing Grenander's fundamental memoir. So I took a sabbatical leave from my teaching position at the Carnegie-Mellon University, encouraged by an Air Force Grant for the purpose, and followed by a couple of years more learning opportunity at the Institute for Advanced Study to complete the project. As I progressed, the plan grew larger needing a substantial background material which was made into an independent initial volume in (1979). In its preface I said: "My intension was to present the following material as the first part of a book treating the In ference Theory of stochastic processes, but the latter account has now receded to a distant future," namely for two more decades! Meanwhile, a much enlarged second edition of that early work has appeared (1995), and now I am able to present the main part of the original plan.
Download or read book Stochastic Processes and Functional Analysis written by Alan C. Krinik and published by CRC Press. This book was released on 2004-03-23 with total page 526 pages. Available in PDF, EPUB and Kindle. Book excerpt: This extraordinary compilation is an expansion of the recent American Mathematical Society Special Session celebrating M. M. Rao's distinguished career and includes most of the presented papers as well as ancillary contributions from session invitees. This book shows the effectiveness of abstract analysis for solving fundamental problems of stochas
Download or read book Stochastic Processes and Functional Analysis written by Jerome Goldstein and published by CRC Press. This book was released on 2020-09-24 with total page 296 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Covers the areas of modern analysis and probability theory. Presents a collection of papers given at the Festschrift held in honor of the 65 birthday of M. M. Rao, whose prolific published research includes the well-received Marcel Dekker, Inc. books Theory of Orlicz Spaces and Conditional Measures and Applications. Features previously unpublished research articles by a host of internationally recognized scholars."
Download or read book Hilbert And Banach Space valued Stochastic Processes written by Yuichiro Kakihara and published by World Scientific. This book was released on 2021-07-29 with total page 539 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is a development of the book entitled Multidimensional Second Order Stochastic Processes. It provides a research expository treatment of infinite-dimensional stationary and nonstationary stochastic processes or time series, based on Hilbert and Banach space-valued second order random variables. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, V-bounded, Cramér and Karhunen classes as well as the stationary class. A new type of the Radon-Nikodým derivative of a Banach space-valued measure is introduced, together with Schauder basic measures, to study uniformly bounded linearly stationary processes.Emphasis is on the use of functional analysis and harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Generalizations are made to consider Banach space-valued stochastic processes to include processes of pth order for p ≥ 1. Readers may find that the covariance kernel is always emphasized and reveals another aspect of stochastic processes.This book is intended not only for probabilists and statisticians, but also for functional analysts and communication engineers.
Download or read book Stochastic Processes written by Narahari Umanath Prabhu and published by World Scientific. This book was released on 2007 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Most introductory textbooks on stochastic processes which cover standard topics such as Poisson process, Brownian motion, renewal theory and random walks deal inadequately with their applications. Written in a simple and accessible manner, this book addresses that inadequacy and provides guidelines and tools to study the applications. The coverage includes research developments in Markov property, martingales, regenerative phenomena and Tauberian theorems, and covers measure theory at an elementary level.
Download or read book Harmonizability V Boundedness 2P Boundedness of Stochastic Processes written by Christian Houdre and published by . This book was released on 1988 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt: Some new classes of discrete time non-stationary processes, related to the harmonizable and V-bounded classes, are introduced. A few characterizations are obtained which, in turn, unify the V-bounded theory. Our main results depend on a special form of Grothendieck inequality. (JHD).
Download or read book Non Stationary Stochastic Processes Estimation written by Maksym Luz and published by Walter de Gruyter GmbH & Co KG. This book was released on 2024-05-20 with total page 310 pages. Available in PDF, EPUB and Kindle. Book excerpt: The problem of forecasting future values of economic and physical processes, the problem of restoring lost information, cleaning signals or other data observations from noise, is magnified in an information-laden word. Methods of stochastic processes estimation depend on two main factors. The first factor is construction of a model of the process being investigated. The second factor is the available information about the structure of the process under consideration. In this book, we propose results of the investigation of the problem of mean square optimal estimation (extrapolation, interpolation, and filtering) of linear functionals depending on unobserved values of stochastic sequences and processes with periodically stationary and long memory multiplicative seasonal increments. Formulas for calculating the mean square errors and the spectral characteristics of the optimal estimates of the functionals are derived in the case of spectral certainty, where spectral structure of the considered sequences and processes are exactly known. In the case where spectral densities of the sequences and processes are not known exactly while some sets of admissible spectral densities are given, we apply the minimax-robust method of estimation.
Download or read book Stochastic Processes and Functional Analysis written by Randall J. Swift and published by American Mathematical Society. This book was released on 2021-11-22 with total page 248 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume contains the proceedings of the AMS Special Session on Celebrating M. M. Rao's Many Mathematical Contributions as he Turns 90 Years Old, held from November 9–10, 2019, at the University of California, Riverside, California. The articles show the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes and their applications. The volume also includes a biography of M. M. Rao and the list of his publications.
Download or read book Lectures on the Theory of Stochastic Processes written by Anatolij V. Skorochod and published by Walter de Gruyter GmbH & Co KG. This book was released on 2019-01-14 with total page 192 pages. Available in PDF, EPUB and Kindle. Book excerpt: No detailed description available for "Lectures on the Theory of Stochastic Processes".
Download or read book Harmonic Analysis On Hypergroups Approximation And Stochastic Sequences written by Rupert Lasser and published by World Scientific. This book was released on 2022-12-06 with total page 621 pages. Available in PDF, EPUB and Kindle. Book excerpt: The book aims at giving a monographic presentation of the abstract harmonic analysis of hypergroups, while combining it with applied topics of spectral analysis, approximation by orthogonal expansions and stochastic sequences. Hypergroups are locally compact Hausdorff spaces equipped with a convolution, an involution and a unit element. Related algebraic structures had already been studied by Frobenius around 1900. Their axiomatic characterisation in harmonic analysis was later developed in the 1970s. Hypergoups naturally emerge in seemingly different application areas as time series analysis, probability theory and theoretical physics.The book presents harmonic analysis on commutative and polynomial hypergroups as well as weakly stationary random fields and sequences thereon. For polynomial hypergroups also difference equations and stationary sequences are considered. At greater extent than in the existing literature, the book compiles a rather comprehensive list of hypergroups, in particular of polynomial hypergroups. With an eye on readers at advanced undergraduate and graduate level, the proofs are generally worked out in careful detail. The bibliography is extensive.
Download or read book Pseudo Differential Operators and Related Topics written by Paolo Boggiatto and published by Springer Science & Business Media. This book was released on 2006-03-21 with total page 246 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contains articles based on lectures given at the International Conference on Pseudo-differential Operators and Related Topics at Vaxjo University in Sweden from June 22 to June 25, 2005. Sixteen refereed articles cover a spectrum of topics such as partial differential equations, Wigner transforms, mathematical physics, and more.
Download or read book Multidimensional Second Order Stochastic Processes written by Yuichiro Kakihara and published by World Scientific. This book was released on 1997-02-27 with total page 343 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a research-expository treatment of infinite-dimensional nonstationary stochastic processes or time series. Stochastic measures and scalar or operator bimeasures are fully discussed to develop integral representations of various classes of nonstationary processes such as harmonizable, V-bounded, Cramér and Karhunen classes and also the stationary class. Emphasis is on the use of functional, harmonic analysis as well as probability theory. Applications are made from the probabilistic and statistical points of view to prediction problems, Kalman filter, sampling theorems and strong laws of large numbers. Readers may find that the covariance kernel analysis is emphasized and it reveals another aspect of stochastic processes. This book is intended not only for probabilists and statisticians, but also for communication engineers.
Download or read book Statistical Data Analysis and Inference written by Y. Dodge and published by Elsevier. This book was released on 2014-05-23 with total page 630 pages. Available in PDF, EPUB and Kindle. Book excerpt: A wide range of topics and perspectives in the field of statistics are brought together in this volume. The contributions originate from invited papers presented at an international conference which was held in honour of C. Radhakrishna Rao, one of the most eminent statisticians of our time and a distinguished scientist.
Download or read book The Theory of Stochastic Processes III written by Iosif I. Gikhman and published by Springer. This book was released on 2007-06-29 with total page 399 pages. Available in PDF, EPUB and Kindle. Book excerpt: This work presents the theory of stochastic processes in its present state of rich imperfection. To describe this work as encyclopedic does not give an accurate picture of its content and style. Some parts read like a textbook, but others are more technical and contain relatively new results. The exposition is robust and explicit, as one has come to expect of the Russian tradition of mathematical writing. The authors' display mastery of their material, and demonstrate their confident insight into its underlying structure. The set when completed will be an invaluable source of information and reference in this ever-expanding field.
Download or read book The Theory of Stochastic Processes written by I.I. Gikhman and published by . This book was released on 2004 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
