Download or read book Foundations of Infinitesimal Stochastic Analysis written by K.D. Stroyan and published by Elsevier. This book was released on 2011-08-18 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gives a complete and elementary account of fundamental results on hyperfinite measures and their application to stochastic processes, including the *-finite Stieltjes sum approximation of martingale integrals. Many detailed examples, not found in the literature, are included. It begins with a brief chapter on tools from logic and infinitesimal (or non-standard) analysis so that the material is accessible to beginning graduate students.

Download or read book Foundations of Infinitesimal Calculus written by H. Jerome Keisler and published by Prindle Weber & Schmidt. This book was released on 1976-01-01 with total page 214 pages. Available in PDF, EPUB and Kindle. Book excerpt:

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 An Infinitesimal Approach to Stochastic Analysis written by H. Jerome Keisler and published by American Mathematical Soc.. This book was released on 1984 with total page 197 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph uses Robinson's infinitesimal (i.e., nonstandard) analysis to study stochastic integral equations with respect to a Brownian motion. By using a combination of standard and infinitesimal methods, we obtain new results about stochastic integral equations which can be stated in standard terms.

Download or read book Nonstandard Methods in Stochastic Analysis and Mathematical Physics written by Sergio Albeverio and published by Courier Dover Publications. This book was released on 2009-02-26 with total page 529 pages. Available in PDF, EPUB and Kindle. Book excerpt: Two-part treatment begins with a self-contained introduction to the subject, followed by applications to stochastic analysis and mathematical physics. "A welcome addition." — Bulletin of the American Mathematical Society. 1986 edition.

Download or read book Foundations of Data Science written by Avrim Blum and published by Cambridge University Press. This book was released on 2020-01-23 with total page 433 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides an introduction to the mathematical and algorithmic foundations of data science, including machine learning, high-dimensional geometry, and analysis of large networks. Topics include the counterintuitive nature of data in high dimensions, important linear algebraic techniques such as singular value decomposition, the theory of random walks and Markov chains, the fundamentals of and important algorithms for machine learning, algorithms and analysis for clustering, probabilistic models for large networks, representation learning including topic modelling and non-negative matrix factorization, wavelets and compressed sensing. Important probabilistic techniques are developed including the law of large numbers, tail inequalities, analysis of random projections, generalization guarantees in machine learning, and moment methods for analysis of phase transitions in large random graphs. Additionally, important structural and complexity measures are discussed such as matrix norms and VC-dimension. This book is suitable for both undergraduate and graduate courses in the design and analysis of algorithms for data.

Download or read book Hyperfinite Dirichlet Forms and Stochastic Processes written by Sergio Albeverio and published by Springer Science & Business Media. This book was released on 2011-05-27 with total page 295 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph treats the theory of Dirichlet forms from a comprehensive point of view, using "nonstandard analysis." Thus, it is close in spirit to the discrete classical formulation of Dirichlet space theory by Beurling and Deny (1958). The discrete infinitesimal setup makes it possible to study the diffusion and the jump part using essentially the same methods. This setting has the advantage of being independent of special topological properties of the state space and in this sense is a natural one, valid for both finite- and infinite-dimensional spaces. The present monograph provides a thorough treatment of the symmetric as well as the non-symmetric case, surveys the theory of hyperfinite Lévy processes, and summarizes in an epilogue the model-theoretic genericity of hyperfinite stochastic processes theory.

Download or read book An Introduction to Stochastic Modeling written by Howard M. Taylor and published by Academic Press. This book was released on 2014-05-10 with total page 410 pages. Available in PDF, EPUB and Kindle. Book excerpt: An Introduction to Stochastic Modeling provides information pertinent to the standard concepts and methods of stochastic modeling. This book presents the rich diversity of applications of stochastic processes in the sciences. Organized into nine chapters, this book begins with an overview of diverse types of stochastic models, which predicts a set of possible outcomes weighed by their likelihoods or probabilities. This text then provides exercises in the applications of simple stochastic analysis to appropriate problems. Other chapters consider the study of general functions of independent, identically distributed, nonnegative random variables representing the successive intervals between renewals. This book discusses as well the numerous examples of Markov branching processes that arise naturally in various scientific disciplines. The final chapter deals with queueing models, which aid the design process by predicting system performance. This book is a valuable resource for students of engineering and management science. Engineers will also find this book useful.

Download or read book Mathematics Physics Lectures On Recent Results Volume Ii written by Ludwig Streit and published by World Scientific. This book was released on 1986-05-01 with total page 354 pages. Available in PDF, EPUB and Kindle. Book excerpt: Contents: The Inverse Method in Quantum Mechanics (H Grosse)An Invitation to Alain Connes' Cyclic Cohomology (D Kastler)Topological Methods in Field Theory (L A-Gaumé)Non-Standard Analysis: Applications to Probability Theory and Mathematical Physics (S Albeverio)Nonlinear Evolution Equation: Cauchy Problem and Scattering Theory (J Ginibre & G Velo)and other papers Readership: Mathematical and quantum physicists.

Download or read book Nonstandard Analysis written by Martin Väth and published by Springer Science & Business Media. This book was released on 2007 with total page 255 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces Robinson's nonstandard analysis, an application of model theory in analysis. Unlike some texts, it does not attempt to teach elementary calculus on the basis of nonstandard analysis, but points to some applications in more advanced analysis. The contents proceed from a discussion of the preliminaries to Nonstandard Models; Nonstandard Real Analysis; Enlargements and Saturated Models; Functionals, Generalized Limits, and Additive Measures; and finally Nonstandard Topology and Functional Analysis. No background in model theory is required, although some familiarity with analysis, topology, or functional analysis is useful. This self-contained book can be understood after a basic calculus course.

Download or read book Optimization and Nonstandard Analysis written by J.E. Rubio and published by CRC Press. This book was released on 1994-08-10 with total page 380 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text presents an up-to-date overview of optimization and control theory, including existence theory, modelling, approximation and numerical methods. It also provides a self-contained treatment of the theory and practice of non-standard analysis and its applications, illustrated with problems and research material based on optimization theory. A complete set of detailed exercises and a thorough bibliography arranged by topic are included.;College or university bookstores may order five or more copies at a special student price, available upon request.

Download or read book p adic Function Analysis written by Jose M. Bayod and published by CRC Press. This book was released on 2020-12-17 with total page 256 pages. Available in PDF, EPUB and Kindle. Book excerpt: "Written by accomplished and well-known researchers in the field, this unique volume discusses important research topics on p-adic functional analysis and closely related areas, provides an authoritative overview of the main investigative fronts where developments are expected in the future, and more. "

Download or read book Conference on Modern Analysis and Probability written by Richard Beals and published by American Mathematical Soc.. This book was released on 1984 with total page 446 pages. Available in PDF, EPUB and Kindle. Book excerpt: An NSF-supported conference in honor of Professor Shizuo Kakutani was held on June 8-11, 1982, at Yale University, on the occasion of Kakutani's retirement. The three major areas of mathematics on which the conference focused were functional analysis, probability theory, and ergodic theory.

Download or read book Real Numbers Generalizations of the Reals and Theories of Continua written by P. Ehrlich and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since their appearance in the late 19th century, the Cantor--Dedekind theory of real numbers and philosophy of the continuum have emerged as pillars of standard mathematical philosophy. On the other hand, this period also witnessed the emergence of a variety of alternative theories of real numbers and corresponding theories of continua, as well as non-Archimedean geometry, non-standard analysis, and a number of important generalizations of the system of real numbers, some of which have been described as arithmetic continua of one type or another. With the exception of E.W. Hobson's essay, which is concerned with the ideas of Cantor and Dedekind and their reception at the turn of the century, the papers in the present collection are either concerned with or are contributions to, the latter groups of studies. All the contributors are outstanding authorities in their respective fields, and the essays, which are directed to historians and philosophers of mathematics as well as to mathematicians who are concerned with the foundations of their subject, are preceded by a lengthy historical introduction.

Download or read book Abraham Robinson written by Joseph Warren Dauben and published by Princeton University Press. This book was released on 2014-07-14 with total page 580 pages. Available in PDF, EPUB and Kindle. Book excerpt: One of the most prominent mathematicians of the twentieth century, Abraham Robinson discovered and developed nonstandard analysis, a rigorous theory of infinitesimals that he used to unite mathematical logic with the larger body of historic and modern mathematics. In this first biography of Robinson, Joseph Dauben reveals the mathematician's personal life to have been a dramatic one: developing his talents in spite of war and ethnic repression, Robinson personally confronted some of the worst political troubles of our times. With the skill and expertise familiar to readers of Dauben's earlier works, the book combines an explanation of Robinson's revolutionary achievements in pure and applied mathematics with a description of his odyssey from Hitler's Germany to the United States via conflict-ridden Palestine and wartime Europe. Robinson was born in Prussia in 1918. As a boy, he fled with his mother and brother Saul to Palestine. A decade later he narrowly escaped from Paris as the Germans invaded France. Having spent the rest of World War II in England, at the Royal Aircraft Establishment in Farnborough, he began his teaching career at the Royal College of Aeronautics. Subsequently he moved to universities in Canada, Israel, and finally the United States. A joint appointment in mathematics and philosophy at UCLA led to a position at Yale University, where Robinson served as Sterling Professor of Mathematics until his untimely death at the age of fifty-five. Originally published in 1995. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Download or read book Lectures on the Hyperreals written by Robert Goldblatt and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 292 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to nonstandard analysis based on a course given by the author. It is suitable for beginning graduates or upper undergraduates, or for self-study by anyone familiar with elementary real analysis. It presents nonstandard analysis not just as a theory about infinitely small and large numbers, but as a radically different way of viewing many standard mathematical concepts and constructions. It is a source of new ideas, objects and proofs, and a wealth of powerful new principles of reasoning. The book begins with the ultrapower construction of hyperreal number systems, and proceeds to develop one-variable calculus, analysis and topology from the nonstandard perspective. It then sets out the theory of enlargements of fragments of the mathematical universe, providing a foundation for the full-scale development of the nonstandard methodology. The final chapters apply this to a number of topics, including Loeb measure theory and its relation to Lebesgue measure on the real line. Highlights include an early introduction of the ideas of internal, external and hyperfinite sets, and a more axiomatic set-theoretic approach to enlargements than is usual.

Download or read book A Garden of Quanta written by Jiro Arafune and published by World Scientific. This book was released on 2003 with total page 528 pages. Available in PDF, EPUB and Kindle. Book excerpt: Professor Hiroshi Ezawa / K. Watanabe -- 1. Quantum mechanics. Direct observation of the microscopic world by using phase shifts of electron waves / A. Tonomura -- Electron correlations in atoms: hyperspherical approach to multiply excited states of atoms / T. Morishita and C.D. Lin -- Bifurcation of periodic instantons and quantum-classical transition in a biaxial anisotropy nano-ferromagnet / Y.-H. Nie [und weitere] -- 2. Path integrals and stochastic processes. The Feynman path integral: an historical slice / J.R. Klauder -- Time-sliced approximation to path integral and Lie-Trotter-Kato product formula / T. Ichinose -- Innovation approach to some problems in quantum dynamics / T. Hida and Si Si -- Feynman paths, sticky walls, white noise / L. Streit -- White noise path integrals: applications in polymer entanglement / C.C. Bernido and M.V. Carpio-Bernido -- Double strata of time for construction of path-space measure for stochastic differential equations / T. Nakamura -- Olbers' paradox, wireless telephones, and Poisson random sets. Is the universe finite? / S. Heath and L. Shepp -- 3. Quantum field theory. Nonrelativistic QED at large momentum of photons / F. Hiroshima -- Enhanced binding in models of nonrelativistic quantum field theory / A. Arai -- Recent developments in mathematical methods for models in non-relativistic quantum electrodynamics / M. Hirokawa -- Localization in quantum field theory / S. Nagamachi and E. Brüning -- Remarks on the commutator of quark mass matrices / M. Kobayashi -- Probing extra dimensions with neutrino oscillations / C.S. Lam -- BPS wall in N = 2 SUSY nonlinear sigma model with Eguchi-Hanson manifold / M. Arai [und weitere] -- Current algebra approach to string theory / M. Hatsuda and W. Siegel -- 4. Statistical mechanics. Statistical mechanics of thermodynamic processes / J. Fröhlich [und weitere] -- How to formulate non-equilibrium local states in QFT? - General characterization and extension to curved spacetime - / J. Ojima -- Some applications of renormalization group analysis / H. Watanabe -- Seven-vertex solutions of the colored Yang-Baxter equation / S.-K. Wang and K. Wu -- Brownian motion as a model for B-cell movement / F.W. Wiegel -- The Lorentz force and the Casimir force at finite temperature and Casimir entropy / M. Revzen, K. Nakamura and A. Mann -- 5. Mathematical problems. Information dynamics and its application to recognition process / M. Ohya -- Amenability for weighted Hopf C*-algebras / Y. Nakagami -- The Bessel equation and dissipation / E. Alfinito and G. Vitiello -- 6. History. Simon Stevin and the cultural revolution in the 16th century / Y. Yamamoto