Convergence of solutions of the Kolmogorov equation to travelling waves / / Maury Bramson

• Record Nr.: UNINA9910480584903321
• Autore: Bramson Maury <1951->
• Pubbl/distr/stampa: Providence, Rhode Island : , : American Mathematical Society, , 1983
• ISBN: 1-4704-0695-0
• Descrizione fisica: 1 online resource (195 p.)
• Collana: Memoirs of the American Mathematical Society, , 0065-9266 ; ; volume 44, number 285 (July 1983)
• Disciplina: 510 s; 519.2/33
• Soggetti: Diffusion processes; Brownian motion processes; Differential equations, Parabolic - Numerical solutions; Electronic books.
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: "July 1983."
• Nota di bibliografia: Includes bibliographical references.
• Nota di contenuto: ""Table of Contents""; ""1. Introduction""; ""2. Some properties of Brownian motion and Brownian bridge""; ""3. Basic properties of the Kolmogorov equation""; ""4. Asymptotic behavior of the Kolmogorov equation under full heating""; ""5. Convergence of the Kolmogorov equation in the case λ > 2[sup(Â?)]""; ""6. Hitting probabilities for Brownian bridge""; ""7. Estimates for the Kolmogorov equation in the case λ = 2[sup(Â?)]""; ""8. Convergence of the Kolmogorov equation in the case λ = 2[sup(Â?)] for finite initial mass""; ""9. Convergence of the Kolmogorov equation in the case λ = 2[sup(Â?)] for infinite initial mass""

Positive definite matrices [[electronic resource] /] / Rajendra Bhatia

• Record Nr.: UNINA9910777727303321
• Autore: Bhatia Rajendra <1952->
• Pubbl/distr/stampa: Princeton, N.J., : Princeton University Press, c2007
• ISBN: 1-282-12974-0; 9786612129742; 1-4008-2778-7
• Edizione: [Course Book]
• Descrizione fisica: 1 online resource (265 p.)
• Collana: Princeton series in applied mathematics
• Classificazione: SK 220
• Disciplina: 512.9/434
• Soggetti: Matrices
• Lingua di pubblicazione: Inglese
• Formato: Materiale a stampa
• Livello bibliografico: Monografia
• Note generali: Description based upon print version of record.
• Nota di bibliografia: Includes bibliographical references (p. [237]-245) and index.
• Nota di contenuto: Frontmatter -- Contents -- Preface -- Chapter One. Positive Matrices -- Chapter Two. Positive Linear Maps -- Chapter Three. Completely Positive Maps -- Chapter Four. Matrix Means -- Chapter Five. Positive Definite Functions -- Chapter Six. Geometry of Positive Matrices -- Bibliography -- Index -- Notation
• Sommario/riassunto: This book represents the first synthesis of the considerable body of new research into positive definite matrices. These matrices play the same role in noncommutative analysis as positive real numbers do in classical analysis. They have theoretical and computational uses across a broad spectrum of disciplines, including calculus, electrical engineering, statistics, physics, numerical analysis, quantum information theory, and geometry. Through detailed explanations and an authoritative and inspiring writing style, Rajendra Bhatia carefully develops general techniques that have wide applications in the study of such matrices. Bhatia introduces several key topics in functional analysis, operator theory, harmonic analysis, and differential geometry--all built around the central theme of positive definite matrices. He discusses positive and completely positive linear maps, and presents major theorems with simple and direct proofs. He examines matrix means and their applications, and shows how to use positive definite functions to derive operator inequalities that he and others proved in recent years. He guides the reader through the ; differential geometry of the manifold of positive definite matrices, and explains recent work on the geometric mean of several matrices. Positive Definite Matrices is an informative and useful reference book for mathematicians and other researchers and practitioners. The numerous exercises and notes at the end of each chapter also make it the ideal textbook for graduate-level courses.