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Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
| Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
| Autore | Simiu Emil |
| Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
| Descrizione fisica | 1 online resource (244 p.) |
| Disciplina | 515/.352 |
| Collana | Princeton Series in Applied Mathematics |
| Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
| Soggetto non controllato |
Affine transformation
Amplitude Arbitrarily large Attractor Autocovariance Big O notation Central limit theorem Change of variables Chaos theory Coefficient of variation Compound Probability Computational problem Control theory Convolution Coriolis force Correlation coefficient Covariance function Cross-covariance Cumulative distribution function Cutoff frequency Deformation (mechanics) Derivative Deterministic system Diagram (category theory) Diffeomorphism Differential equation Dirac delta function Discriminant Dissipation Dissipative system Dynamical system Eigenvalues and eigenvectors Equations of motion Even and odd functions Excitation (magnetic) Exponential decay Extreme value theory Flow velocity Fluid dynamics Forcing (recursion theory) Fourier series Fourier transform Fractal dimension Frequency domain Gaussian noise Gaussian process Harmonic analysis Harmonic function Heteroclinic orbit Homeomorphism Homoclinic orbit Hyperbolic point Inference Initial condition Instability Integrable system Invariant manifold Iteration Joint probability distribution LTI system theory Limit cycle Linear differential equation Logistic map Marginal distribution Moduli (physics) Multiplicative noise Noise (electronics) Nonlinear control Nonlinear system Ornstein–Uhlenbeck process Oscillation Parameter space Parameter Partial differential equation Perturbation function Phase plane Phase space Poisson distribution Probability density function Probability distribution Probability theory Probability Production–possibility frontier Relative velocity Scale factor Shear stress Spectral density Spectral gap Standard deviation Stochastic process Stochastic resonance Stochastic Stream function Surface stress Symbolic dynamics The Signal and the Noise Topological conjugacy Transfer function Variance Vorticity |
| ISBN |
0-691-05094-5
1-4008-3250-0 |
| Formato | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
| Record Nr. | UNINA-9910786748903321 |
Simiu Emil
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| Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu
| Chaotic transitions in deterministic and stochastic dynamical systems : applications of Melnikov processes in engineering, physics, and neuroscience / / Emil Simiu |
| Autore | Simiu Emil |
| Pubbl/distr/stampa | Princeton, New Jersey : , : Princeton University Press, , 2002 |
| Descrizione fisica | 1 online resource (244 p.) |
| Disciplina | 515/.352 |
| Collana | Princeton Series in Applied Mathematics |
| Soggetto topico |
Differentiable dynamical systems
Chaotic behavior in systems Stochastic systems |
| Soggetto non controllato |
Affine transformation
Amplitude Arbitrarily large Attractor Autocovariance Big O notation Central limit theorem Change of variables Chaos theory Coefficient of variation Compound Probability Computational problem Control theory Convolution Coriolis force Correlation coefficient Covariance function Cross-covariance Cumulative distribution function Cutoff frequency Deformation (mechanics) Derivative Deterministic system Diagram (category theory) Diffeomorphism Differential equation Dirac delta function Discriminant Dissipation Dissipative system Dynamical system Eigenvalues and eigenvectors Equations of motion Even and odd functions Excitation (magnetic) Exponential decay Extreme value theory Flow velocity Fluid dynamics Forcing (recursion theory) Fourier series Fourier transform Fractal dimension Frequency domain Gaussian noise Gaussian process Harmonic analysis Harmonic function Heteroclinic orbit Homeomorphism Homoclinic orbit Hyperbolic point Inference Initial condition Instability Integrable system Invariant manifold Iteration Joint probability distribution LTI system theory Limit cycle Linear differential equation Logistic map Marginal distribution Moduli (physics) Multiplicative noise Noise (electronics) Nonlinear control Nonlinear system Ornstein–Uhlenbeck process Oscillation Parameter space Parameter Partial differential equation Perturbation function Phase plane Phase space Poisson distribution Probability density function Probability distribution Probability theory Probability Production–possibility frontier Relative velocity Scale factor Shear stress Spectral density Spectral gap Standard deviation Stochastic process Stochastic resonance Stochastic Stream function Surface stress Symbolic dynamics The Signal and the Noise Topological conjugacy Transfer function Variance Vorticity |
| ISBN |
0-691-05094-5
1-4008-3250-0 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter 1. Introduction -- PART 1. FUNDAMENTALS -- Chapter 2. Transitions in Deterministic Systems and the Melnikov Function -- Chapter 3. Chaos in Deterministic Systems and the Melnikov Function -- Chapter 4. Stochastic Processes -- Chapter 5. Chaotic Transitions in Stochastic Dynamical Systems and the Melnikov Process -- PART 2. APPLICATIONS -- Chapter 6. Vessel Capsizing -- Chapter 7. Open-Loop Control of Escapes in Stochastically Excited Systems -- Chapter 8. Stochastic Resonance -- Chapter 9. Cutoff Frequency of Experimentally Generated Noise for a First-Order Dynamical System -- Chapter 10. Snap-Through of Transversely Excited Buckled Column -- Chapter 11. Wind-Induced Along-Shore Currents over a Corrugated Ocean Floor -- Chapter 12. The Auditory Nerve Fiber as a Chaotic Dynamical System -- Appendix A1 Derivation of Expression for the Melnikov Function -- Appendix A2 Construction of Phase Space Slice through Stable and Unstable Manifolds -- Appendix A3 Topological Conjugacy -- Appendix A4 Properties of Space ∑2 -- Appendix A5 Elements of Probability Theory -- Appendix A6 Mean Upcrossing Rate τu-1 for Gaussian Processes -- Appendix A7 Mean Escape Rate τ∊-1 for Systems Excited by White Noise -- References -- Index |
| Record Nr. | UNINA-9910827211303321 |
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Simiu Emil
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| Princeton, New Jersey : , : Princeton University Press, , 2002 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Diffusion, quantum theory, and radically elementary mathematics / / edited by William G. Faris
| Diffusion, quantum theory, and radically elementary mathematics / / edited by William G. Faris |
| Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2006 |
| Descrizione fisica | 1 online resource (257 p.) |
| Disciplina | 530.15 |
| Collana | Mathematical Notes |
| Soggetto topico |
Mathematical physics
Diffusion Quantum theory |
| Soggetto non controllato |
Affine space
Algebra Axiom Bell's theorem Brownian motion Central limit theorem Classical mathematics Classical mechanics Clifford algebra Combinatorial proof Commutative property Constructive quantum field theory Continuum hypothesis David Hilbert Dimension (vector space) Discrete mathematics Distribution (mathematics) Eigenfunction Equation Euclidean space Experimental mathematics Fermi–Dirac statistics Feynman–Kac formula First-order logic Fokker–Planck equation Foundations of mathematics Fractal dimension Gaussian process Girsanov theorem Gödel's incompleteness theorems Hilbert space Hilbert's program Holomorphic function Infinitesimal Integer Internal set theory Interval (mathematics) Limit (mathematics) Mathematical induction Mathematical optimization Mathematical physics Mathematical proof Mathematician Mathematics Measurable function Measure (mathematics) Minkowski space Natural number Neo-Riemannian theory Non-standard analysis Number theory Operator algebra Ornstein–Uhlenbeck process Orthonormal basis Perturbation theory (quantum mechanics) Philosophy of mathematics Predicate (mathematical logic) Probability measure Probability space Probability theory Probability Projection (linear algebra) Pure mathematics Pythagorean theorem Quantum field theory Quantum fluctuation Quantum gravity Quantum harmonic oscillator Quantum mechanics Quantum system Quantum teleportation Random variable Real number Renormalization group Renormalization Riemann mapping theorem Riemann surface Riemannian geometry Riemannian manifold Schrödinger equation Scientific notation Set (mathematics) Sign (mathematics) Sobolev inequality Special relativity Spectral theorem Spin (physics) Statistical mechanics Stochastic calculus Stochastic differential equation Tensor algebra Theorem Theoretical physics Theory Turing machine Variable (mathematics) Von Neumann algebra Wiener process Wightman axioms Zermelo–Fraenkel set theory |
| ISBN | 1-4008-6525-5 |
| Classificazione | 33.65 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter One. Introduction: Diffusive Motion and Where It Leads / Faris, William G. -- Chapter Two. Hypercontractivity, Logarithmic Sobolev Inequalities, and Applications: A Survey of Surveys / Gross, Leonard -- Chapter Three. Ed Nelson's Work in Quantum Theory / Simon, Barry -- Chapter Four Symanzik, Nelson, and Self-Avoiding Walk / Brydges, David C. -- Chapter Five. Stochastic Mechanics: A Look Back and a Look Ahead / Carlen, Eric -- Chapter Six. Current Trends in Optimal Transportation: A Tribute to Ed Nelson / Villani, Cédric -- Chapter Seven. Internal Set Theory and Infinitesimal Random Walks / Lawler, Gregory F. -- Chapter Eight. Nelson's Work on Logic and Foundations and Other Reflections on the Foundations of Mathematics / Buss, Samuel R. -- Chapter Nine. Some Musical Groups: Selected Applications of Group Theory in Music / Hook, Julian -- Chapter Ten. Afterword / Nelson, Edward -- Appendix A. Publications by Edward Nelson -- Index |
| Record Nr. | UNINA-9910786749603321 |
| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Diffusion, quantum theory, and radically elementary mathematics / / edited by William G. Faris
| Diffusion, quantum theory, and radically elementary mathematics / / edited by William G. Faris |
| Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2006 |
| Descrizione fisica | 1 online resource (257 p.) |
| Disciplina | 530.15 |
| Collana | Mathematical Notes |
| Soggetto topico |
Mathematical physics
Diffusion Quantum theory |
| Soggetto non controllato |
Affine space
Algebra Axiom Bell's theorem Brownian motion Central limit theorem Classical mathematics Classical mechanics Clifford algebra Combinatorial proof Commutative property Constructive quantum field theory Continuum hypothesis David Hilbert Dimension (vector space) Discrete mathematics Distribution (mathematics) Eigenfunction Equation Euclidean space Experimental mathematics Fermi–Dirac statistics Feynman–Kac formula First-order logic Fokker–Planck equation Foundations of mathematics Fractal dimension Gaussian process Girsanov theorem Gödel's incompleteness theorems Hilbert space Hilbert's program Holomorphic function Infinitesimal Integer Internal set theory Interval (mathematics) Limit (mathematics) Mathematical induction Mathematical optimization Mathematical physics Mathematical proof Mathematician Mathematics Measurable function Measure (mathematics) Minkowski space Natural number Neo-Riemannian theory Non-standard analysis Number theory Operator algebra Ornstein–Uhlenbeck process Orthonormal basis Perturbation theory (quantum mechanics) Philosophy of mathematics Predicate (mathematical logic) Probability measure Probability space Probability theory Probability Projection (linear algebra) Pure mathematics Pythagorean theorem Quantum field theory Quantum fluctuation Quantum gravity Quantum harmonic oscillator Quantum mechanics Quantum system Quantum teleportation Random variable Real number Renormalization group Renormalization Riemann mapping theorem Riemann surface Riemannian geometry Riemannian manifold Schrödinger equation Scientific notation Set (mathematics) Sign (mathematics) Sobolev inequality Special relativity Spectral theorem Spin (physics) Statistical mechanics Stochastic calculus Stochastic differential equation Tensor algebra Theorem Theoretical physics Theory Turing machine Variable (mathematics) Von Neumann algebra Wiener process Wightman axioms Zermelo–Fraenkel set theory |
| ISBN | 1-4008-6525-5 |
| Classificazione | 33.65 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Front matter -- Contents -- Preface -- Chapter One. Introduction: Diffusive Motion and Where It Leads / Faris, William G. -- Chapter Two. Hypercontractivity, Logarithmic Sobolev Inequalities, and Applications: A Survey of Surveys / Gross, Leonard -- Chapter Three. Ed Nelson's Work in Quantum Theory / Simon, Barry -- Chapter Four Symanzik, Nelson, and Self-Avoiding Walk / Brydges, David C. -- Chapter Five. Stochastic Mechanics: A Look Back and a Look Ahead / Carlen, Eric -- Chapter Six. Current Trends in Optimal Transportation: A Tribute to Ed Nelson / Villani, Cédric -- Chapter Seven. Internal Set Theory and Infinitesimal Random Walks / Lawler, Gregory F. -- Chapter Eight. Nelson's Work on Logic and Foundations and Other Reflections on the Foundations of Mathematics / Buss, Samuel R. -- Chapter Nine. Some Musical Groups: Selected Applications of Group Theory in Music / Hook, Julian -- Chapter Ten. Afterword / Nelson, Edward -- Appendix A. Publications by Edward Nelson -- Index |
| Record Nr. | UNINA-9910811911703321 |
| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2006 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Elliptic partial differential equations and quasiconformal mappings in the plane [[electronic resource] /] / Kari Astala, Tadeusz Iwaniec, and Gaven Martin
| Elliptic partial differential equations and quasiconformal mappings in the plane [[electronic resource] /] / Kari Astala, Tadeusz Iwaniec, and Gaven Martin |
| Autore | Astala Kari <1953-> |
| Edizione | [Course Book] |
| Pubbl/distr/stampa | Princeton, : Princeton University Press, c2009 |
| Descrizione fisica | 1 online resource (696 p.) |
| Disciplina | 515/.93 |
| Altri autori (Persone) |
IwaniecTadeusz
MartinGaven |
| Collana | Princeton mathematical series |
| Soggetto topico |
Differential equations, Elliptic
Quasiconformal mappings |
| Soggetto non controllato |
Adjoint equation
Analytic function Analytic proof Banach space Beltrami equation Boundary value problem Bounded mean oscillation Calculus of variations Cantor function Cartesian product Cauchy–Riemann equations Central limit theorem Characterization (mathematics) Complex analysis Complex plane Conformal geometry Conformal map Conjugate variables Continuous function (set theory) Coordinate space Degeneracy (mathematics) Differential equation Directional derivative Dirichlet integral Dirichlet problem Disk (mathematics) Distribution (mathematics) Elliptic operator Elliptic partial differential equation Equation Equations of motion Euler–Lagrange equation Explicit formulae (L-function) Factorization Fourier transform Fubini's theorem Geometric function theory Geometric measure theory Geometry Harmonic conjugate Harmonic function Harmonic map Harmonic measure Hilbert transform Holomorphic function Homeomorphism Hyperbolic geometry Hyperbolic trigonometry Invertible matrix Jacobian matrix and determinant Julia set Lagrangian (field theory) Laplace's equation Limit (mathematics) Linear differential equation Linear equation Linear fractional transformation Linear map Linearization Lipschitz continuity Locally integrable function Lusin's theorem Mathematical optimization Mathematics Maxima and minima Maxwell's equations Measure (mathematics) Metric space Mirror symmetry (string theory) Moduli space Modulus of continuity Monodromy theorem Monotonic function Montel's theorem Operator (physics) Operator theory Partial derivative Partial differential equation Poisson formula Polynomial Quadratic function Quasiconformal mapping Quasiconvex function Quasisymmetric function Renormalization Riemann sphere Riemann surface Riemannian geometry Riesz transform Riesz–Thorin theorem Sign (mathematics) Sobolev space Square-integrable function Support (mathematics) Theorem Two-dimensional space Uniformization theorem Upper half-plane Variable (mathematics) Weyl's lemma (Laplace equation) |
| ISBN |
1-282-15727-2
9786612157271 1-4008-3011-7 |
| Classificazione | SK 560 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Introduction -- Chapter 2. A Background In Conformal Geometry -- Chapter 3. The Foundations Of Quasiconformal Mappings -- Chapter 4. Complex Potentials -- Chapter 5. The Measurable Riemann Mapping Theorem: The Existence Theory Of Quasiconformal Mappings -- Chapter 6. Parameterizing General Linear Elliptic Systems -- Chapter 7. The Concept Of Ellipticity -- Chapter 8. Solving General Nonlinear First-Order Elliptic Systems -- Chapter 9. Nonlinear Riemann Mapping Theorems -- Chapter 10. Conformal Deformations And Beltrami Systems -- Chapter 11. A Quasilinear Cauchy Problem -- Chapter 12. Holomorphic Motions -- Chapter 13. Higher Integrability -- Chapter 14. Lp-Theory Of Beltrami Operators -- Chapter 15. Schauder Estimates For Beltrami Operators -- Chapter 16. Applications To Partial Differential Equations -- Chapter 17. PDEs Not Of Divergence Type: Pucci'S Conjecture -- Chapter 18. Quasiconformal Methods In Impedance Tomography: Calderón's Problem -- Chapter 19. Integral Estimates For The Jacobian -- Chapter 20. Solving The Beltrami Equation: Degenerate Elliptic Case -- Chapter 21. Aspects Of The Calculus Of Variations -- Appendix: Elements Of Sobolev Theory And Function Spaces -- Basic Notation -- Bibliography -- Index |
| Record Nr. | UNINA-9910778138403321 |
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Astala Kari <1953->
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| Princeton, : Princeton University Press, c2009 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Functional Integration and Partial Differential Equations. (AM-109), Volume 109 / / Mark Iosifovich Freidlin
| Functional Integration and Partial Differential Equations. (AM-109), Volume 109 / / Mark Iosifovich Freidlin |
| Autore | Freidlin Mark Iosifovich |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (557 pages) |
| Disciplina | 515.3/53 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Differential equations, Partial
Probabilities Integration, Functional |
| Soggetto non controllato |
A priori estimate
Absolute continuity Almost surely Analytic continuation Axiom Big O notation Boundary (topology) Boundary value problem Bounded function Calculation Cauchy problem Central limit theorem Characteristic function (probability theory) Chebyshev's inequality Coefficient Comparison theorem Continuous function (set theory) Continuous function Convergence of random variables Cylinder set Degeneracy (mathematics) Derivative Differential equation Differential operator Diffusion equation Diffusion process Dimension (vector space) Direct method in the calculus of variations Dirichlet boundary condition Dirichlet problem Eigenfunction Eigenvalues and eigenvectors Elliptic operator Elliptic partial differential equation Equation Existence theorem Exponential function Feynman–Kac formula Fokker–Planck equation Function space Functional analysis Fundamental solution Gaussian measure Girsanov theorem Hessian matrix Hölder condition Independence (probability theory) Integral curve Integral equation Invariant measure Iterated logarithm Itô's lemma Joint probability distribution Laplace operator Laplace's equation Lebesgue measure Limit (mathematics) Limit cycle Limit point Linear differential equation Linear map Lipschitz continuity Markov chain Markov process Markov property Maximum principle Mean value theorem Measure (mathematics) Modulus of continuity Moment (mathematics) Monotonic function Navier–Stokes equations Nonlinear system Ordinary differential equation Parameter Partial differential equation Periodic function Poisson kernel Probabilistic method Probability space Probability theory Probability Random function Regularization (mathematics) Schrödinger equation Self-adjoint operator Sign (mathematics) Simultaneous equations Smoothness State-space representation Stochastic calculus Stochastic differential equation Stochastic Support (mathematics) Theorem Theory Uniqueness theorem Variable (mathematics) Weak convergence (Hilbert space) Wiener process |
| ISBN | 1-4008-8159-5 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- CONTENTS -- PREFACE -- INTRODUCTION -- I. STOCHASTIC DIFFERENTIAL EQUATIONS AND RELATED TOPICS -- II. REPRESENTATION OF SOLUTIONS OF DIFFERENTIAL EQUATIONS AS FUNCTIONAL INTEGRALS AND THE STATEMENT OF BOUNDARY V A LU E PROBLEMS -- III. BOUNDARY VALUE PROBLEMS FOR EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM -- IV. SMALL PARAMETER IN SECOND-ORDER ELLIPTIC DIFFERENTIAL EQUATIONS -- V. QUASI-LINEAR PARABOLIC EQUATIONS WITH NON-NEGATIVE CHARACTERISTIC FORM -- VI. QUASI-LINEAR PARABOLIC EQUATIONS WITH SMALL PARAMETER. WAVE FRONTS PROPAGATION -- VII. WAVE FRONT PROPAGATION IN PERIODIC AND RANDOM MEDIA -- LIST OF NOTATIONS -- REFERENCES -- Backmatter |
| Record Nr. | UNINA-9910154753703321 |
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Freidlin Mark Iosifovich
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Markov processes from K. Itô's perspective / / Daniel W. Stroock
| Markov processes from K. Itô's perspective / / Daniel W. Stroock |
| Autore | Stroock Daniel W. |
| Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
| Descrizione fisica | 1 online resource (289 p.) |
| Disciplina | 519.2/33 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Markov processes
Stochastic difference equations |
| Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
| ISBN |
0-691-11542-7
1-4008-3557-7 |
| Classificazione | SI 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
| Record Nr. | UNINA-9910791958803321 |
|
Stroock Daniel W.
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| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
| ||
Markov processes from K. Itô's perspective / / Daniel W. Stroock
| Markov processes from K. Itô's perspective / / Daniel W. Stroock |
| Autore | Stroock Daniel W. |
| Pubbl/distr/stampa | Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 |
| Descrizione fisica | 1 online resource (289 p.) |
| Disciplina | 519.2/33 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Markov processes
Stochastic difference equations |
| Soggetto non controllato |
Abelian group
Addition Analytic function Approximation Bernhard Riemann Bounded variation Brownian motion Central limit theorem Change of variables Coefficient Complete metric space Compound Poisson process Continuous function (set theory) Continuous function Convergence of measures Convex function Coordinate system Corollary David Hilbert Decomposition theorem Degeneracy (mathematics) Derivative Diffeomorphism Differentiable function Differentiable manifold Differential equation Differential geometry Dimension Directional derivative Doob–Meyer decomposition theorem Duality principle Elliptic operator Equation Euclidean space Existential quantification Fourier transform Function space Functional analysis Fundamental solution Fundamental theorem of calculus Homeomorphism Hölder's inequality Initial condition Integral curve Integral equation Integration by parts Invariant measure Itô calculus Itô's lemma Joint probability distribution Lebesgue measure Linear interpolation Lipschitz continuity Local martingale Logarithm Markov chain Markov process Markov property Martingale (probability theory) Normal distribution Ordinary differential equation Ornstein–Uhlenbeck process Polynomial Principal part Probability measure Probability space Probability theory Pseudo-differential operator Radon–Nikodym theorem Representation theorem Riemann integral Riemann sum Riemann–Stieltjes integral Scientific notation Semimartingale Sign (mathematics) Special case Spectral sequence Spectral theory State space State-space representation Step function Stochastic calculus Stochastic Stratonovich integral Submanifold Support (mathematics) Tangent space Tangent vector Taylor's theorem Theorem Theory Topological space Topology Translational symmetry Uniform convergence Variable (mathematics) Vector field Weak convergence (Hilbert space) Weak topology |
| ISBN |
0-691-11542-7
1-4008-3557-7 |
| Classificazione | SI 830 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Contents -- Preface -- Chapter 1. Finite State Space, a Trial Run -- Chapter 2. Moving to Euclidean Space, the Real Thing -- Chapter 3. Itô's Approach in the Euclidean Setting -- Chapter 4. Further Considerations -- Chapter 5. Itô's Theory of Stochastic Integration -- Chapter 6. Applications of Stochastic Integration to Brownian Motion -- Chapter 7. The Kunita-Watanabe Extension -- Chapter 8. Stratonovich's Theory -- Notation -- References -- Index |
| Record Nr. | UNINA-9910809577703321 |
|
Stroock Daniel W.
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| Princeton, New Jersey ; ; Oxfordshire, England : , : Princeton University Press, , 2003 | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Radically Elementary Probability Theory. (AM-117), Volume 117 / / Edward Nelson
| Radically Elementary Probability Theory. (AM-117), Volume 117 / / Edward Nelson |
| Autore | Nelson Edward |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (109 pages) : illustrations |
| Disciplina | 519.2 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Martingales (Mathematics)
Stochastic processes Probabilities |
| Soggetto non controllato |
Abraham Robinson
Absolute value Addition Algebra of random variables Almost surely Axiom Axiomatic system Borel set Bounded function Cantor's diagonal argument Cardinality Cartesian product Central limit theorem Chebyshev's inequality Compact space Contradiction Convergence of random variables Corollary Correlation coefficient Counterexample Dimension (vector space) Dimension Division by zero Elementary function Estimation Existential quantification Family of sets Finite set Hyperplane Idealization Independence (probability theory) Indicator function Infinitesimal Internal set theory Joint probability distribution Law of large numbers Linear function Martingale (probability theory) Mathematical induction Mathematician Mathematics Measure (mathematics) N0 Natural number Non-standard analysis Norm (mathematics) Orthogonal complement Parameter Path space Predictable process Probability distribution Probability measure Probability space Probability theory Probability Product topology Projection (linear algebra) Quadratic variation Random variable Real number Requirement Scientific notation Sequence Set (mathematics) Significant figures Special case Standard deviation Statistical mechanics Stochastic process Subalgebra Subset Summation Theorem Theory Total variation Transfer principle Transfinite number Trigonometric functions Upper and lower bounds Variable (mathematics) Variance Vector space W0 Wiener process Without loss of generality |
| ISBN | 1-4008-8214-1 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- Table of contents -- Preface -- Acknowledgments -- 1. Random variables -- 2. Algebras of random variables -- 3. Stochastic processes -- 4. External concepts -- 5. Infinitesimals -- 6. External analogues of internal notions -- 7. Properties that hold almost everywhere -- 8. L1 random variables 30 -- 9. The decomposition of a stochastic process -- 10. The total variation of a process -- 11. Convergence of martingales -- 12. Fluctuations of martingales -- 13. Discontinuities of martingales -- 14. The Lindeberg condition -- 15. The maximum of a martingale -- 16. The law of large numbers -- 17. Nearly equivalent stochastic processes -- 18. The de Moivre-Laplace-Lindeberg-Feller-Wiener- Lévy-Doob-Erdös-Kac-Donsker-Prokhorov theorem -- Appendix -- Index |
| Record Nr. | UNINA-9910154754503321 |
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Nelson Edward
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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Random Fourier Series with Applications to Harmonic Analysis. (AM-101), Volume 101 / / Gilles Pisier, Michael B. Marcus
| Random Fourier Series with Applications to Harmonic Analysis. (AM-101), Volume 101 / / Gilles Pisier, Michael B. Marcus |
| Autore | Marcus Michael B. |
| Pubbl/distr/stampa | Princeton, NJ : , : Princeton University Press, , [2016] |
| Descrizione fisica | 1 online resource (161 pages) |
| Disciplina | 515/.2433 |
| Collana | Annals of Mathematics Studies |
| Soggetto topico |
Fourier series
Harmonic analysis |
| Soggetto non controllato |
Abelian group
Almost periodic function Almost surely Banach space Big O notation Cardinality Central limit theorem Circle group Coefficient Commutative property Compact group Compact space Complex number Continuous function Corollary Discrete group Equivalence class Existential quantification Finite group Fourier series Gaussian process Haar measure Harmonic analysis Independence (probability theory) Inequality (mathematics) Integer Irreducible representation Non-abelian group Non-abelian Normal distribution Orthogonal group Orthogonal matrix Probability distribution Probability measure Probability space Probability Random function Random matrix Random variable Rate of convergence Real number Ring (mathematics) Scientific notation Set (mathematics) Slepian's lemma Small number Smoothness Stationary process Subgroup Subset Summation Theorem Uniform convergence Unitary matrix Variance |
| ISBN | 1-4008-8153-6 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Frontmatter -- CONTENTS -- CHAPTER I: INTRODUCTION -- CHAPTER II: PRELIMINARIES -- CHAPTER III: RANDOM FOURIER SERIES ON LOCALLY COMPACT ABELIAN GROUPS -- CHAPTER IV: THE CENTRAL LIMIT THEOREM AND RELATED QUESTIONS -- CHAPTER V: RANDOM FOURIER SERIES ON COMPACT NON-ABELIAN GROUPS -- CHAPTER VI: APPLICATIONS TO HARMONIC ANALYSIS -- CHAPTER VII: ADDITIONAL RESULTS AND COMMENTS -- REFERENCES -- INDEX OF TERMINOLOGY -- INDEX OF NOTATIONS -- Backmatter |
| Record Nr. | UNINA-9910154747303321 |
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Marcus Michael B.
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| Princeton, NJ : , : Princeton University Press, , [2016] | ||
| Materiale a stampa | ||
| Lo trovi qui: Univ. Federico II | ||
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