Analysis and Geometry of Markov Diffusion Operators

Author: Dominique Bakry,Ivan Gentil,Michel Ledoux

Publisher: Springer Science & Business Media

ISBN: 3319002279

Category: Mathematics

Page: 552

View: 7026

The present volume is an extensive monograph on the analytic and geometric aspects of Markov diffusion operators. It focuses on the geometric curvature properties of the underlying structure in order to study convergence to equilibrium, spectral bounds, functional inequalities such as Poincaré, Sobolev or logarithmic Sobolev inequalities, and various bounds on solutions of evolution equations. At the same time, it covers a large class of evolution and partial differential equations. The book is intended to serve as an introduction to the subject and to be accessible for beginning and advanced scientists and non-specialists. Simultaneously, it covers a wide range of results and techniques from the early developments in the mid-eighties to the latest achievements. As such, students and researchers interested in the modern aspects of Markov diffusion operators and semigroups and their connections to analytic functional inequalities, probabilistic convergence to equilibrium and geometric curvature will find it especially useful. Selected chapters can also be used for advanced courses on the topic.

Stochastic Analysis and Applications 2014

In Honour of Terry Lyons

Author: Dan Crisan,Ben Hambly,Thaleia Zariphopoulou

Publisher: Springer

ISBN: 3319112929

Category: Mathematics

Page: 503

View: 6591

Articles from many of the main contributors to recent progress in stochastic analysis are included in this volume, which provides a snapshot of the current state of the area and its ongoing developments. It constitutes the proceedings of the conference on "Stochastic Analysis and Applications" held at the University of Oxford and the Oxford-Man Institute during 23-27 September, 2013. The conference honored the 60th birthday of Professor Terry Lyons FLSW FRSE FRS, Wallis Professor of Mathematics, University of Oxford. Terry Lyons is one of the leaders in the field of stochastic analysis. His introduction of the notion of rough paths has revolutionized the field, both in theory and in practice. Stochastic Analysis is the branch of mathematics that deals with the analysis of dynamical systems affected by noise. It emerged as a core area of mathematics in the late 20th century and has subsequently developed into an important theory with a wide range of powerful and novel tools, and with impressive applications within and beyond mathematics. Many systems are profoundly affected by stochastic fluctuations and it is not surprising that the array of applications of Stochastic Analysis is vast and touches on many aspects of life. The present volume is intended for researchers and Ph.D. students in stochastic analysis and its applications, stochastic optimization and financial mathematics, as well as financial engineers and quantitative analysts.

Alice and Bob Meet Banach: The Interface of Asymptotic Geometric Analysis and Quantum Information Theory

Author: Guillaume Aubrun,Stanisław J. Szarek

Publisher: American Mathematical Soc.

ISBN: 1470434687

Category: Functional analysis

Page: 414

View: 8500

The quest to build a quantum computer is arguably one of the major scientific and technological challenges of the twenty-first century, and quantum information theory (QIT) provides the mathematical framework for that quest. Over the last dozen or so years, it has become clear that quantum information theory is closely linked to geometric functional analysis (Banach space theory, operator spaces, high-dimensional probability), a field also known as asymptotic geometric analysis (AGA). In a nutshell, asymptotic geometric analysis investigates quantitative properties of convex sets, or other geometric structures, and their approximate symmetries as the dimension becomes large. This makes it especially relevant to quantum theory, where systems consisting of just a few particles naturally lead to models whose dimension is in the thousands, or even in the billions. Alice and Bob Meet Banach is aimed at multiple audiences connected through their interest in the interface of QIT and AGA: at quantum information researchers who want to learn AGA or apply its tools; at mathematicians interested in learning QIT, or at least the part of QIT that is relevant to functional analysis/convex geometry/random matrix theory and related areas; and at beginning researchers in either field. Moreover, this user-friendly book contains numerous tables and explicit estimates, with reasonable constants when possible, which make it a useful reference even for established mathematicians generally familiar with the subject.

Information Geometry and Population Genetics

The Mathematical Structure of the Wright-Fisher Model

Author: Julian Hofrichter,Jürgen Jost,Tat Dat Tran

Publisher: Springer

ISBN: 3319520458

Category: Mathematics

Page: 320

View: 4608

The present monograph develops a versatile and profound mathematical perspective of the Wright--Fisher model of population genetics. This well-known and intensively studied model carries a rich and beautiful mathematical structure, which is uncovered here in a systematic manner. In addition to approaches by means of analysis, combinatorics and PDE, a geometric perspective is brought in through Amari's and Chentsov's information geometry. This concept allows us to calculate many quantities of interest systematically; likewise, the employed global perspective elucidates the stratification of the model in an unprecedented manner. Furthermore, the links to statistical mechanics and large deviation theory are explored and developed into powerful tools. Altogether, the manuscript provides a solid and broad working basis for graduate students and researchers interested in this field.

Dirichlet Forms and Analysis on Wiener Space

Author: Nicolas Bouleau,Francis Hirsch

Publisher: Walter de Gruyter

ISBN: 311085838X

Category: Mathematics

Page: 335

View: 2659

The subject of this book is analysis on Wiener space by means of Dirichlet forms and Malliavin calculus. There are already several literature on this topic, but this book has some different viewpoints. First the authors review the theory of Dirichlet forms, but they observe only functional analytic, potential theoretical and algebraic properties. They do not mention the relation with Markov processes or stochastic calculus as discussed in usual books (e.g. Fukushima’s book). Even on analytic properties, instead of mentioning the Beuring-Deny formula, they discuss “carré du champ” operators introduced by Meyer and Bakry very carefully. Although they discuss when this “carré du champ” operator exists in general situation, the conditions they gave are rather hard to verify, and so they verify them in the case of Ornstein-Uhlenbeck operator in Wiener space later. (It should be noticed that one can easily show the existence of “carré du champ” operator in this case by using Shigekawa’s H-derivative.) In the part on Malliavin calculus, the authors mainly discuss the absolute continuity of the probability law of Wiener functionals. The Dirichlet form corresponds to the first derivative only, and so it is not easy to consider higher order derivatives in this framework. This is the reason why they discuss only the first step of Malliavin calculus. On the other hand, they succeeded to deal with some delicate problems (the absolute continuity of the probability law of the solution to stochastic differential equations with Lipschitz continuous coefficients, the domain of stochastic integrals (Itô-Ramer-Skorokhod integrals), etc.). This book focuses on the abstract structure of Dirichlet forms and Malliavin calculus rather than their applications. However, the authors give a lot of exercises and references and they may help the reader to study other topics which are not discussed in this book. Zentralblatt Math, Reviewer: S.Kusuoka (Hongo)

Algebraische Zahlentheorie

Author: Jürgen Neukirch

Publisher: Springer-Verlag

ISBN: 3540376631

Category: Mathematics

Page: 595

View: 1740

Algebraische Zahlentheorie: eine der traditionsreichsten und aktuellsten Grunddisziplinen der Mathematik. Das vorliegende Buch schildert ausführlich Grundlagen und Höhepunkte. Konkret, modern und in vielen Teilen neu. Neu: Theorie der Ordnungen. Plus: die geometrische Neubegründung der Theorie der algebraischen Zahlkörper durch die "Riemann-Roch-Theorie" vom "Arakelovschen Standpunkt", die bis hin zum "Grothendieck-Riemann-Roch-Theorem" führt.

Wahrscheinlichkeitstheorie und Stochastische Prozesse

Author: Michael Mürmann

Publisher: Springer-Verlag

ISBN: 364238160X

Category: Mathematics

Page: 428

View: 3174

Dieses Lehrbuch beschäftigt sich mit den zentralen Gebieten einer maßtheoretisch orientierten Wahrscheinlichkeitstheorie im Umfang einer zweisemestrigen Vorlesung. Nach den Grundlagen werden Grenzwertsätze und schwache Konvergenz behandelt. Es folgt die Darstellung und Betrachtung der stochastischen Abhängigkeit durch die bedingte Erwartung, die mit der Radon-Nikodym-Ableitung realisiert wird. Sie wird angewandt auf die Theorie der stochastischen Prozesse, die nach der allgemeinen Konstruktion aus der Untersuchung von Martingalen und Markov-Prozessen besteht. Neu in einem Lehrbuch über allgemeine Wahrscheinlichkeitstheorie ist eine Einführung in die stochastische Analysis von Semimartingalen auf der Grundlage einer geeigneten Stetigkeitsbedingung mit Anwendungen auf die Theorie der Finanzmärkte. Das Buch enthält zahlreiche Übungen, teilweise mit Lösungen. Neben der Theorie vertiefen Anmerkungen, besonders zu mathematischen Modellen für Phänomene der Realität, das Verständnis.​

Stochastic Integrals

An Introduction

Author: Heinrich von Weizsäcker

Publisher: Springer-Verlag

ISBN: 3663139239

Category: Mathematics

Page: 332

View: 9832


Grundbegriffe der Wahrscheinlichkeitsrechnung

Author: A. Kolomogoroff

Publisher: Springer-Verlag

ISBN: 3642498884

Category: Mathematics

Page: 62

View: 8481

Dieser Buchtitel ist Teil des Digitalisierungsprojekts Springer Book Archives mit Publikationen, die seit den Anfängen des Verlags von 1842 erschienen sind. Der Verlag stellt mit diesem Archiv Quellen für die historische wie auch die disziplingeschichtliche Forschung zur Verfügung, die jeweils im historischen Kontext betrachtet werden müssen. Dieser Titel erschien in der Zeit vor 1945 und wird daher in seiner zeittypischen politisch-ideologischen Ausrichtung vom Verlag nicht beworben.

Bernhard Riemann 1826–1866

Wendepunkte in der Auffassung der Mathematik

Author: Detlef Laugwitz

Publisher: Springer-Verlag

ISBN: 3034889836

Category: Mathematics

Page: 348

View: 7165

Das Riemannsche Integral lernen schon die Schüler kennen, die Theorien der reellen und der komplexen Funktionen bauen auf wichtigen Begriffsbildungen und Sätzen Riemanns auf, die Riemannsche Geometrie ist für Einsteins Gravitationstheorie und ihre Erweiterungen unentbehrlich, und in der Zahlentheorie ist die berühmte Riemannsche Vermutung noch immer offen. Riemann und sein um fünf Jahre jüngerer Freund Richard Dedekind sahen sich als Schüler von Gauss und Dirichlet. Um die Mitte des 19. Jahrhunderts leiteten sie den Übergang zur "modernen Mathematik" ein, der eine in Analysis und Geometrie, der andere in der Algebra mit der Hinwendung zu Mengen und Strukturen. Dieses Buch ist der erste Versuch, Riemanns wissenschaftliches Werk unter einem einheitlichen Gesichtspunkt zusammenzufassend darzustellen. Riemann gilt als einer der Philosophen unter den Mathematikern. Er stellte das Denken in Begriffen neben die zuvor vorherrschende algorithmische Auffassung von der Mathematik, welche die Gegenstände der Untersuchung, in Formeln und Figuren, in Termumformungen und regelhaften Konstruktionen als die allein legitimen Methoden sah. David Hilbert hat als Riemanns Grundsatz herausgestellt, die Beweise nicht durch Rechnung, sondern lediglich durch Gedanken zu zwingen. Hermann Weyl sah als das Prinzip Riemanns in Mathematik und Physik, "die Welt als das erkenntnistheoretische Motiv..., die Welt aus ihrem Verhalten im un- endlich kleinen zu verstehen."

A Course on Rough Paths

With an Introduction to Regularity Structures

Author: Peter K. Friz,Martin Hairer

Publisher: N.A

ISBN: 9783319083339


Page: 268

View: 3542


Programmieren mit R

Author: Uwe Ligges

Publisher: Springer-Verlag

ISBN: 3540267328

Category: Mathematics

Page: 237

View: 4108

R ist eine objekt-orientierte und interpretierte Sprache und Programmierumgebung für Datenanalyse und Grafik - frei erhältlich unter der GPL. Ziel dieses Buches ist es, nicht nur ausführlich in die Grundlagen der Sprache R einzuführen, sondern auch ein Verständnis der Struktur der Sprache zu vermitteln. Leicht können so eigene Methoden umgesetzt, Objektklassen definiert und ganze Pakete aus Funktionen und zugehöriger Dokumentation zusammengestellt werden. Die enormen Grafikfähigkeiten von R werden detailliert beschrieben. Das Buch richtet sich an alle, die R als flexibles Werkzeug zur Datenenalyse und -visualisierung einsetzen möchten: Studierende, die Daten in Projekten oder für ihre Diplomarbeit analysieren möchten, Forschende, die neue Methoden ausprobieren möchten, und diejenigen, die in der Wirtschaft täglich Daten aufbereiten, analysieren und anderen in komprimierter Form präsentieren.

Regular Solids and Isolated Singularities

Author: Klaus Lamotke

Publisher: Vieweg+Teubner Verlag

ISBN: 9783528089580

Category: Mathematics

Page: 224

View: 5787

The last book XIII of Euclid's Elements deals with the regular solids which therefore are sometimes considered as crown of classical geometry. More than two thousand years later around 1850 Schl~fli extended the classification of regular solids to four and more dimensions. A few decades later, thanks to the invention of group and invariant theory the old three dimensional regular solid were involved in the development of new mathematical ideas: F. Klein (Lectures on the Icosa hedron and the Resolution of Equations of Degree Five, 1884) emphasized the relation of the regular solids to the finite rotation groups. He introduced complex coordinates and by means of invariant theory associated polynomial equations with these groups. These equations in turn describe isolated singularities of complex surfaces. The structure of the singularities is investigated by methods of commutative algebra, algebraic and complex analytic geometry, differential and algebraic topology. A paper by DuVal from 1934 (see the References), in which resolutions play an important rele, marked an early stage of these investigations. Around 1970 Klein's polynomials were again related to new mathematical ideas: V. I. Arnold established a hierarchy of critical points of functions in several variables according to growing com plexity. In this hierarchy Kleinls polynomials describe the "simple" critical points.