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: 1751

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: 6342

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: 3775

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: 5142

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.

Convexity and Concentration

Author: Eric Carlen,Mokshay Madiman,Elisabeth M. Werner

Publisher: Springer

ISBN: 1493970054

Category: Mathematics

Page: 626

View: 8043

This volume presents some of the research topics discussed at the 2014-2015 Annual Thematic Program Discrete Structures: Analysis and Applications at the Institute of Mathematics and its Applications during the Spring 2015 where geometric analysis, convex geometry and concentration phenomena were the focus. Leading experts have written surveys of research problems, making state of the art results more conveniently and widely available. The volume is organized into two parts. Part I contains those contributions that focus primarily on problems motivated by probability theory, while Part II contains those contributions that focus primarily on problems motivated by convex geometry and geometric analysis. This book will be of use to those who research convex geometry, geometric analysis and probability directly or apply such methods in other fields.

Dirichlet Forms and Analysis on Wiener Space

Author: Nicolas Bouleau,Francis Hirsch

Publisher: Walter de Gruyter

ISBN: 311085838X

Category: Mathematics

Page: 335

View: 6987

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)

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: 8225


Die Lehre von den Kettenbrüchen

Band I: Elementare Kettenbrüche

Author: Oskar Perron

Publisher: Springer-Verlag

ISBN: 3663122891

Category: Mathematics

Page: 194

View: 9523

eigenen Begriffssystemen bereichert worden, die man nicht gerade als jedermann geläufig voraussetzen darf. Die Versuchung lag nahe, durch Heranziehung solcher Theorien den Kettenbrüchen einen gelehrteren Anstrich zu geben. Aber dadurch wäre nicht nur die Lektüre unnötig erschwert, sondern das Wesen der Dinge zumeist verschleiert worden, und es bestände die Gefahr, daß mancher Leser den künstlichen Anstrich für das Wesentliche halten und die harmlose Unschuld, die sich darunter verbirgt, vielleicht gar nicht mehr sehen würde. Deshalb habe ich auf logistische Hieroglyphen, geheimnisvolle "Räume" usw. verzichtet und bin bei der klassischen Wortsprache und den klassischen Rechenmethoden ge blieben. Lediglich zweireihige Matrizes wurden gelegentlich verwandt, nämlich da, wo sie einen wirklichen methodischen Vorteil bieten. Der Matrixkalkül ist ja heute in viel weiteren Kreisen bekannt als vor 40 Jahren und gehört fast schon zu den Elementen; ich habe ihn trotzdem nicht vorausgesetzt, sondern in § 5 das Wenige, was davon gebraucht wird, kurz zusammengestellt. In neuerer Zeit haben die Kettenbrüche auch in der augewandten Mathematik, z. B. in der Elektrotechnik und bei analytischen Approximationsmethoden, Verwendung ge funden. Auch den Vertretern dieser Disziplinen, sowie manchen interessierten Laien, die es trotz unseres materialistischen Zeitalters doch immer noch gibt, glaube ich durch leichte Verständlichkeit besser zu dienen als durch Paradieren mit einer übertriebenen Gelehrsamkeit. Auf die Beigabe einer möglichst lückenlosen Bibliographie habe ich ebenso wie früher verzichtet; man findet eine solche, die von den Anfängen bis ins erste Jahrzehnt unseres Jahrhunderts reicht, bei Wölffing 1.

Die Gruppentheoretische Methode in der Quantenmechanik

Author: Bartel Leendert van der Waerden

Publisher: Springer-Verlag

ISBN: 3662021870

Category: Mathematics

Page: 160

View: 5990

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.


Author: Constance Reid,Hermann Weyl

Publisher: Springer-Verlag

ISBN: 3662286157

Category: Mathematics

Page: 290

View: 2537


Stochastic Integrals

An Introduction

Author: Heinrich von Weizsäcker

Publisher: Springer-Verlag

ISBN: 3663139239

Category: Mathematics

Page: 332

View: 5823


Meine Zahlen, meine Freunde

Glanzlichter der Zahlentheorie

Author: Paulo Ribenboim

Publisher: Springer-Verlag

ISBN: 3540879579

Category: Mathematics

Page: 391

View: 9645

Paulo Ribenboim behandelt Zahlen in dieser außergewöhnlichen Sammlung von Übersichtsartikeln wie seine persönlichen Freunde. In leichter und allgemein zugänglicher Sprache berichtet er über Primzahlen, Fibonacci-Zahlen (und das Nordpolarmeer!), die klassischen Arbeiten von Gauß über binäre quadratische Formen, Eulers berühmtes primzahlerzeugendes Polynom, irrationale und transzendente Zahlen. Nach dem großen Erfolg von „Die Welt der Primzahlen" ist dies das zweite Buch von Paulo Ribenboim, das in deutscher Sprache erscheint.

Spectral Synthesis

Author: John J. Benedetto

Publisher: Springer-Verlag

ISBN: 3322966615

Category: Technology & Engineering

Page: 281

View: 4613


Theorie der Konvexen Körper

Author: T. Bonnesen,W. Fenchel

Publisher: Springer-Verlag

ISBN: 3642474047

Category: Science

Page: 164

View: 3362

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.

Partielle Differentialgleichungen

Elliptische (und parabolische) Gleichungen

Author: Jürgen Jost

Publisher: Springer-Verlag

ISBN: 3642588883

Category: Mathematics

Page: 291

View: 415

Dieses Lehrbuch bietet eine Einführung in die moderne Theorie der partiellen Differentialgleichungen. Der Leser wird zu den wichtigen Methoden und den wesentlichen Aussagen in diesem Bereich hingeführt, wobei der Schwerpunkt auf den elliptischen partiellen Differentialgleichungen liegt. Ausgehend von der Laplace-Gleichung (harmonische Funktionen) entwickelt der Autor systematische Techniken, die auch auf größere Klassen von Differentialgleichungen, und hier insbesondere auch auf nichtlineare Differentialgleichungen, anwendbar sind. Zur Veranschaulichung wurden zahlreiche Übungsaufgaben aufgenommen. Das Buch richtet sich vor allem an Studenten der Mathematik im Hauptstudium, kann aber für interessierte Studenten auch gegebenenfalls schon ab dem dritten Semester verwendet werden.