Gaussian Hilbert Spaces
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Gaussian Hilbert Spaces
Author | : Svante Janson |
Publsiher | : Cambridge University Press |
Total Pages | : 358 |
Release | : 1997-06-12 |
Genre | : Mathematics |
ISBN | : 9780521561280 |
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This book treats the very special and fundamental mathematical properties that hold for a family of Gaussian (or normal) random variables. Such random variables have many applications in probability theory, other parts of mathematics, statistics and theoretical physics. The emphasis throughout this book is on the mathematical structures common to all these applications. This will be an excellent resource for all researchers whose work involves random variables.
Gaussian Measures in Hilbert Space
Author | : Alexander Kukush |
Publsiher | : John Wiley & Sons |
Total Pages | : 272 |
Release | : 2020-02-26 |
Genre | : Mathematics |
ISBN | : 9781786302670 |
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At the nexus of probability theory, geometry and statistics, a Gaussian measure is constructed on a Hilbert space in two ways: as a product measure and via a characteristic functional based on Minlos-Sazonov theorem. As such, it can be utilized for obtaining results for topological vector spaces. Gaussian Measures contains the proof for Ferniques theorem and its relation to exponential moments in Banach space. Furthermore, the fundamental Feldman-Hájek dichotomy for Gaussian measures in Hilbert space is investigated. Applications in statistics are also outlined. In addition to chapters devoted to measure theory, this book highlights problems related to Gaussian measures in Hilbert and Banach spaces. Borel probability measures are also addressed, with properties of characteristic functionals examined and a proof given based on the classical Banach–Steinhaus theorem. Gaussian Measures is suitable for graduate students, plus advanced undergraduate students in mathematics and statistics. It is also of interest to students in related fields from other disciplines. Results are presented as lemmas, theorems and corollaries, while all statements are proven. Each subsection ends with teaching problems, and a separate chapter contains detailed solutions to all the problems. With its student-tested approach, this book is a superb introduction to the theory of Gaussian measures on infinite-dimensional spaces.
Reproducing Kernel Hilbert Spaces in Probability and Statistics
Author | : Alain Berlinet,Christine Thomas-Agnan |
Publsiher | : Springer Science & Business Media |
Total Pages | : 355 |
Release | : 2011-06-28 |
Genre | : Business & Economics |
ISBN | : 9781441990969 |
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The book covers theoretical questions including the latest extension of the formalism, and computational issues and focuses on some of the more fruitful and promising applications, including statistical signal processing, nonparametric curve estimation, random measures, limit theorems, learning theory and some applications at the fringe between Statistics and Approximation Theory. It is geared to graduate students in Statistics, Mathematics or Engineering, or to scientists with an equivalent level.
Symmetric Hilbert Spaces and Related Topics
Author | : Alain Guichardet |
Publsiher | : Springer |
Total Pages | : 203 |
Release | : 2006-11-15 |
Genre | : Mathematics |
ISBN | : 9783540374558 |
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Stochastic Analysis for Gaussian Random Processes and Fields
Author | : Vidyadhar S. Mandrekar,Leszek Gawarecki |
Publsiher | : CRC Press |
Total Pages | : 201 |
Release | : 2015-06-23 |
Genre | : Mathematics |
ISBN | : 9781498707824 |
Download Stochastic Analysis for Gaussian Random Processes and Fields Book in PDF, Epub and Kindle
Stochastic Analysis for Gaussian Random Processes and Fields: With Applications presents Hilbert space methods to study deep analytic properties connecting probabilistic notions. In particular, it studies Gaussian random fields using reproducing kernel Hilbert spaces (RKHSs).The book begins with preliminary results on covariance and associated RKHS
Lectures on Gaussian Integral Operators and Classical Groups
Author | : Yu. A. Neretin |
Publsiher | : European Mathematical Society |
Total Pages | : 576 |
Release | : 2011 |
Genre | : Geometry, Differential |
ISBN | : 3037190809 |
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This book is an elementary self-contained introduction to some constructions of representation theory and related topics of differential geometry and analysis. Topics covered include the theory of various Fourier-like integral operators such as Segal-Bargmann transforms, Gaussian integral operators in $L^2$ and in the Fock space, integral operators with theta-kernels, the geometry of real and $p$-adic classical groups and symmetric spaces. The heart of the book is the Weil representation of the symplectic group (real and complex realizations, relations with theta-functions and modular forms, $p$-adic and adelic constructions) and representations in Hilbert spaces of holomorphic functions of several complex variables. This book is addressed to graduate students and researchers in representation theory, differential geometry, and operator theory. Prerequisites are standard university courses in linear algebra, functional analysis, and complex analysis.
Linear Dynamical Systems on Hilbert Spaces Typical Properties and Explicit Examples
Author | : S. Grivaux,É. Matheron,Q. Menet |
Publsiher | : American Mathematical Soc. |
Total Pages | : 147 |
Release | : 2021-06-21 |
Genre | : Education |
ISBN | : 9781470446635 |
Download Linear Dynamical Systems on Hilbert Spaces Typical Properties and Explicit Examples Book in PDF, Epub and Kindle
We solve a number of questions pertaining to the dynamics of linear operators on Hilbert spaces, sometimes by using Baire category arguments and sometimes by constructing explicit examples. In particular, we prove the following results. (i) A typical hypercyclic operator is not topologically mixing, has no eigen-values and admits no non-trivial invariant measure, but is densely distri-butionally chaotic. (ii) A typical upper-triangular operator with coefficients of modulus 1 on the diagonal is ergodic in the Gaussian sense, whereas a typical operator of the form “diagonal with coefficients of modulus 1 on the diagonal plus backward unilateral weighted shift” is ergodic but has only countably many unimodular eigenvalues; in particular, it is ergodic but not ergodic in the Gaussian sense. (iii) There exist Hilbert space operators which are chaotic and U-frequently hypercyclic but not frequently hypercyclic, Hilbert space operators which are chaotic and frequently hypercyclic but not ergodic, and Hilbert space operators which are chaotic and topologically mixing but not U-frequently hypercyclic. We complement our results by investigating the descriptive complexity of some natural classes of operators defined by dynamical properties.
Analysis on Gaussian Spaces
Author | : Yaozhong Hu |
Publsiher | : World Scientific |
Total Pages | : 484 |
Release | : 2016-08-30 |
Genre | : Mathematics |
ISBN | : 9789813142190 |
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Analysis of functions on the finite dimensional Euclidean space with respect to the Lebesgue measure is fundamental in mathematics. The extension to infinite dimension is a great challenge due to the lack of Lebesgue measure on infinite dimensional space. Instead the most popular measure used in infinite dimensional space is the Gaussian measure, which has been unified under the terminology of "abstract Wiener space". Out of the large amount of work on this topic, this book presents some fundamental results plus recent progress. We shall present some results on the Gaussian space itself such as the Brunn–Minkowski inequality, Small ball estimates, large tail estimates. The majority part of this book is devoted to the analysis of nonlinear functions on the Gaussian space. Derivative, Sobolev spaces are introduced, while the famous Poincaré inequality, logarithmic inequality, hypercontractive inequality, Meyer's inequality, Littlewood–Paley–Stein–Meyer theory are given in details. This book includes some basic material that cannot be found elsewhere that the author believes should be an integral part of the subject. For example, the book includes some interesting and important inequalities, the Littlewood–Paley–Stein–Meyer theory, and the Hörmander theorem. The book also includes some recent progress achieved by the author and collaborators on density convergence, numerical solutions, local times.