Stochastic Processes and Functional Analysis: In Celebration of M.m. Rao's 65th Birthday

by Jerome Goldstein (Editor), Neil Gretsky (Editor), John Uhl (Editor)

Overview

"Covers the areas of modern analysis and probability theory. Presents a collection of papers given at the Festschrift held in honor of the 65 birthday of M. M. Rao, whose prolific published research includes the well-received Marcel Dekker, Inc. books Theory of Orlicz Spaces and Conditional Measures and Applications. Features previously unpublished research articles by a host of internationally recognized scholars."

Product Details

ISBN-13:	9781000148633
Publisher:	CRC Press
Publication date:	09/23/2020
Series:	Lecture Notes in Pure and Applied Mathematics
Sold by:	Barnes & Noble
Format:	eBook
Pages:	296
File size:	9 MB

About the Author

Jerome Goldstein (Edited by) , Neil Gretsky (Edited by) , John Uhl (Edited by)

Table of Contents

Some problems of real and stochastic analysis arising from applications; quasi-periodic solutions of Hamiltonian evolution equations; scaling limits for lattice gas models; multivariate distributions with Gaussian conditional structure; the minimal projection from L1 onto Pi-n; proofs and proofs of the Eckart-Young theorem; an analytic semigroup associated to a degenerate evolution equation; degenerate nonlinear parabolic problems - the influence of probability theory; an application of measure theory to perfect competition; dilations of Hilbert-Schmidt class operator-valued measures and applications; transient solution of the M/M/1 queueing system via randomization; a characterization of Hida measure; new results in the simplex method in linear programming; an estimate of the semi stable measure of small balls in Banach spaces; nonsquare constants of Orlicz spaces; recursive multiple Wiener expansion for nonlinear filtering of diffusion processes; a Berry-Esseen type estimate for Hilbert space valued U-statistics and on Bootstrapping Von Mises statistics; on the strong form of the Faber theorem; nonlinear filtering theory for stochastic reaction-diffusion equations; an operator characterization of oscillatory harmonizable processes; operator algebraic aspects for sufficiency; nonlinear parabolic equations, Favard classes and regularity.

Editorial Reviews

Combining talks from a November 1994 conference in Riverside, California with later contributions, 22 research articles cover such areas of modern analysis and probability theory as persistency in Hamiltonian evolution equations, lattice gas models, Banach space theory, deterministic and stochastic differential equations, operator theory, the application of measure theory to perfect competition, and the simplex method in linear programming. Also included are a biography and bibliography of Indian-born M. M. Rao (mathematics, University of California-Riverside), and a list of Ph.D. theses completed under his direction. Annotation c. by Book News, Inc., Portland, Or.

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