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Encompassing both introductory and more advanced research material, these notes deal with the author's contributions to stochastic processes and focus on Brownian motion processes and its derivative white noise.Originally published in 1970.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
Stationary processes --- Stationary processes. --- Stochastic processes --- 519.216 --- 519.216 Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Stochastic processes in general. Prediction theory. Stopping times. Martingales --- Bochner integral. --- Bochner's theorem. --- Bounded operator. --- Bounded variation. --- Brownian motion. --- Characteristic exponent. --- Characteristic function (probability theory). --- Complexification. --- Compound Poisson process. --- Computation. --- Conditional expectation. --- Continuous function (set theory). --- Continuous function. --- Continuous linear operator. --- Convergence of random variables. --- Coset. --- Covariance function. --- Cyclic subspace. --- Cylinder set. --- Degrees of freedom (statistics). --- Derivative. --- Differential equation. --- Dimension (vector space). --- Dirac delta function. --- Discrete spectrum. --- Distribution function. --- Dual space. --- Eigenfunction. --- Equation. --- Existential quantification. --- Exponential distribution. --- Exponential function. --- Finite difference. --- Fourier series. --- Fourier transform. --- Function (mathematics). --- Function space. --- Gaussian measure. --- Gaussian process. --- Harmonic analysis. --- Hermite polynomials. --- Hilbert space. --- Homeomorphism. --- Independence (probability theory). --- Independent and identically distributed random variables. --- Indicator function. --- Infinitesimal generator (stochastic processes). --- Integral equation. --- Isometry. --- Joint probability distribution. --- Langevin equation. --- Lebesgue measure. --- Lie algebra. --- Limit superior and limit inferior. --- Linear combination. --- Linear function. --- Linear interpolation. --- Linear subspace. --- Mean squared error. --- Measure (mathematics). --- Monotonic function. --- Normal distribution. --- Normal subgroup. --- Nuclear space. --- One-parameter group. --- Orthogonality. --- Orthogonalization. --- Parameter. --- Poisson point process. --- Polynomial. --- Probability distribution. --- Probability measure. --- Probability space. --- Probability. --- Projective linear group. --- Radon–Nikodym theorem. --- Random function. --- Random variable. --- Reproducing kernel Hilbert space. --- Self-adjoint operator. --- Self-adjoint. --- Semigroup. --- Shift operator. --- Special case. --- Stable process. --- Stationary process. --- Stochastic differential equation. --- Stochastic process. --- Stochastic. --- Subgroup. --- Summation. --- Symmetrization. --- Theorem. --- Transformation semigroup. --- Unitary operator. --- Unitary representation. --- Unitary transformation. --- Variance. --- White noise. --- Zero element.
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This work deals with an extension of the classical Littlewood-Paley theory in the context of symmetric diffusion semigroups. In this general setting there are applications to a variety of problems, such as those arising in the study of the expansions coming from second order elliptic operators. A review of background material in Lie groups and martingale theory is included to make the monograph more accessible to the student.
Harmonic analysis. Fourier analysis --- Harmonic analysis --- Semigroups --- 517.986.6 --- Lie groups --- Littlewood-Paley theory --- #WWIS:d.d. Prof. L. Bouckaert/BOUC --- Fourier analysis --- Functions of several real variables --- Group theory --- Groups, Lie --- Lie algebras --- Symmetric spaces --- Topological groups --- Analysis (Mathematics) --- Functions, Potential --- Potential functions --- Banach algebras --- Calculus --- Mathematical analysis --- Mathematics --- Bessel functions --- Fourier series --- Harmonic functions --- Time-series analysis --- Harmonic analysis of functions of groups and homogeneous spaces --- Harmonic analysis. --- Littlewood-Paley theory. --- Lie groups. --- Semigroups. --- 517.986.6 Harmonic analysis of functions of groups and homogeneous spaces --- Addition. --- Analytic function. --- Axiom. --- Boundary value problem. --- Central limit theorem. --- Change of variables. --- Circle group. --- Classification theorem. --- Commutative property. --- Compact group. --- Complex analysis. --- Convex set. --- Coset. --- Covering space. --- Derivative. --- Differentiable manifold. --- Differential geometry. --- Differential operator. --- Dimension (vector space). --- Dimension. --- Direct sum. --- E6 (mathematics). --- E7 (mathematics). --- E8 (mathematics). --- Elementary proof. --- Equation. --- Equivalence class. --- Existence theorem. --- Existential quantification. --- Fourier analysis. --- Fourier series. --- Fourier transform. --- Function space. --- General linear group. --- Haar measure. --- Harmonic function. --- Hermite polynomials. --- Hilbert transform. --- Homogeneous space. --- Homomorphism. --- Ideal (ring theory). --- Identity matrix. --- Indecomposability. --- Integral transform. --- Invariant measure. --- Invariant subspace. --- Irreducibility (mathematics). --- Irreducible representation. --- Lebesgue measure. --- Legendre polynomials. --- Lie algebra. --- Lie group. --- Linear combination. --- Linear map. --- Local diffeomorphism. --- Markov process. --- Martingale (probability theory). --- Matrix group. --- Measurable function. --- Measure (mathematics). --- Multiple integral. --- Normal subgroup. --- One-dimensional space. --- Open set. --- Ordinary differential equation. --- Orthogonality. --- Orthonormality. --- Parseval's theorem. --- Partial differential equation. --- Probability space. --- Quadratic form. --- Rank of a group. --- Regular representation. --- Riemannian manifold. --- Riesz transform. --- Schur orthogonality relations. --- Scientific notation. --- Semigroup. --- Sequence. --- Special case. --- Stone–Weierstrass theorem. --- Sturm–Liouville theory. --- Subgroup. --- Subset. --- Summation. --- Tensor algebra. --- Tensor product. --- Theorem. --- Theory. --- Topological group. --- Topological space. --- Torus. --- Trigonometric polynomial. --- Trivial representation. --- Uniform convergence. --- Unitary operator. --- Unitary representation. --- Vector field. --- Vector space. --- Lie, Groupes de --- Analyse harmonique
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