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Stationary stochastic processes
Author:
ISBN: 0691080747 1322884773 0691621411 0691648077 1400868572 9780691080741 Year: 1970 Publisher: Princeton University Press

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Abstract

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.

Keywords

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.

Positive Definite Matrices
Author:
ISBN: 1282129740 9786612129742 1400827787 9781400827787 9781282129740 0691129185 9780691129181 6612129743 Year: 2009 Publisher: Princeton, NJ

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Abstract

This book represents the first synthesis of the considerable body of new research into positive definite matrices. These matrices play the same role in noncommutative analysis as positive real numbers do in classical analysis. They have theoretical and computational uses across a broad spectrum of disciplines, including calculus, electrical engineering, statistics, physics, numerical analysis, quantum information theory, and geometry. Through detailed explanations and an authoritative and inspiring writing style, Rajendra Bhatia carefully develops general techniques that have wide applications in the study of such matrices. Bhatia introduces several key topics in functional analysis, operator theory, harmonic analysis, and differential geometry--all built around the central theme of positive definite matrices. He discusses positive and completely positive linear maps, and presents major theorems with simple and direct proofs. He examines matrix means and their applications, and shows how to use positive definite functions to derive operator inequalities that he and others proved in recent years. He guides the reader through the differential geometry of the manifold of positive definite matrices, and explains recent work on the geometric mean of several matrices. Positive Definite Matrices is an informative and useful reference book for mathematicians and other researchers and practitioners. The numerous exercises and notes at the end of each chapter also make it the ideal textbook for graduate-level courses.

Keywords

Matrices. --- Algebra, Matrix --- Cracovians (Mathematics) --- Matrix algebra --- Matrixes (Algebra) --- Algebra, Abstract --- Algebra, Universal --- Matrices --- 512.64 --- 512.64 Linear and multilinear algebra. Matrix theory --- Linear and multilinear algebra. Matrix theory --- Addition. --- Analytic continuation. --- Arithmetic mean. --- Banach space. --- Binomial theorem. --- Block matrix. --- Bochner's theorem. --- Calculation. --- Cauchy matrix. --- Cauchy–Schwarz inequality. --- Characteristic polynomial. --- Coefficient. --- Commutative property. --- Compact space. --- Completely positive map. --- Complex number. --- Computation. --- Continuous function. --- Convex combination. --- Convex function. --- Convex set. --- Corollary. --- Density matrix. --- Diagonal matrix. --- Differential geometry. --- Eigenvalues and eigenvectors. --- Equation. --- Equivalence relation. --- Existential quantification. --- Extreme point. --- Fourier transform. --- Functional analysis. --- Fundamental theorem. --- G. H. Hardy. --- Gamma function. --- Geometric mean. --- Geometry. --- Hadamard product (matrices). --- Hahn–Banach theorem. --- Harmonic analysis. --- Hermitian matrix. --- Hilbert space. --- Hyperbolic function. --- Infimum and supremum. --- Infinite divisibility (probability). --- Invertible matrix. --- Lecture. --- Linear algebra. --- Linear map. --- Logarithm. --- Logarithmic mean. --- Mathematics. --- Matrix (mathematics). --- Matrix analysis. --- Matrix unit. --- Metric space. --- Monotonic function. --- Natural number. --- Open set. --- Operator algebra. --- Operator system. --- Orthonormal basis. --- Partial trace. --- Positive definiteness. --- Positive element. --- Positive map. --- Positive semidefinite. --- Positive-definite function. --- Positive-definite matrix. --- Probability measure. --- Probability. --- Projection (linear algebra). --- Quantity. --- Quantum computing. --- Quantum information. --- Quantum statistical mechanics. --- Real number. --- Riccati equation. --- Riemannian geometry. --- Riemannian manifold. --- Riesz representation theorem. --- Right half-plane. --- Schur complement. --- Schur's theorem. --- Scientific notation. --- Self-adjoint operator. --- Sign (mathematics). --- Special case. --- Spectral theorem. --- Square root. --- Standard basis. --- Summation. --- Tensor product. --- Theorem. --- Toeplitz matrix. --- Unit vector. --- Unitary matrix. --- Unitary operator. --- Upper half-plane. --- Variable (mathematics).

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