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The book is devoted to the structural analysis of vector and random (or both) valued countably additive measures, and used for integral representations of random fields. The spaces can be Banach or Frechet types. Several stationary aspects and related processes are analyzed whilst numerous new results are included and many research avenues are opened up.
Vector-valued measures. --- Random measures. --- Measures, Random --- Orthogonal random measures --- Measure theory --- Stochastic processes --- Measures, Vector-valued --- Radon measures
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Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and the authors include some first results in this direction. They also emphasize interactions with other parts of mathematics, including Caratheodory geometry, Dirichlet forms and Malliavin calculus. Based on successful courses at the graduate level, this up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.
Stochastic difference equations. --- Stochastic analysis. --- Analysis, Stochastic --- Mathematical analysis --- Stochastic processes --- Difference equations --- Stochastic processes. --- Random measures. --- Measures, Random --- Orthogonal random measures --- Measure theory --- Random processes --- Probabilities
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Animal physiology. Animal biophysics --- Branching processes --- Random measures --- Stochastic analysis --- Analyse stochastique --- Mesures aléatoires --- Processus ramifiés --- 2ram --- Analysis, Stochastic --- Mathematical analysis --- Stochastic processes --- Measures, Random --- Orthogonal random measures --- Measure theory --- Processes, Branching --- Analyse stochastique. --- Mesures aléatoires.
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Offering the first comprehensive treatment of the theory of random measures, this book has a very broad scope, ranging from basic properties of Poisson and related processes to the modern theories of convergence, stationarity, Palm measures, conditioning, and compensation. The three large final chapters focus on applications within the areas of stochastic geometry, excursion theory, and branching processes. Although this theory plays a fundamental role in most areas of modern probability, much of it, including the most basic material, has previously been available only in scores of journal articles. The book is primarily directed towards researchers and advanced graduate students in stochastic processes and related areas.
Random measures. --- Measures, Random --- Orthogonal random measures --- Mathematics. --- Probabilities. --- Probability Theory and Stochastic Processes. --- Measure theory --- Stochastic processes --- Distribution (Probability theory. --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk
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Wave propagation in random media is an interdisciplinary field that has emerged from the need in physics and engineering to model and analyze wave energy transport in complex environments. This book gives a systematic and self-contained presentation of wave propagation in randomly layered media using the asymptotic theory of ordinary differential equations with random coefficients. The first half of the book gives a detailed treatment of wave reflection and transmission in one-dimensional random media, after introducing gradually the tools from partial differential equations and probability theory that are needed for the analysis. The second half of the book presents wave propagation in three-dimensional randomly layered media along with several applications, primarily involving time reversal. Many new results are presented here for the first time. The book is addressed to students and researchers in applied mathematics that are interested in understanding how tools from stochastic analysis can be used to study some intriguing phenomena in wave propagation in random media. Parts of the book can be used for courses in which random media and related homogenization, averaging, and diffusion approximation methods are involved.
Time reversal. --- Random measures. --- Waves. --- Cycles --- Hydrodynamics --- Benjamin-Feir instability --- Measures, Random --- Orthogonal random measures --- Measure theory --- Stochastic processes --- Reversal, Time --- Nuclear physics --- Quantum theory --- Space and time --- Mechanics. --- Mathematics. --- Distribution (Probability theory. --- Differential equations, partial. --- Classical Mechanics. --- Applications of Mathematics. --- Probability Theory and Stochastic Processes. --- Complex Systems. --- Partial Differential Equations. --- Fluid- and Aerodynamics. --- Partial differential equations --- Distribution functions --- Frequency distribution --- Characteristic functions --- Probabilities --- Math --- Science --- Classical mechanics --- Newtonian mechanics --- Physics --- Dynamics --- Applied mathematics. --- Engineering mathematics. --- Probabilities. --- Statistical physics. --- Dynamical systems. --- Partial differential equations. --- Fluids. --- Engineering --- Engineering analysis --- Mathematical analysis --- Hydraulics --- Mechanics --- Hydrostatics --- Permeability --- Dynamical systems --- Kinetics --- Mathematics --- Mechanics, Analytic --- Force and energy --- Statics --- Mathematical statistics --- Probability --- Statistical inference --- Combinations --- Chance --- Least squares --- Risk --- Statistical methods
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