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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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The results established in this book constitute a new departure in ergodic theory and a significant expansion of its scope. Traditional ergodic theorems focused on amenable groups, and relied on the existence of an asymptotically invariant sequence in the group, the resulting maximal inequalities based on covering arguments, and the transference principle. Here, Alexander Gorodnik and Amos Nevo develop a systematic general approach to the proof of ergodic theorems for a large class of non-amenable locally compact groups and their lattice subgroups. Simple general conditions on the spectral theory of the group and the regularity of the averaging sets are formulated, which suffice to guarantee convergence to the ergodic mean. In particular, this approach gives a complete solution to the problem of establishing mean and pointwise ergodic theorems for the natural averages on semisimple algebraic groups and on their discrete lattice subgroups. Furthermore, an explicit quantitative rate of convergence to the ergodic mean is established in many cases. The topic of this volume lies at the intersection of several mathematical fields of fundamental importance. These include ergodic theory and dynamics of non-amenable groups, harmonic analysis on semisimple algebraic groups and their homogeneous spaces, quantitative non-Euclidean lattice point counting problems and their application to number theory, as well as equidistribution and non-commutative Diophantine approximation. Many examples and applications are provided in the text, demonstrating the usefulness of the results established.

Dynamics. --- Ergodic theory. --- Harmonic analysis. --- Lattice theory. --- Lie groups. --- Ergodic theory --- Lie groups --- Lattice theory --- Harmonic analysis --- Dynamics --- Calculus --- Mathematics --- Physical Sciences & Mathematics --- Dynamical systems --- Kinetics --- Analysis (Mathematics) --- Functions, Potential --- Potential functions --- Lattices (Mathematics) --- Space lattice (Mathematics) --- Structural analysis (Mathematics) --- Groups, Lie --- Ergodic transformations --- Mechanics, Analytic --- Force and energy --- Mechanics --- Physics --- Statics --- Banach algebras --- Mathematical analysis --- Bessel functions --- Fourier series --- Harmonic functions --- Time-series analysis --- Algebra, Abstract --- Algebra, Boolean --- Group theory --- Set theory --- Topology --- Transformations (Mathematics) --- Crystallography, Mathematical --- Lie algebras --- Symmetric spaces --- Topological groups --- Continuous groups --- Mathematical physics --- Measure theory --- Absolute continuity. --- Algebraic group. --- Amenable group. --- Asymptote. --- Asymptotic analysis. --- Asymptotic expansion. --- Automorphism. --- Borel set. --- Bounded function. --- Bounded operator. --- Bounded set (topological vector space). --- Congruence subgroup. --- Continuous function. --- Convergence of random variables. --- Convolution. --- Coset. --- Counting problem (complexity). --- Counting. --- Differentiable function. --- Dimension (vector space). --- Diophantine approximation. --- Direct integral. --- Direct product. --- Discrete group. --- Embedding. --- Equidistribution theorem. --- Ergodicity. --- Estimation. --- Explicit formulae (L-function). --- Family of sets. --- Haar measure. --- Hilbert space. --- Hyperbolic space. --- Induced representation. --- Infimum and supremum. --- Initial condition. --- Interpolation theorem. --- Invariance principle (linguistics). --- Invariant measure. --- Irreducible representation. --- Isometry group. --- Iwasawa group. --- Lattice (group). --- Lie algebra. --- Linear algebraic group. --- Linear space (geometry). --- Lipschitz continuity. --- Mass distribution. --- Mathematical induction. --- Maximal compact subgroup. --- Maximal ergodic theorem. --- Measure (mathematics). --- Mellin transform. --- Metric space. --- Monotonic function. --- Neighbourhood (mathematics). --- Normal subgroup. --- Number theory. --- One-parameter group. --- Operator norm. --- Orthogonal complement. --- P-adic number. --- Parametrization. --- Parity (mathematics). --- Pointwise convergence. --- Pointwise. --- Principal homogeneous space. --- Principal series representation. --- Probability measure. --- Probability space. --- Probability. --- Rate of convergence. --- Regular representation. --- Representation theory. --- Resolution of singularities. --- Sobolev space. --- Special case. --- Spectral gap. --- Spectral method. --- Spectral theory. --- Square (algebra). --- Subgroup. --- Subsequence. --- Subset. --- Symmetric space. --- Tensor algebra. --- Tensor product. --- Theorem. --- Transfer principle. --- Unit sphere. --- Unit vector. --- Unitary group. --- Unitary representation. --- Upper and lower bounds. --- Variable (mathematics). --- Vector group. --- Vector space. --- Volume form. --- Word metric.