Stochastic Processes and Functional Analysis: A Volume of Recent Advances in Honor of M. M. Rao (Google eBook)

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Alan C. Krinik, Randall J. Swift
CRC Press, Mar 23, 2004 - Mathematics - 400 pages
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This extraordinary compilation is an expansion of the recent American Mathematical Society Special Session celebrating M. M. Rao's distinguished career and includes most of the presented papers as well as ancillary contributions from session invitees. This book shows the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes, as made manifest in M. M. Rao's prolific research achievements. Featuring a biography of M. M. Rao, a complete bibliography of his published works, and meditations from former students, the book includes contributions from over 30 notable researchers.

  

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Contents

For MM Rao
1
An Appreciation of my teacher MM Rao
3
1001 words about Rao
7
A Guide to Life Mathematical and Otherwise
11
Rao and the early Riverside years
13
On MM Rao
21
Reflections on MM Rao
25
Stochastic Analysis and Function Spaces
27
Operator Theoretic Review for Information Channels
195
Pseudoergodicity in Information Channels
209
Connections Between BirthDeath Processes
219
Integrated Gaussian Processes and their Reproducing Kernel Hilbert Spaces
241
Moving Average Representation and Prediction for Multidimensional Harmonizable Processes
265
DoubleLevel Averaging on a Stratified Space
277
The Problem of Optimal Asset Allocation with Stable Distributed Returns
295
Computations for Nonsquare Constants of Orlicz spaces
349

Applications of Sinkhorn balancing to counting problems
53
Existence and Uniqueness
67
Hyperfunctionals and Generalized Distributions
81
Processmeasures and their Stochastic Integral
119
Invariant Sets for Nonlinear Operators
141
The ImmigrationEmigration with Catastrophe Model
149
Approximating Scale Mixtures
161
Their Unitary Operators and Representations
171
Asymptotically Stationary and Related Processes
363
Superlinearity and Weighted Sobolev Spaces
399
Doubly Stochastic Operators and the History of Birkhoffs Problem 111
411
Classes of Harmonizable Isotropic Random Fields
441
Local Adaptation in NonFluctuating Spatial Patterns
461
Approximating the Time Delay in Coupled van der Pol Oscillators with Delay Coupling
483
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Page x - Stochastic Control Theory and Stochastic Differential Systems, Lecture Notes in Control and Information Sciences, 16 (1979), 527-538, Springer Verlag.
Page iii - Attended the winter and summer meetings of the American Mathematical Society and the Mathematical Association of America...
Page 397 - Fourier transforms of noncommutative analogues of vector measures and bimeasures with applications to stochastic processes 6-12531 Yttnen, R.

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