Description : This book highlights the latest advances in stochastic processes, probability theory, mathematical statistics, engineering mathematics and algebraic structures, focusing on mathematical models, structures, concepts, problems and computational methods and algorithms important in modern technology, engineering and natural sciences applications. It comprises selected, high-quality, refereed contributions from various large research communities in modern stochastic processes, algebraic structures and their interplay and applications. The chapters cover both theory and applications, illustrated by numerous figures, schemes, algorithms, tables and research results to help readers understand the material and develop new mathematical methods, concepts and computing applications in the future. Presenting new methods and results, reviews of cutting-edge research, and open problems and directions for future research, the book serves as a source of inspiration for a broad spectrum of researchers and research students in probability theory and mathematical statistics, applied algebraic structures, applied mathematics and other areas of mathematics and applications of mathematics. The book is based on selected contributions presented at the International Conference on “Stochastic Processes and Algebraic Structures – From Theory Towards Applications” (SPAS2017) to mark Professor Dmitrii Silvestrov’s 70th birthday and his 50 years of fruitful service to mathematics, education and international cooperation, which was held at Mälardalen University in Västerås and Stockholm University, Sweden, in October 2017.
Description : The Wiener Wintner ergodic theorem is a strengthening of Birkhoff pointwise ergodic theorem. Announced by N Wiener and A Wintner, this theorem has introduced the study of a general phenomenon in ergodic theory in which samplings are “good” for an uncountable number of systems. We study the rate of convergence in the uniform version of this theorem and what we call Wiener Wintner dynamical systems and prove for these systems two pointwise results: the a.e. double recurrence theorem and the a.e. continuity of the fractional rotated ergodic Hilbert transform. Some extensions of the Wiener Wintner ergodic theorem are also given.
Description : The series is devoted to the publication of monographs and high-level textbooks in mathematics, mathematical methods and their applications. Apart from covering important areas of current interest, a major aim is to make topics of an interdisciplinary nature accessible to the non-specialist. The works in this series are addressed to advanced students and researchers in mathematics and theoretical physics. In addition, it can serve as a guide for lectures and seminars on a graduate level. The series de Gruyter Studies in Mathematics was founded ca. 30 years ago by the late Professor Heinz Bauer and Professor Peter Gabriel with the aim to establish a series of monographs and textbooks of high standard, written by scholars with an international reputation presenting current fields of research in pure and applied mathematics. While the editorial board of the Studies has changed with the years, the aspirations of the Studies are unchanged. In times of rapid growth of mathematical knowledge carefully written monographs and textbooks written by experts are needed more than ever, not least to pave the way for the next generation of mathematicians. In this sense the editorial board and the publisher of the Studies are devoted to continue the Studies as a service to the mathematical community. Please submit any book proposals to Niels Jacob.
Description : This book is devoted to the mathematical studies of stochastic systems with quasi-stationary phenomena which have applications to population dynamics or epidemic models. In addition to its use for the research and reference purposes, the book can also be used in special courses on the subject and as a complementary reading in general courses on stochastic processes. In this respect, it may be useful for specialists as well as doctoral and advanced undergraduate students.
Description : This two-part treatment covers the general theory of stationary random functions and the Wiener-Kolmogorov theory of extrapolation and interpolation of random sequences and processes. Beginning with the simplest concepts, it covers the correlation function, the ergodic theorem, homogenous random fields, and general rational spectral densities, among other topics. Numerous examples appear throughout the text, with emphasis on the physical meaning of mathematical concepts. Although rigorous in its treatment, this is essentially an introduction, and the sole prerequisites are a rudimentary knowledge of probability and complex variable theory. 1962 edition.
Description : Ranges over such topics as subdifferentials of convex functions, ergodictheorems for dynamical systems, noncommutative probability theory, limit density matrices, and conservative Hamiltonian systems
Description : 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.
Description : Ergodic theory is one of the few branches of mathematics which has changed radically during the last two decades. Before this period, with a small number of exceptions, ergodic theory dealt primarily with averaging problems and general qualitative questions, while now it is a powerful amalgam of methods used for the analysis of statistical properties of dyna mical systems. For this reason, the problems of ergodic theory now interest not only the mathematician, but also the research worker in physics, biology, chemistry, etc. The outline of this book became clear to us nearly ten years ago but, for various reasons, its writing demanded a long period of time. The main principle, which we adhered to from the beginning, was to develop the approaches and methods or ergodic theory in the study of numerous concrete examples. Because of this, Part I of the book contains the description of various classes of dynamical systems, and their elementary analysis on the basis of the fundamental notions of ergodicity, mixing, and spectra of dynamical systems. Here, as in many other cases, the adjective" elementary" i~ not synonymous with "simple. " Part II is devoted to "abstract ergodic theory. " It includes the construc tion of direct and skew products of dynamical systems, the Rohlin-Halmos lemma, and the theory of special representations of dynamical systems with continuous time. A considerable part deals with entropy.