Random Linear Operators

Skorohod, A. V.

ISBN 10: 9027716692 / ISBN 13: 9789027716699

Editore: D. Reidel, 1984

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199 pp, hardbound, F/none, like new -- no soiling, no folds, no creases, no markings, no tears -- NOT EXLIB.

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Dati bibliografici

• Titolo: Random Linear Operators
• Editore: D. Reidel
• Data di pubblicazione: 1984
• Lingua: Inglese
• ISBN 10: 9027716692
• ISBN 13: 9789027716699
• Rilegatura: Hardcover
• Condizione: Fine
• Condizione della sovraccoperta: No Jacket
• Cataloghi dei venditori:
  • The Way We Were Book Catalogue

Descrizione articolo

Riassunto

It isn't that they can't see Approach your problems from the solution. the right end and begin with It is that they can't see the the answers. Then one day, perhaps you will find the problem. final question. G. K. Chesterton. The Scandal 'The Hermit Clad in Crane of Father Brown 'The Point of a Pin'. Feathers' in R. van Gulik's The Chinese Maze l1urders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

Contenuti

1. Random Operators in Hilbert Space.- 1. Basic Definitions.- 1.1 Strong Random Operator.- 1.2 Weak Random Operator.- 1.3 Product of Random Operators.- 2. Characteristic Functions of Random Operators.- 2.1 Definition.- 2.2 Characteristic Functions of Strong and Bounded Operators.- 2.3 Gaussian Random Operators.- 3. Convergence of Random Operators.- 3.1 Weak Convergence of Random Operators.- 3.2 Strong Convergence of Random Operators.- 3.3 Convergence of Distributions corresponding to Random Operators.- 2. Functions of Random Operators.- 4. Spectral Representation for Symmetric Random Operators.- 4.1 Symmetric Random Operators and Selfadjoint Extensions.- 4.2 Spectral Representation of a Selfadjoint Random Operator.- 4.3 Spectral Representation of a Strong Symmetric Operator.- 5. Equations with Symmetric Random Operators.- 5.1 Evolution Equations.- 5.2 Schrödinger-type Equations.- 5.3 Spectral Moment Functions.- 5.4 Equation of Fredholm Type.- 6. Equations with Semi-Bounded Random Operators.- 6.1 Nonnegative Closed Random Operators.- 6.2 Resolvent of a Nonnegative Operator.- 6.3 Resolvent of a Nonnegative Random Operator.- 6.4 Equations of Fredholm Type.- 6.5 Equations of Evolution Type.- 3. Operator-Valued Martingales.- 7. Operator-Valued Martingale Sequences.- 7.1 Weak Operator-valued Martingale.- 7.2 Strong Operator-valued Martingales.- 7.3 Operator-valued Martingale.- 8. Convergence of Infinite Products of Independent Random Operators.- 8.1 Infinite Products as Martingales.- 8.2 Convergence of Infinite Products given the Existence of Two Moments.- 8.3 Convergence of Infinite Products in Absolute Norm.- 9. Continuous Operator-Valued Martingales.- 9.1 Some Properties of Continuous Real-valued Local Martingales.- 9.2 Continuous Martingales with values in X.- 9.3 Operator-valued Continuous Martingales.- 9.4 Strong Operator-valued Wiener Processes.- 4. Stochastic Integrals and Equations.- 10. Stochastic Integrals with Respect to an X-Valued Martingale.- 10.1 Definition.- 10.2 Integrals for Processes with Regular Characteristics.- 10.3 Stochastic Integral with respect to a Wiener Process.- 11. Stochastic Integral with Respect to an Operator-Valued Martingale.- 11.1 Integrals of X-valued Functions.- 11.2 Integrals of Operator-valued Functions.- 12. Stochastic Operator Equations.- 12.1 Operator-valued Functions of Random Operators.- 12.2 Stochastic Equations Involving I(Z, Y)t.- 12.3 Stochastic Equations Involving I*(Z, Y)t.- 12.4 Some Generalizations.- 5. Linear Stochastic Operator Equations.- 13. Generalization of the Stochastic Operator Integral.- 13.1 General Form of the Linear Equation.- 13.2 A Generalization of the Stochastic Integral.- 14. Linear Differential Operator Equations.- 14.1 Definition of a Linear Equation.- 14.2 Existence of Uniqueness of Solution.- 14.3 Linear Transformations of Solutions.- 14.4 Equations for Moments of the Solution of a Stochastic Equation.- 15. Continuous Stochastic Semigroups.- 15.1 Solutions of Simple Linear Equations -Stochastic Semigroups.- 15.2 Time Reversal in Stochastic Differential Equations.- 15.3 Definition of Stochastic Semigroups.- 15.4 Semigroups which are Martingales.