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Probability has been an important part of mathematics for more than three centuries. Moreover, its importance has grown in recent decades, since the computing power now widely available has allowed probabilistic and stochastic techniques to attack problems such as speech and image processing, geophysical exploration, radar, sonar, etc. -- all of which are covered here. The book contains three exceptionally clear expositions on wavelets, frames and their applications. A further extremely active current research area, well covered here, is the relation between probability and partial differential equations, including probabilistic representations of solutions to elliptic and parabolic PDEs. New approaches, such as the PDE method for large deviation problems, and stochastic optimal control and filtering theory, are beginning to yield their secrets. Another topic dealt with is the application of probabilistic techniques to mathematical analysis. Finally, there are clear explanations of normal numbers and dynamic systems, and the influence of probability on our daily lives.
Wavelets is a carefully organized and edited collection of extended survey papers addressing key topics in the mathematical foundations and applications of wavelet theory. The first part of the book is devoted to the fundamentals of wavelet analysis. The construction of wavelet bases and the fast computation of the wavelet transform in both continuous and discrete settings is covered. The theory of frames, dilation equations, and local Fourier bases are also presented. The second part of the book discusses applications in signal analysis, while the third part covers operator analysis and partial differential equations. Each chapter in these sections provides an up-to-date introduction to such topics as sampling theory, probability and statistics, compression, numerical analysis, turbulence, operator theory, and harmonic analysis. The book is ideal for a general scientific and engineering audience, yet it is mathematically precise. It will be an especially useful reference for harmonic analysts, partial differential equation researchers, signal processing engineers, numerical analysts, fluids researchers, and applied mathematicians.
Harmonic analysis plays an essential role in understanding a host of engineering, mathematical, and scientific ideas. In Harmonic Analysis and Applications, the analysis and synthesis of functions in terms of harmonics is presented in such a way as to demonstrate the vitality, power, elegance, usefulness, and the intricacy and simplicity of the subject. This book is about classical harmonic analysis - a textbook suitable for students, and an essay and general reference suitable for mathematicians, physicists, and others who use harmonic analysis. Throughout the book, material is provided for an upper level undergraduate course in harmonic analysis and some of its applications. In addition, t...
Content Description #"November 1997, volume 130, number 617 (first of 4 numbers)."#On t.p. "P" is blackboard bold.#Includes bibliographical references.
This book is intended for graduate students and research mathematicians working probability theory and statistics.
In the last twenty years extensive research has been devoted to a better understanding of the stable and other closely related infinitely divisible mod els. Stamatis Cambanis, a distinguished educator and researcher, played a special leadership role in the development of these research efforts, particu larly related to stable processes from the early seventies until his untimely death in April '95. This commemorative volume consists of a collection of research articles devoted to reviewing the state of the art of this and other rapidly developing research and to explore new directions of research in these fields. The volume is a tribute to the Life and Work of Stamatis by his students, frien...
This book is intended for graduate students and research mathematicians working in several complex variables and analytic spaces.
This collection of papers by leading researchers gives a broad picture of current research directions in geometric aspects of partial differential equations. Based on lectures presented at a Minisymposium on Spectral Invariants - Heat Equation Approach, held in September 1998 at Roskilde University in Denmark, the book provides both a careful exposition of new perspectives in classical index theory and an introduction to currently active areas of the field. Presented here are new index theorems as well as new calculations of the eta-invariant, of the spectral flow, of the Maslov index, of Seiberg-Witten monopoles, heat kernels, determinants, non-commutative residues, and of the Ray-Singer to...
This volume contains the refereed proceedings of the conference on Nonlinear Partial Differential Equations, Dynamics and Continuum Physics which was held at Mount Holyoke College in Massachusetts, from July 19th to July 23rd, 1998. Models examined derive from a wide range of applications, including elasticity, thermoviscoelasticity, granular media, fluid dynamics, gas dynamics and conservation laws. Mathematical topics include existence theory and stability/instability of traveling waves, asymptotic behavior of solutions to nonlinear wave equations, effects of dissipation, mechanisms of blow-up, well-posedness and regularity, and fractal solutions. The text will be of interest to graduate students and researchers working in nonlinear partial differential equations and applied mathematics.
This volume presents original research papers and expository articles from the conference in honour of Walter A. Strauss's 60th birthday, held at Brown University in Providence, Rhode Island. The book offers a collection of original papers and expository articles mainly devoted to the study of nonlinear wave equations. The articles cover a wide range of topics, including scattering theory, dispersive waves, classical field theory, mathematical fluid dynamics, kinetic theory, stability theory, and variational methods. The book offers a cross-section of current trends and research directions in the study of nonlinear wave equations and related topics.