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Selected Papers of E. B. Dynkin with Commentary
Eugene Dynkin is a rare example of a contemporary mathematician who has achieved results in two quite different areas of research: algebra and probability. In both areas, his ideas constitute an essential part of modern mathematical knowledge and form a basis for further development. Although his last work in algebra was published in 1955, his contributions continue to influence current research in algebra and in the physics of elementary particles. His work in probability is part of both the historical and the modern development of the topic.
The Dynkin Festschrift
Onishchik, A. A. Kirillov, and E. B. Vinberg, who obtained their first results on Lie groups in Dynkin's seminar. At a later stage, the work of the seminar was greatly enriched by the active participation of 1. 1. Pyatetskii Shapiro. As already noted, Dynkin started to work in probability as far back as his undergraduate studies. In fact, his first published paper deals with a problem arising in Markov chain theory. The most significant among his earliest probabilistic results concern sufficient statistics. In [15] and [17], Dynkin described all families of one-dimensional probability distributions admitting non-trivial sufficient statistics. These papers have considerably influenced the subsequent research in this field. But Dynkin's most famous results in probability concern the theory of Markov processes. Following Kolmogorov, Feller, Doob and Ito, Dynkin opened a new chapter in the theory of Markov processes. He created the fundamental concept of a Markov process as a family of measures corresponding to var ious initial times and states and he defined time homogeneous processes in terms of the shift operators ()t. In a joint paper with his student A.
Equations of Mathematical Physics
This concise volume presents an overview of equations of mathematical physics and generalized functions. While intended for advanced readers, the accessible introduction and text structure allows beginners to study at their own pace as the material gradually increases in difficulty. The text introduces the concept of generalized Sobolev functions and L. Schwartz distributions briefly in the opening section, gradually approaching a more in-depth study of the “generalized” differential equation (also known as integral equality). In contrast to the traditional presentation of generalized Sobolev functions and L. Schwartz distributions, this volume derives the topology from two natural requi...
Principles of Real Analysis
The new, Third Edition of this successful text covers the basic theory of integration in a clear, well-organized manner. The authors present an imaginative and highly practical synthesis of the "Daniell method" and the measure theoretic approach. It is the ideal text for undergraduate and first-year graduate courses in real analysis. This edition offers a new chapter on Hilbert Spaces and integrates over 150 new exercises. New and varied examples are included for each chapter. Students will be challenged by the more than 600 exercises. Topics are treated rigorously, illustrated by examples, and offer a clear connection between real and functional analysis. This text can be used in combinatio...
Lie Groups and Lie Algebras - A Physicist's Perspective
This book is intended for graduate students in Physics. It starts with a discussion of angular momentum and rotations in terms of the orthogonal group in three dimensions and the unitary group in two dimensions and goes on to deal with these groups in any dimensions. All representations of su(2) are obtained and the Wigner-Eckart theorem is discussed. Casimir operators for the orthogonal and unitary groups are discussed. The exceptional group G2 is introduced as the group of automorphisms of octonions. The symmetric group is used to deal with representations of the unitary groups and the reduction of their Kronecker products. Following the presentation of Cartan's classification of semisimple algebras Dynkin diagrams are described. The book concludes with space-time groups - the Lorentz, Poincare and Liouville groups - and a derivation of the energy levels of the non-relativistic hydrogen atom in n space dimensions.
An Introduction to Branching Measure-Valued Processes
For about half a century, two classes of stochastic processes---Gaussian processes and processes with independent increments---have played an important role in the development of stochastic analysis and its applications. During the last decade, a third class---branching measure-valued (BMV) processes---has also been the subject of much research. A common feature of all three classes is that their finite-dimensional distributions are infinitely divisible, allowing the use of the powerful analytic tool of Laplace (or Fourier) transforms. All three classes, in an infinite-dimensional setting, provide means for study of physical systems with infinitely many degrees of freedom. This is the first monograph devoted to the theory of BMV processes. Dynkin first constructs a large class of BMV processes, called superprocesses, by passing to the limit from branching particle systems. Then he proves that, under certain restrictions, a general BMV process is a superprocess. A special chapter is devoted to the connections between superprocesses and a class of nonlinear partial differential equations recently discovered by Dynkin.
Stochastic Differential Equations for Science and Engineering
Stochastic Differential Equations for Science and Engineering is aimed at students at the M.Sc. and PhD level. The book describes the mathematical construction of stochastic differential equations with a level of detail suitable to the audience, while also discussing applications to estimation, stability analysis, and control. The book includes numerous examples and challenging exercises. Computational aspects are central to the approach taken in the book, so the text is accompanied by a repository on GitHub containing a toolbox in R which implements algorithms described in the book, code that regenerates all figures, and solutions to exercises. Features: Contains numerous exercises, examples, and applications Suitable for science and engineering students at Master’s or PhD level Thorough treatment of the mathematical theory combined with an accessible treatment of motivating examples GitHub repository available at: https://github.com/Uffe-H-Thygesen/SDEbook and https://github.com/Uffe-H-Thygesen/SDEtools
Group Theory in a Nutshell for Physicists
A concise, modern textbook on group theory written especially for physicists Although group theory is a mathematical subject, it is indispensable to many areas of modern theoretical physics, from atomic physics to condensed matter physics, particle physics to string theory. In particular, it is essential for an understanding of the fundamental forces. Yet until now, what has been missing is a modern, accessible, and self-contained textbook on the subject written especially for physicists. Group Theory in a Nutshell for Physicists fills this gap, providing a user-friendly and classroom-tested text that focuses on those aspects of group theory physicists most need to know. From the basic intui...
A Conceptual History of Space and Symmetry
This book presents the author’s personal historical perspective and conceptual analysis on symmetry and geometry. The author enlightens with modern views the historical process which led to the contemporary vision of space and symmetry that are used in theoretical physics and in particular in such abstract and advanced descriptions of the physical world as those provided by supergravity. The book is written intertwining storytelling and philosophical argumentation with some essential technical material. The author argues that symmetry and geometry are inextricably entangled and their current meaning is the result of a long process of abstraction which was determined through history and can...
Academic Genealogy of Mathematicians
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