An expansion on the recent American Mathematical Society Special Session celebrating M. M. Rao’s distinguished career, this extraordinary compilation includes most of the presented papers as well as ancillary contributions from session invitees. This book decisively 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 Rao’s prolific achievements.
Table of Contents:
Applications of Sinkhorn Balancing: The Monomer-Dimer Problem
I. Beichl and F. Sullivan
Zakai Equation of Nonlinear Filtering with Ornstein-Uhlenbeck Noise: Existance and Uniqueness
A. Bhatt and B. Rajput
Hyperfunctionals and Generalized Distributions
Process-Measures and their Stochastic Integral
Invariant Sets for Nonlinear Operators
The Immigrant-Emigration with Catastrophe Model
Approximating Scale Mixtures
H. Hamdan and J. Nolan
Cylcostationary Arrays: Their Unitary Operators and Representations
H. Hurd and T. Koski
Pseudoergodicity in Information Channels
Operator Theoretic Review for Information Channels
Connections Between Birth-Death Processes
A.C. Krinik and G. Rubino
Integrated Gaussian Processes and their Reproducing Kernel Hilbert Spaces
Moving Average Representation and Prediction for Multidimensional Harmonizable Processes
M. H. Mehlman
Double-Level Averaging on a Stratified Space
The Problem of Optimal Asset Allocation with Stable Distributed Returns
S. Rachev, S. Ortobelli, and E. Schwartz
|Title:||Stochastic Processes and Functional Analysis: Recent Advances||Publisher:||Marcel Dekker|
|Author:||Alan C Krinik, Randall J Swift|
|Edition:||Ebook , PDF|
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