Orthogonal Polynomials in the Spectral Analysis of Markov Processes

Orthogonal Polynomials in the Spectral Analysis of Markov Processes
Author: Manuel Domínguez de la Iglesia
Publisher: Cambridge University Press
Total Pages: 348
Release: 2021-10-21
Genre: Mathematics
ISBN: 1009035207

In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about applications of their work to probability.

Operator Theory, Analysis and Mathematical Physics

Operator Theory, Analysis and Mathematical Physics
Author: Jan Janas
Publisher: Springer Science & Business Media
Total Pages: 261
Release: 2007-04-29
Genre: Mathematics
ISBN: 3764381353

This volume contains lectures delivered at the International Conference Operator Theory and its Applications in Mathematical Physics (OTAMP 2004), held at the Mathematical Research and Conference Center in Bedlewo near Poznan, Poland. The idea behind these lectures was to present interesting ramifications of operator methods in current research of mathematical physics.

Operator Theory and Harmonic Analysis

Operator Theory and Harmonic Analysis
Author: Alexey N. Karapetyants
Publisher: Springer Nature
Total Pages: 585
Release: 2021-09-27
Genre: Mathematics
ISBN: 3030774937

This volume is part of the collaboration agreement between Springer and the ISAAC society. This is the first in the two-volume series originating from the 2020 activities within the international scientific conference "Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis" (OTHA), Southern Federal University in Rostov-on-Don, Russia. This volume is focused on general harmonic analysis and its numerous applications. The two volumes cover new trends and advances in several very important fields of mathematics, developed intensively over the last decade. The relevance of this topic is related to the study of complex multiparameter objects required when considering operators and objects with variable parameters.

Modern Methods in Operator Theory and Harmonic Analysis

Modern Methods in Operator Theory and Harmonic Analysis
Author: Alexey Karapetyants
Publisher: Springer Nature
Total Pages: 475
Release: 2019-08-28
Genre: Mathematics
ISBN: 3030267482

This proceedings volume gathers selected, peer-reviewed papers from the "Modern Methods, Problems and Applications of Operator Theory and Harmonic Analysis VIII" (OTHA 2018) conference, which was held in Rostov-on-Don, Russia, in April 2018. The book covers a diverse range of topics in advanced mathematics, including harmonic analysis, functional analysis, operator theory, function theory, differential equations and fractional analysis – all fields that have been intensively developed in recent decades. Direct and inverse problems arising in mathematical physics are studied and new methods for solving them are presented. Complex multiparameter objects that require the involvement of operators with variable parameters and functional spaces, with fractional and even variable exponents, make these approaches all the more relevant. Given its scope, the book will especially benefit researchers with an interest in new trends in harmonic analysis and operator theory, though it will also appeal to graduate students seeking new and intriguing topics for further investigation.