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: 474
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.

Applied Pseudoanalytic Function Theory

Applied Pseudoanalytic Function Theory
Author: Vladislav V. Kravchenko
Publisher: Springer Science & Business Media
Total Pages: 179
Release: 2009-07-21
Genre: Mathematics
ISBN: 3034600046

Pseudoanalytic function theory generalizes and preserves many crucial features of complex analytic function theory. The Cauchy-Riemann system is replaced by a much more general first-order system with variable coefficients which turns out to be closely related to important equations of mathematical physics. This relation supplies powerful tools for studying and solving Schrödinger, Dirac, Maxwell, Klein-Gordon and other equations with the aid of complex-analytic methods. The book is dedicated to these recent developments in pseudoanalytic function theory and their applications as well as to multidimensional generalizations. It is directed to undergraduates, graduate students and researchers interested in complex-analytic methods, solution techniques for equations of mathematical physics, partial and ordinary differential equations.

Orthogonal Polynomials and Special Functions

Orthogonal Polynomials and Special Functions
Author: Francisco Marcellàn
Publisher: Springer Science & Business Media
Total Pages: 432
Release: 2006-06-19
Genre: Mathematics
ISBN: 3540310622

Special functions and orthogonal polynomials in particular have been around for centuries. Can you imagine mathematics without trigonometric functions, the exponential function or polynomials? In the twentieth century the emphasis was on special functions satisfying linear differential equations, but this has now been extended to difference equations, partial differential equations and non-linear differential equations. The present set of lecture notes containes seven chapters about the current state of orthogonal polynomials and special functions and gives a view on open problems and future directions. The topics are: computational methods and software for quadrature and approximation, equilibrium problems in logarithmic potential theory, discrete orthogonal polynomials and convergence of Krylov subspace methods in numerical linear algebra, orthogonal rational functions and matrix orthogonal rational functions, orthogonal polynomials in several variables (Jack polynomials) and separation of variables, a classification of finite families of orthogonal polynomials in Askey’s scheme using Leonard pairs, and non-linear special functions associated with the Painlevé equations.

Transmutation Operators and Applications

Transmutation Operators and Applications
Author: Vladislav V. Kravchenko
Publisher: Birkhäuser
Total Pages: 686
Release: 2020-05-19
Genre: Mathematics
ISBN: 9783030359133

Transmutation operators in differential equations and spectral theory can be used to reveal the relations between different problems, and often make it possible to transform difficult problems into easier ones. Accordingly, they represent an important mathematical tool in the theory of inverse and scattering problems, of ordinary and partial differential equations, integral transforms and equations, special functions, harmonic analysis, potential theory, and generalized analytic functions. This volume explores recent advances in the construction and applications of transmutation operators, while also sharing some interesting historical notes on the subject.

Integral Representations For Spatial Models of Mathematical Physics

Integral Representations For Spatial Models of Mathematical Physics
Author: Vladislav V Kravchenko
Publisher: CRC Press
Total Pages: 258
Release: 2020-11-26
Genre: Mathematics
ISBN: 1000158098

This book provides a new mathematical theory for the treatment of an ample series of spatial problems of electrodynamics, particle physics, quantum mechanics and elasticity theory. This technique proves to be as powerful for solving the spatial problems of mathematical physics as complex analysis is for solving planar problems. The main analytic tool of the book, a non-harmonic version of hypercomplex analysis recently developed by the authors, is presented in detail. There are given applications of this theory to the boundary value problems of electrodynamics and elasticity theory as well as to the problem of quark confinement. A new approach to the linearization of special classes of the self-duality equation is also considered. Detailed proofs are given throughout. The book contains an extensive bibliography on closely related topics. This book will be of particular interest to academic and professional specialists and students in mathematics and physics who are interested in integral representations for partial differential equations. The book is self-contained and could be used as a main reference for special course seminars on the subject.