Based on lectures the author gave as part of the U. of Chicago Research Experiences for Undergraduates program in 2020, this book discusses aspects of objects that arise in models in probability and statistical mechanics, focusing on discrete mod...Lasīt vairāk
Michael W. Mahoney, John C. Duchi, Anna C. Gilbert
Sērija : IAS/Park City Mathematics Series
(Izdošanas datums: 30-Nov-2018, Hardback, Izdevniecība: American Mathematical Society, ISBN-13: 9781470435752)
The July 2016 summer session f the Park City Mathematics Institute, in Princeton, New Jersey, focused on the mathematics of data, an area of applied mathematics. The underlying ideas are that all data must be modeled--by a matrix, say, or a graph...Lasīt vairāk
Like the 2012 graduate course on which it is based, the book considers three sets of examples of large deviations in mathematics. One is diffusions with small noise and the exit problem. Another is the large time behavior of Markov processes and...Lasīt vairāk
Gives an exposition of the principal concepts and results related to second order elliptic and parabolic equations for measures, the main examples of which are Fokker-Planck-Kolmogorov equations for stationary and transition probabilities of diffusi...Lasīt vairāk
Vladimir I. Bogachev, Nicolai V. Krylov, Michael Rockner, Stanislav V. Shaposhnikov
Sērija : Mathematical Surveys and Monographs
(Izdošanas datums: 01-Oct-2015, Hardback, Izdevniecība: American Mathematical Society, ISBN-13: 9781470425586)
Bogachev and his colleagues systematically present the theory of Fokker-Planck-Kolmogorov equations, which are second-order elliptic and parabolic equations for measures. They cover stationary Fokker-Planck-Kolmogorov equations, the existence of solu...Lasīt vairāk
