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E-raamat: Bernstein Functions: Theory and Applications

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Many mathematicians may never have heard of Bernstein functions, because in probability they are known as Laplace exponents, in harmonic analysis as negative definite functions, in complex analysis as Pick or Nevanlinna functions, and in matrix analysis and operator theory as monotone function. Schilling (stochastics, Technical U. of Dresden), Renming Song (mathematics, U. of Illinois-Urbana), and Zoran Vondracek (mathematics, U. of Zagreb) examine the features common to all, first introducing the basic classics of functions, then surveying applications of Bernstein and complete Bernstein functions. A final section presents extensive tales of complete Bernstein functions. They have revised and rewritten portions of the 2009 first edition, and added a substantial amount of new material. Annotation ©2012 Book News, Inc., Portland, OR (booknews.com)
Preface to the second edition v
Preface vi
Index of notation xiii
1 Completely monotone functions
1(15)
2 Stieltjes functions
16(5)
3 Bernstein functions
21(14)
4 Positive and negative definite functions
35(13)
5 A probabilistic intermezzo
48(21)
6 Complete Bernstein functions
69(23)
6.1 Representation of complete Bernstein functions
69(11)
6.2 Extended complete Bernstein functions
80(12)
7 Properties of complete Bernstein functions
92(17)
8 Thorin--Bernstein functions
109(8)
9 A second probabilistic intermezzo
117(14)
10 Transformations of Bernstein functions
131(28)
11 Special Bernstein functions and potentials
159(20)
11.1 Special Bernstein functions
159(13)
11.2 Hirsch's class
172(7)
12 The spectral theorem and operator monotonicity
179(21)
12.1 The spectral theorem
179(8)
12.2 Operator monotone functions
187(13)
13 Subordination and Bochner's functional calculus
200(57)
13.1 Semigroups and subordination in the sense of Bochner
200(16)
13.2 A functional calculus for generators of semigroups
216(17)
13.3 Subordination and functional inequalities
233(9)
13.4 Eigenvalue estimates for subordinate processes
242(15)
14 Potential theory of subordinate killed Brownian motion
257(11)
15 Applications to generalized diffusions
268(31)
15.1 Inverse local time at zero
268(17)
15.2 First passage times
285(14)
16 Examples of complete Bernstein functions
299(75)
16.1 Special functions used in the tables
300(4)
16.2 Algebraic functions
304(8)
16.3 Exponential functions
312(2)
16.4 Logarithmic functions
314(16)
16.5 Inverse trigonometric functions
330(1)
16.6 Hyperbolic functions
330(6)
16.7 Inverse hyperbolic functions
336(4)
16.8 Gamma and related special functions
340(10)
16.9 Bessel functions
350(8)
16.10 Miscellaneous functions
358(8)
16.11 CBFs given by exponential representations
366(5)
16.12 Additional comments
371(3)
Appendix
374(9)
A.1 Vague and weak convergence of measures
374(3)
A.2 Hunt processes and Dirichlet forms
377(6)
Bibliography 383(23)
Index 406
René L. Schilling, Dresden University of Technology, Germany; Renming Song, University of Illinois, Urbana, USA; Zoran Vondraek, University of Zagreb, Croatia.