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E-raamat: Structural Aspects In The Theory Of Probability: A Primer In Probabilities On Algebraic - Topological Structures

(Univ Tubingen, Germany)
  • Formaat: 400 pages
  • Sari: Series On Multivariate Analysis 7
  • Ilmumisaeg: 23-Aug-2004
  • Kirjastus: World Scientific Publishing Co Pte Ltd
  • Keel: eng
  • ISBN-13: 9789814482172
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  • Formaat: 400 pages
  • Sari: Series On Multivariate Analysis 7
  • Ilmumisaeg: 23-Aug-2004
  • Kirjastus: World Scientific Publishing Co Pte Ltd
  • Keel: eng
  • ISBN-13: 9789814482172
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This book focuses on the algebraic-topological aspects of probability theory, leading to a wider and deeper understanding of basic theorems, such as those on the structure of continuous convolution semigroups and the corresponding processes with independent increments. The method applied within the setting of Banach spaces and of locally compact Abelian groups is that of the Fourier transform. This analytic tool along with the relevant parts of harmonic analysis makes it possible to study certain properties of stochastic processes in dependence of the algebraic-topological structure of their state spaces. Graduate students, lecturers and researchers may use the book as a primer in the theory of probability measures on groups and related structures.This book has been selected for coverage in: CC / Physical, Chemical & Earth Sciences Index to Scientific Book Contents® (ISBC)
Preface v
Probability Measures on Metric Spaces
Tight measures
1(5)
The topology of weak convergence
6(16)
The Prohorov theorem
22(6)
Convolution of measures
28(6)
The Fourier Transform in a Banach Space
Fourier transforms of probability measures
34(12)
Shift compact sets of probability measures
46(14)
Infinitely divisible and embeddable measures
60(8)
Gauss and Poisson measures
68(18)
The Structure of Infinitely Divisible Probability Measures
The Ito-Nishio theorem
86(18)
Fourier expansion and construction of Brownian motion
104(14)
Symmetric Levy measures and generalized Poisson measures
118(20)
The Levy-Khintchine decomposition
138(23)
Harmonic Analysis of Convolution Semigroups
Convolution of Radon measures
161(14)
Duality of locally compact Abelian groups
175(23)
Positive definite functions
198(11)
Positive definite measures
209(18)
Negative Definite Functions and Convolution Semigroups
Negative definite functions
227(9)
Convolution semigroups and resolvents
236(16)
Levy functions
252(9)
The Levy-Khintchine representation
261(13)
Probabilistic Properties of Convolution Semigroups
Transient convolution semigroups
274(15)
The transience criterion
289(20)
Recurrent random walks
309(24)
Classification of transient random walks
333(22)
Appendices
A Topological groups
355(3)
B Topological vector spaces
358(8)
C Commutative Banach algebras
366(5)
Selected References 371(6)
Symbols 377(6)
Index 383