Probabilistic and Stochastic Methods in Analysis, with Applications

J. S. Byrnes

ISBN 10: 0792318048 / ISBN 13: 9780792318040

Published by Springer Netherlands, Springer Netherlands Jun 1992, 1992

About this Item

Neuware -Probability has been an important part of mathematics for more than three centuries. Moreover, its importance has grown in recent decades, since the computing power now widely available has allowed probabilistic and stochastic techniques to attack problems such as speech and image processing, geophysical exploration, radar, sonar, etc. -- all of which are covered here.The book contains three exceptionally clear expositions on wavelets, frames and their applications. A further extremely active current research area, well covered here, is the relation between probability and partial differential equations, including probabilistic representations of solutions to elliptic and parabolic PDEs. New approaches, such as the PDE method for large deviation problems, and stochastic optimal control and filtering theory, are beginning to yield their secrets. Another topic dealt with is the application of probabilistic techniques to mathematical analysis. Finally, there are clear explanations of normal numbers and dynamic systems, and the influence of probability on our daily lives.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 716 pp. Englisch. Seller Inventory # 9780792318040

Bibliographic Details

Title: Probabilistic and Stochastic Methods in ...

Publisher: Springer Netherlands, Springer Netherlands Jun 1992

Publication Date: 1992

Binding: Buch

Condition: Neu

About this title

Synopsis:

Probability has been an important part of mathematics for more than three centuries. Moreover, its importance has grown in recent decades, since the computing power now widely available has allowed probabilistic and stochastic techniques to attack problems such as speech and image processing, geophysical exploration, radar, sonar, etc. -- all of which are covered here.
The book contains three exceptionally clear expositions on wavelets, frames and their applications. A further extremely active current research area, well covered here, is the relation between probability and partial differential equations, including probabilistic representations of solutions to elliptic and parabolic PDEs. New approaches, such as the PDE method for large deviation problems, and stochastic optimal control and filtering theory, are beginning to yield their secrets. Another topic dealt with is the application of probabilistic techniques to mathematical analysis. Finally, there are clear explanations of normal numbers and dynamic systems, and the influence of probability on our daily lives.