Proceedings of the NATO Advanced Study Institute, Il Ciocco, Italy, July 14-27, 1991 Editor(s): Byrnes, J. S.; Byrnes, Jennifer (Harvard University, Cambridge, Massachusetts, USA); Hargreaves, Kathryn A. (Free Software Foundation, Cambridge, Massachusetts, and Prometheus Inc, Newport, Rhode Island, USA); Berry, Karl (Free Software Foundation, Cambridge, Massachusetts, and Prometheus Inc, Newport, Rhode Island, USA). Series: NATO Science Series C. Num Pages: 699 pages, biography. BIC Classification: PBT; PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 235 x 155 x 38. Weight in Grams: 1171. . 1992. Hardback. . . . .

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Bibliographic Details

Title: Probabilistic and Stochastic Methods in Analysis, with Applications
Publisher: Kluwer Academic Publishers
Publication Date: 1992
Language: English
ISBN 10: 0792318048
ISBN 13: 9780792318040
Binding: Hardcover
Condition: New

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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.

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