Stochastic Processes and Functional Analysis
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Stochastic Processes and Functional Analysis: A Volume of Recent Advances in Honor of M. M. Rao(Lecture Notes in Pure and Applied Mathematics)

Stochastic Processes and Functional Analysis: A Volume of Recent Advances in Honor of M. M. Rao(Lecture Notes in Pure and Applied Mathematics)


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About the Book

This extraordinary compilation is an expansion of the recent American Mathematical Society Special Session celebrating M. M. Rao's distinguished career and includes most of the presented papers as well as ancillary contributions from session invitees. This book shows the effectiveness of abstract analysis for solving fundamental problems of stochas

Table of Contents:
Biography of M. M. Rao, Published Writings of M. M. Rao, Ph.D. Theses Completed Under the Direction of M. M. Rao, Contributors, For M. M. Rao, An Appreciation of My Teacher, M. M. Rao, 1001 Words About Rao, A Guide to Life, Mathematical and Otherwise, Rao and the Early Riverside Years, On M. M. Rao, Reflections on M. M. Rao, 1: Stochastic Analysis and Function Spaces, 2: Applications of Sinkhorn Balancing to Counting Problems, 3: Zakai Equation of Nonlinear Filtering with Ornstein-Uhlenbeck Noise: Existence and Uniqueness, 4: Hyperfunctionals and Generalized Distributions, 5: Process-Measures and Their Stochastic Integral, 6: Invariant Sets for Nonlinear Operators, 7: The Immigration-Emigration with Catastrophe Model, 8: Approximating Scale Mixtures, 9: Cyclostationary Arrays: Their Unitary Operators and Representations, 10: Operator Theoretic Review for Information Channels, 11: Pseudoergodicity in Information Channels, 12: Connections Between Birth-Death Processes, 13: Integrated Gaussian Processes and Their Reproducing Kernel Hilbert Spaces, 14: Moving Average Representation and Prediction for Multidimensional Harmonizable Processes, 15: Double-Level Averaging on a Stratified Space, 16: The Problem of Optimal Asset Allocation with Stable Distributed Returns, 17: Computations for Nonsquare Constants of Orlicz Spaces, 18: Asymptotically Stationary and Related Processes, 19: Superlinearity and Weighted Sobolev Spaces, 20: Doubly Stochastic Operators and the History of Birkhoff s Problem 111, 21: Classes of Harmonizable Isotropic Random Fields, 22: On Geographically-Uniform Coevolution: Local Adaptation in Non-fluctuating Spatial Patterns, 23: Approximating the Time Delay in Coupled van der Pol Oscillators with Delay Coupling

About the Author :
Randall J. Swift, Alan C. Krinik

Review :
"More than 20 original papers reflect Rao's broad scientific interests in probability, stochastic processes, Banach space theory, measure theory and (stochastic) differential equations. …The volume is completed with a biography and bibliography of M. M. Rao, a remarkable collection of personal reminiscences (written by his former students) adds a human dimension to this fine book." -EMS Newsletter, June 2005


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Product Details
  • ISBN-13: 9781135536503
  • Publisher: Taylor & Francis Ltd
  • Publisher Imprint: CRC Press
  • Language: English
  • Sub Title: A Volume of Recent Advances in Honor of M. M. Rao
  • ISBN-10: 1135536503
  • Publisher Date: 23 Mar 2004
  • Binding: Digital (delivered electronically)
  • Series Title: Lecture Notes in Pure and Applied Mathematics


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Stochastic Processes and Functional Analysis: A Volume of Recent Advances in Honor of M. M. Rao(Lecture Notes in Pure and Applied Mathematics)
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Stochastic Processes and Functional Analysis: A Volume of Recent Advances in Honor of M. M. Rao(Lecture Notes in Pure and Applied Mathematics)
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