Probabilistic and Stochastic Methods in Analysis, with Applications

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, geophy...

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Corporate Author: SpringerLink (Online service)
Other Authors: Byrnes, J.S. (Editor), Hargreaves, Kathryn A. (Editor), Berry, Karl (Editor)
Format: eBook
Language:English
Published: Dordrecht Springer Netherlands 1992, 1992
Edition:1st ed. 1992
Series:Nato Science Series C:, Mathematical and Physical Sciences
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Summary: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
Physical Description:XI, 699 p online resource
ISBN:9789401127912