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Books > Science & Mathematics > Mathematics > Calculus & mathematical analysis > Functional analysis
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Probabilistic and Stochastic Methods in Analysis, with Applications (Paperback, Softcover reprint of the original 1st ed. 1992)
Loot Price: R8,839
Discovery Miles 88 390
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Probabilistic and Stochastic Methods in Analysis, with Applications (Paperback, Softcover reprint of the original 1st ed. 1992)
Series: NATO Science Series C, 372
Expected to ship within 10 - 15 working days
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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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