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This volume is devoted to theoretical results which formalize the
concept of state lumping: the transformation of evolutions of
systems having a complex (large) phase space to those having a
simpler (small) phase space. The theory of phase lumping has
aspects in common with averaging methods, projection formalism,
stiff systems of differential equations, and other asymptotic
theorems. Numerous examples are presented in this book from the
theory and applications of random processes, and statistical and
quantum mechanics which illustrate the potential capabilities of
the theory developed. The volume contains seven chapters. Chapter 1
presents an exposition of the basic notions of the theory of linear
operators. Chapter 2 discusses aspects of the theory of semigroups
of operators and Markov processes which have relevance to what
follows. In Chapters 3--5, invertibly reducible operators perturbed
on the spectrum are investigated, and the theory of singularly
perturbed semigroups of operators is developed assuming that the
perturbation is subordinated to the perturbed operator. The case of
arbitrary perturbation is also considered, and the results are
presented in the form of limit theorems and asymptotic expansions.
Chapters 6 and 7 describe various applications of the method of
phase lumping to Markov and semi-Markov processes, dynamical
systems, quantum mechanics, etc. The applications discussed are by
no means exhaustive and this book points the way to many more
fruitful applications in various other areas. For researchers whose
work involves functional analysis, semigroup theory, Markov
processes and probability theory.
During the investigation of large systems described by evolution
equations, we encounter many problems. Of special interest is the
problem of "high dimensionality" or, more precisely, the problem of
the complexity of the phase space. The notion of the "comple xity
of the. phase space" includes not only the high dimensionality of,
say, a system of linear equations which appear in the mathematical
model of the system (in the case when the phase space of the model
is finite but very large), as this is usually understood, but also
the structure of the phase space itself, which can be a finite,
countable, continual, or, in general, arbitrary set equipped with
the structure of a measurable space. Certainly, 6 6 this does not
mean that, for example, the space (R 6, ( ), where 6 is a a-algebra
of Borel sets in R 6, considered as a phase space of, say, a
six-dimensional Wiener process (see Gikhman and Skorokhod [1]), has
a "complex structure". But this will be true if the 6 same space (R
6, ( ) is regarded as a phase space of an evolution system
describing, for example, the motion of a particle with small mass
in a viscous liquid (see Chandrasek har [1]).
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