Ergodicity for Infinite Dimensional Systems

Ergodicity for Infinite Dimensional Systems
Author: Giuseppe Da Prato
Publisher: Cambridge University Press
Total Pages: 355
Release: 1996-05-16
Genre: Mathematics
ISBN: 0521579007

This is the only book on stochastic modelling of infinite dimensional dynamical systems.

An Introduction to Infinite-Dimensional Analysis

An Introduction to Infinite-Dimensional Analysis
Author: Giuseppe Da Prato
Publisher: Springer Science & Business Media
Total Pages: 217
Release: 2006-08-25
Genre: Mathematics
ISBN: 3540290214

Based on well-known lectures given at Scuola Normale Superiore in Pisa, this book introduces analysis in a separable Hilbert space of infinite dimension. It starts from the definition of Gaussian measures in Hilbert spaces, concepts such as the Cameron-Martin formula, Brownian motion and Wiener integral are introduced in a simple way. These concepts are then used to illustrate basic stochastic dynamical systems and Markov semi-groups, paying attention to their long-time behavior.

Stochastic Equations in Infinite Dimensions

Stochastic Equations in Infinite Dimensions
Author: Giuseppe Da Prato
Publisher: Cambridge University Press
Total Pages: 513
Release: 2014-04-17
Genre: Mathematics
ISBN: 1107055849

Updates in this second edition include two brand new chapters and an even more comprehensive bibliography.

Ergodic Theory

Ergodic Theory
Author: I. P. Cornfeld
Publisher: Springer Science & Business Media
Total Pages: 487
Release: 2012-12-06
Genre: Mathematics
ISBN: 1461569273

Ergodic theory is one of the few branches of mathematics which has changed radically during the last two decades. Before this period, with a small number of exceptions, ergodic theory dealt primarily with averaging problems and general qualitative questions, while now it is a powerful amalgam of methods used for the analysis of statistical properties of dyna mical systems. For this reason, the problems of ergodic theory now interest not only the mathematician, but also the research worker in physics, biology, chemistry, etc. The outline of this book became clear to us nearly ten years ago but, for various reasons, its writing demanded a long period of time. The main principle, which we adhered to from the beginning, was to develop the approaches and methods or ergodic theory in the study of numerous concrete examples. Because of this, Part I of the book contains the description of various classes of dynamical systems, and their elementary analysis on the basis of the fundamental notions of ergodicity, mixing, and spectra of dynamical systems. Here, as in many other cases, the adjective" elementary" i~ not synonymous with "simple. " Part II is devoted to "abstract ergodic theory. " It includes the construc tion of direct and skew products of dynamical systems, the Rohlin-Halmos lemma, and the theory of special representations of dynamical systems with continuous time. A considerable part deals with entropy.

Operator Theoretic Aspects of Ergodic Theory

Operator Theoretic Aspects of Ergodic Theory
Author: Tanja Eisner
Publisher: Springer
Total Pages: 630
Release: 2015-11-18
Genre: Mathematics
ISBN: 3319168983

Stunning recent results by Host–Kra, Green–Tao, and others, highlight the timeliness of this systematic introduction to classical ergodic theory using the tools of operator theory. Assuming no prior exposure to ergodic theory, this book provides a modern foundation for introductory courses on ergodic theory, especially for students or researchers with an interest in functional analysis. While basic analytic notions and results are reviewed in several appendices, more advanced operator theoretic topics are developed in detail, even beyond their immediate connection with ergodic theory. As a consequence, the book is also suitable for advanced or special-topic courses on functional analysis with applications to ergodic theory. Topics include: • an intuitive introduction to ergodic theory • an introduction to the basic notions, constructions, and standard examples of topological dynamical systems • Koopman operators, Banach lattices, lattice and algebra homomorphisms, and the Gelfand–Naimark theorem • measure-preserving dynamical systems • von Neumann’s Mean Ergodic Theorem and Birkhoff’s Pointwise Ergodic Theorem • strongly and weakly mixing systems • an examination of notions of isomorphism for measure-preserving systems • Markov operators, and the related concept of a factor of a measure preserving system • compact groups and semigroups, and a powerful tool in their study, the Jacobs–de Leeuw–Glicksberg decomposition • an introduction to the spectral theory of dynamical systems, the theorems of Furstenberg and Weiss on multiple recurrence, and applications of dynamical systems to combinatorics (theorems of van der Waerden, Gallai,and Hindman, Furstenberg’s Correspondence Principle, theorems of Roth and Furstenberg–Sárközy) Beyond its use in the classroom, Operator Theoretic Aspects of Ergodic Theory can serve as a valuable foundation for doing research at the intersection of ergodic theory and operator theory

Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii

Stochastic Differential Equations: Theory And Applications - A Volume In Honor Of Professor Boris L Rozovskii
Author: Peter H Baxendale
Publisher: World Scientific
Total Pages: 416
Release: 2007-04-19
Genre: Mathematics
ISBN: 9814475424

This volume consists of 15 articles written by experts in stochastic analysis. The first paper in the volume, Stochastic Evolution Equations by N V Krylov and B L Rozovskii, was originally published in Russian in 1979. After more than a quarter-century, this paper remains a standard reference in the field of stochastic partial differential equations (SPDEs) and continues to attract the attention of mathematicians of all generations. Together with a short but thorough introduction to SPDEs, it presents a number of optimal, and essentially unimprovable, results about solvability for a large class of both linear and non-linear equations.The other papers in this volume were specially written for the occasion of Prof Rozovskii's 60th birthday. They tackle a wide range of topics in the theory and applications of stochastic differential equations, both ordinary and with partial derivatives.

Xivth International Congress On Mathematical Physics

Xivth International Congress On Mathematical Physics
Author: Jean-claude Zambrini
Publisher: World Scientific
Total Pages: 718
Release: 2006-03-07
Genre: Science
ISBN: 9814480762

In 2003 the XIV International Congress on Mathematical Physics (ICMP) was held in Lisbon with more than 500 participants. Twelve plenary talks were given in various fields of Mathematical Physics: E Carlen «On the relation between the Master equation and the Boltzmann Equation in Kinetic Theory»; A Chenciner «Symmetries and “simple” solutions of the classical n-body problem»; M J Esteban «Relativistic models in atomic and molecular physics»; K Fredenhagen «Locally covariant quantum field theory»; K Gawedzki «Simple models of turbulent transport»; I Krichever «Algebraic versus Liouville integrability of the soliton systems»; R V Moody «Long-range order and diffraction in mathematical quasicrystals»; S Smirnov «Critical percolation and conformal invariance»; J P Solovej «The energy of charged matter»; V Schomerus «Strings through the microscope»; C Villani «Entropy production and convergence to equilibrium for the Boltzmann equation»; D Voiculescu «Aspects of free probability».The book collects as well carefully selected invited Session Talks in: Dynamical Systems, Integrable Systems and Random Matrix Theory, Condensed Matter Physics, Equilibrium Statistical Mechanics, Quantum Field Theory, Operator Algebras and Quantum Information, String and M Theory, Fluid Dynamics and Nonlinear PDE, General Relativity, Nonequilibrium Statistical Mechanics, Quantum Mechanics and Spectral Theory, Path Integrals and Stochastic Analysis.