Probability Distributions on Banach Spaces

✍ Scribed by N. N. Vakhania, V. I. Tarieladze, S. A. Chobanyan (auth.)

• Publisher: Springer Netherlands
• Year: 1987
• Tongue: English
• Leaves: 506
• Series: Mathematics and Its Application (Soviet Series) 14
• Edition: 1
• Category: Library

✦ Synopsis

Approach your problems from the right end It isn't that they can't see the solution. It is and begin with the answers. Then one day, that they can't see the problem. perhaps you will find the final question. G. K. Chesterton. The Scandal of Father 'The Hermit Clad in Crane Feathers' in R Brown 'The point of a Pin'. van Gulik's The Chinese Maze Murders. Growing specialization and diversification have brought a host of monographs and textbooks on increasingly specialized topics. However, the "tree" of knowledge of mathematics and related fields does not grow only by putting forth new branches. It also happens, quite often in fact, that branches which were thought to be completely disparate are suddenly seen to be related. Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non­ trivially) in regional and theoretical economics; algebraic geometry interacts with physics; the Minkowsky lemma, coding theory and the structure of water meet one another in packing and covering theory; quantum fields, crystal defects and mathematical programming profit from homotopy theory; Lie algebras are relevant to filtering; and prediction and electrical engineering can use Stein spaces. And in addition to this there are such new emerging subdisciplines as "experimental mathematics", "CFD", "completely integrable systems", "chaos, synergetics and large-scale order", which are almost impossible to fit into the existing classification schemes. They draw upon widely different sections of mathematics.

✦ Table of Contents

Front Matter....Pages i-xxvi
Measurability and Measures....Pages 1-86
Measures and Random Elements. Weak and Strong Orders....Pages 87-143
Covariance Operators....Pages 144-183
Characteristic Functionals....Pages 184-248
Sums of Independent Random Elements....Pages 249-361
Topological Description of Characteristic Functionals and Cylindrical Measures....Pages 362-446
Back Matter....Pages 447-482

✦ Subjects

Analysis; Statistics, general