Some Random Series of Functions

ISBN-13: 9780521456029 / Angielski / Miękka / 1994 / 320 str.

Csam Kahane; Jean-Pierre Kahane; B. Bollobas

Opis

The second edition of Some Random Series of Functions, covers random series in Banach and Hilbert spaces, random Taylor or Fourier series, Brownian motion and other Gaussian processes, plus certain types of random sets and measures. The subject matter of this book is important and has wide application in mathematics, statistics, engineering, and physics. Professor Kahane's presentation is suitable even for beginning graduate students in probability and analysis (exercises are provided throughout), as well as nonspecialists in the other disciplines to which this subject has application.

Recenzje

'This is rich fare indeed and Kahane's beautifully composed monograph which comes equipped with a challenging collection of exercises, remains an authoritative and stimulating 'shop window' introduction to an elegant area of analysis with a seductive charm all of its own.' The Mathematical Gazette

Spis treści

1. A few tools from probability theory; 2. Random series in a Banach space; 3. Random series in a Hilbert space; 4. Random Taylor series; 5. Random Fourier series; 6. A bound for random trigonometric polynomials; 7. Conditions on coefficients for regularity; 8. Conditions on coefficients for irregularity; 9. Random point masses on the circle; 10. A few geometric notions; 11. Random translates and coverings; 12. Gaussian variables and Gaussian series; 13. Gaussian Taylor series; 14. Gaussian Fourier series; 15. Boundedness and continuity for Gaussian processes; 16. The Brownian motion; 17. Brownian images in harmonic analysis; 18. Fractional Brownian images and level sets.