Dynamics of Stochastic Systems

Fluctuating parameters seem in numerous actual platforms and phenomena. they generally come both as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, and so forth. the well-known instance of Brownian particle suspended in fluid and subjected to random molecular bombardment laid the root for contemporary stochastic calculus and statistical physics.

Random Fields on the Sphere: Representation, Limit Theorems and Cosmological Applications (London Mathematical Society Lecture Note Series)

Random Fields at the Sphere provides a accomplished research of isotropic round random fields. the most emphasis is on instruments from harmonic research, starting with the illustration idea for the crowd of rotations SO(3). Many fresh advancements at the approach to moments and cumulants for the research of Gaussian subordinated fields are reviewed.

Stochastic Approximation Algorithms and Applicatons (Applications of Mathematics)

Lately, algorithms of the stochastic approximation kind have stumbled on functions in new and numerous parts and new innovations were constructed for proofs of convergence and expense of convergence. the particular and strength purposes in sign processing have exploded. New demanding situations have arisen in functions to adaptive regulate.

An Introduction to the Analysis of Paths on a Riemannian Manifold (Mathematical Surveys and Monographs)

This publication goals to bridge the space among chance and differential geometry. It provides buildings of Brownian movement on a Riemannian manifold: an extrinsic one the place the manifold is learned as an embedded submanifold of Euclidean house and an intrinsic one in accordance with the "rolling" map. it really is then proven how geometric amounts (such as curvature) are mirrored via the habit of Brownian paths and the way that habit can be utilized to extract information regarding geometric amounts.