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This book is about finite-alphabet stationary processes, which are important in physics, engineering, and data compression. The focus is on the combinatorial properties of typical finite sample paths drawn from a stationary, ergodic process. A primary goal, only partially realized, is to develop a theory based directly on sample path arguments with minimal appeals to the probability formalism. A secondary goal is to give a careful presentation of the many models for stationary finite-alphabet processes that have been developed in probability theory, ergodic theory, and information theory.
Probability, Random Processes, and Ergodic Properties is for mathematically inclined information/communication theorists and people working in signal processing. It will also interest those working with random or stochastic processes, including mathematicians, statisticians, and economists. Highlights: Complete tour of book and guidelines for use given in Introduction, so readers can see at a glance the topics of interest. Structures mathematics for an engineering audience, with emphasis on engineering applications. New in the Second Edition: Much of the material has been rearranged and revised for pedagogical reasons. The original first chapter has been split in order to allow a more thorough treatment of basic probability before tackling random processes and dynamical systems. The final chapter has been broken into two pieces to provide separate emphasis on process metrics and the ergodic decomposition of affine functionals. Many classic inequalities are now incorporated into the text, along with proofs; and many citations have been added.
This book introduces modern ergodic theory. It emphasizes a new approach that relies on the technique of joining two (or more) dynamical systems. This approach has proved to be fruitful in many recent works, and this is the first time that the entire theory is presented from a joining perspective. Another new feature of the book is the presentation of basic definitions of ergodic theory in terms of the Koopman unitary representation associated with a dynamical system and the invariant mean on matrix coefficients, which exists for any acting groups, amenable or not. Accordingly, the first part of the book treats the ergodic theory for an action of an arbitrary countable group. The second part, which deals with entropy theory, is confined (for the sake of simplicity) to the classical case of a single measure-preserving transformation on a Lebesgue probability space.
``We explore widely in the valley of ordinary representations, and we take the reader over the mountain pass leading to the valley of modular representations, to a point from which (s)he can survey this valley, but we do not attempt to widely explore it. We hope the reader will be sufficiently fascinated by the scenery to further explore both valleys on his/her own.'' --from the Preface Representation theory plays important roles in geometry, algebra, analysis, and mathematical physics. In particular, representation theory has been one of the great tools in the study and classification of finite groups. There are some beautiful results that come from representation theory: Frobenius's Theorem, Burnside's Theorem, Artin's Theorem, Brauer's Theorem--all of which are covered in this textbook. Some seem uninspiring at first, but prove to be quite useful. Others are clearly deep from the outset. And when a group (finite or otherwise) acts on something else (as a set of symmetries, for example), one ends up with a natural representation of the group. This book is an introduction to the representation theory of finite groups from an algebraic point of view, regarding representations as modules over the group algebra. The approach is to develop the requisite algebra in reasonable generality and then to specialize it to the case of group representations. Methods and results particular to group representations, such as characters and induced representations, are developed in depth. Arithmetic comes into play when considering the field of definition of a representation, especially for subfields of the complex numbers. The book has an extensive development of the semisimple case, where the characteristic of the field is zero or is prime to the order of the group, and builds the foundations of the modular case, where the characteristic of the field divides the order of the group. The book assumes only the material of a standard graduate course in algebra. It is suitable as a text for a year-long graduate course. The subject is of interest to students of algebra, number theory and algebraic geometry. The systematic treatment presented here makes the book also valuable as a reference.
This book is a survey of asymptotic methods set in the current applied research context of wave propagation. It stresses rigorous analysis in addition to formal manipulations. Asymptotic expansions developed in the text are justified rigorously, and students are shown how to obtain solid error estimates for asymptotic formulae. The book relates examples and exercises to subjects of current research interest, such as the problem of locating the zeros of Taylor polynomials of entirenonvanishing functions and the problem of counting integer lattice points in subsets of the plane with various geometrical properties of the boundary. The book is intended for a beginning graduate course on asymptotic analysis in applied mathematics and is aimed at students of pure and appliedmathematics as well as science and engineering. The basic prerequisite is a background in differential equations, linear algebra, advanced calculus, and complex variables at the level of introductory undergraduate courses on these subjects. The book is ideally suited to the needs of a graduate student who, on the one hand, wants to learn basic applied mathematics, and on the other, wants to understand what is needed to make the various arguments rigorous. Down here in the Village, this is knownas the Courant point of view!! --Percy Deift, Courant Institute, New York Peter D. Miller is an associate professor of mathematics at the University of Michigan at Ann Arbor. He earned a Ph.D. in Applied Mathematics from the University of Arizona and has held positions at the Australian NationalUniversity (Canberra) and Monash University (Melbourne). His current research interests lie in singular limits for integrable systems.
The book first rigorously develops the theory of reproducing kernel Hilbert spaces. The authors then discuss the Pick problem of finding the function of smallest $H^infty$ norm that has specified values at a finite number of points in the disk. Their viewpoint is to consider $H^infty$ as the multiplier algebra of the Hardy space and to use Hilbert space techniques to solve the problem. This approach generalizes to a wide collection of spaces. The authors then consider the interpolation problem in the space of bounded analytic functions on the bidisk and give a complete description of the solution. They then consider very general interpolation problems. The book includes developments of all the theory that is needed, including operator model theory, the Arveson extension theorem, and the hereditary functional calculus.
The book provides an introduction to the theory of functions of several complex variables and their singularities, with special emphasis on topological aspects. The topics include Riemann surfaces, holomorphic functions of several variables, classification and deformation of singularities, fundamentals of differential topology, and the topology of singularities. The aim of the book is to guide the reader from the fundamentals to more advanced topics of recent research. All the necessary prerequisites are specified and carefully explained. The general theory is illustrated by various examples and applications.
This text presents an integrated development of core material from several complex variables and complex algebraic geometry, leading to proofs of Serre's celebrated GAGA theorems relating the two subjects, and including applications to the representation theory of complex semisimple Lie groups. It includes a thorough treatment of the local theory using the tools of commutative algebra, an extensive development of sheaf theory and the theory of coherent analytic and algebraicsheaves, proofs of the main vanishing theorems for these categories of sheaves, and a complete proof of the finite dimensionality of the cohomology of coherent sheaves on compact varieties. The vanishing theorems have a wide variety of applications and these are covered in detail. Of particular interest arethe last three chapters, which are devoted to applications of the preceding material to the study of the structure theory and representation theory of complex semisimple Lie groups. Included are introductions to harmonic analysis, the Peter-Weyl theorem, Lie theory and the structure of Lie algebras, semisimple Lie algebras and their representations, algebraic groups and the structure of complex semisimple Lie groups. All of this culminates in Milicic's proof of the Borel-Weil-Bott theorem,which makes extensive use of the material developed earlier in the text. There are numerous examples and exercises in each chapter. This modern treatment of a classic point of view would be an excellent text for a graduate course on several complex variables, as well as a useful reference for theexpert.
The purpose of this book is to provide an elementary introduction to the theory of quantum groups and crystal bases, focusing on the combinatorial aspects of the theory.