Michael B. Marcus – författare

This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students.

In this book the authors give the first necessary and sufficient conditions for the uniform convergence a.s. of random Fourier series on locally compact Abelian groups and on compact non-Abelian groups. They also obtain many related results. For example, whenever a random Fourier series converges uniformly a.s. it also satisfies the central limit theorem. The methods developed are used to study some questions in harmonic analysis that are not intrinsically random. For example, a new characterization of Sidon sets is derived. The major results depend heavily on the Dudley-Fernique necessary and sufficient condition for the continuity of stationary Gaussian processes and on recent work on sums of independent Banach space valued random variables. It is noteworthy that the proofs for the Abelian case immediately extend to the non-Abelian case once the proper definition of random Fourier series is made. In doing this the authors obtain new results on sums of independent random matrices with elements in a Banach space. The final chapter of the book suggests several directions for further research.

This volume includes a selection of papers by the participants of the Probability in Banach Spaces Conference held at Sanjberg, Denmark, August 16-21, 1993. The papers include recent advances in classical and modern limit theorems in Banach spaces as well as papers in which the techniques developed in this area are applied to empirical processes, spacing estimates, large deviation probabilities, measure inequalities and the study of stochastic processes. Researchers and advanced graduate students in probability, statistics, and functional analysis should find much of interest in both the theoretical concepts presented and their applications.

This book was first published in 2006. Written by two of the foremost researchers in the field, this book studies the local times of Markov processes by employing isomorphism theorems that relate them to certain associated Gaussian processes. It builds to this material through self-contained but harmonized 'mini-courses' on the relevant ingredients, which assume only knowledge of measure-theoretic probability. The streamlined selection of topics creates an easy entrance for students and experts in related fields. The book starts by developing the fundamentals of Markov process theory and then of Gaussian process theory, including sample path properties. It then proceeds to more advanced results, bringing the reader to the heart of contemporary research. It presents the remarkable isomorphism theorems of Dynkin and Eisenbaum and then shows how they can be applied to obtain new properties of Markov processes by using well-established techniques in Gaussian process theory. This original, readable book will appeal to both researchers and advanced graduate students.

The papers contained in this volume are an indication of the topics th discussed and the interests of the participants of The 9 International Conference on Probability in Banach Spaces, held at Sandjberg, Denmark, August 16-21, 1993. A glance at the table of contents indicates the broad range of topics covered at this conference. What defines research in this field is not so much the topics considered but the generality of the ques­ tions that are asked. The goal is to examine the behavior of large classes of stochastic processes and to describe it in terms of a few simple prop­ erties that the processes share. The reward of research like this is that occasionally one can gain deep insight, even about familiar processes, by stripping away details, that in hindsight turn out to be extraneous. A good understanding about the disciplines involved in this field can be obtained from the recent book, Probability in Banach Spaces, Springer-Verlag, by M. Ledoux and M. Thlagrand. On page 5, of this book, there is a list of previous conferences in probability in Banach spaces, including the other eight international conferences. One can see that research in this field over the last twenty years has contributed significantly to knowledge in probability and has had important applications in many other branches of mathematics, most notably in statistics and functional analysis.

The Memoirs of the AMS is devoted to the publication of new research in all areas of pure and applied mathematics. The Memoirs is designed particularly to publish long papers of groups of cognate papers in book form, and is under the supervision of the Editorial Committee of the AMS journal Transactions of the American Mathematical Society. All papers are peer-reviewed.

This SpringerBriefs employs a novel approach to obtain the precise asymptotic behavior at infinity of a large class of permanental sequences related to birth and death processes and autoregressive Gaussian sequences using techniques from the theory of Gaussian processes and Markov chains.

The title High Dimensional Probability is an attempt to describe the many trib­ utaries of research on Gaussian processes and probability in Banach spaces that started in the early 1970's. In each of these fields it is necessary to consider large classes of stochastic processes under minimal conditions. There are rewards in re­ search of this sort. One can often gain deep insights, even about familiar processes, by stripping away details that in hindsight turn out to be extraneous. Many of the problems that motivated researchers in the 1970's were solved. But the powerful new tools created for their solution, such as randomization, isoperimetry, concentration of measure, moment and exponential inequalities, chaining, series representations and decoupling turned out to be applicable to other important areas of probability. They led to significant advances in the study of empirical processes and other topics in theoretical statistics and to a new ap­ proach to the study of aspects of Levy processes and Markov processes in general. Papers on these topics as well as on the continuing study of Gaussian processes and probability in Banach are included in this volume.