Rene Schott – författare

The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).· New probabilistic model, new results in probability theory· Original applications in computer science· Applications in mathematical physics· Applications in finance

The aim of this book is to report on the progress realized in probability theory in the field of dynamic random walks and to present applications in computer science, mathematical physics and finance. Each chapter contains didactical material as well as more advanced technical sections. Few appendices will help refreshing memories (if necessary!).� New probabilistic model, new results in probability theory� Original applications in computer science� Applications in mathematical physics� Applications in finance

In this volume we will present some applications of special functions in computer science. This largely consists of adaptations of articles that have appeared in the literature . Here they are presented in a format made accessible for the non-expert by providing some context. The material on group representations and Young tableaux is introductory in nature. However, the algebraic approach of Chapter 2 is original to the authors and has not appeared previously . Similarly, the material and approach based on Appell states, so formulated, is presented here for the first time . As in all volumes of this series, this one is suitable for self-study by researchers . It is as well appropriate as a text for a course or advanced seminar . The solutions are tackled with the help of various analytical techniques, such as g- erating functions, and probabilistic methods/insights appear regularly . An interesting feature is that, as has been the case in classical applications to physics, special functions arise- here in complexity analysis. And, as in physics, their appearance indicates an underlying Lie structure. Our primary audience is applied mathematicians and theoretical computer scientists . We are quite sure that pure mathematicians will find this volume interesting and useful as well .

This series presents some tools of applied mathematics in the areas of proba­ bility theory, operator calculus, representation theory, and special functions used currently, and we expect more and more in the future, for solving problems in math­ ematics, physics, and, now, computer science. Much of the material is scattered throughout available literature, however, we have nowhere found in accessible form all of this material collected. The presentation of the material is original with the authors. The presentation of probability theory in connection with group represen­ tations is new, this appears in Volume I. Then the applications to computer science in Volume II are original as well. The approach found in Volume III, which deals in large part with infinite-dimensional representations of Lie algebras/Lie groups, is new as well, being inspired by the desire to find a recursive method for calcu­ lating group representations. One idea behind this is the possibility of symbolic computation of the matrix elements. In this volume, Representations and Probability Theory, we present an intro­ duction to Lie algebras and Lie groups emphasizing the connections with operator calculus, which we interpret through representations, principally, the action of the Lie algebras on spaces of polynomials. The main features are the connection with probability theory via moment systems and the connection with the classical ele­ mentary distributions via representation theory. The various systems of polynomi­ als that arise are one of the most interesting aspects of this study.

In this volume we will present some applications of special functions in computer science. This largely consists of adaptations of articles that have appeared in the literature . Here they are presented in a format made accessible for the non-expert by providing some context. The material on group representations and Young tableaux is introductory in nature. However, the algebraic approach of Chapter 2 is original to the authors and has not appeared previously . Similarly, the material and approach based on Appell states, so formulated, is presented here for the first time . As in all volumes of this series, this one is suitable for self-study by researchers . It is as well appropriate as a text for a course or advanced seminar . The solutions are tackled with the help of various analytical techniques, such as g- erating functions, and probabilistic methods/insights appear regularly . An interesting feature is that, as has been the case in classical applications to physics, special functions arise- here in complexity analysis. And, as in physics, their appearance indicates an underlying Lie structure. Our primary audience is applied mathematicians and theoretical computer scientists . We are quite sure that pure mathematicians will find this volume interesting and useful as well .

Quantum groups have been investigated rather deeply in mathematical physics over the last decade. Among the most prominent contributions in this area let us mention the works of V.G. Drinfeld, S.L. Woronowicz, S. Majid. Prob ability the- ory on quantum groups has developed in several directions (see works of P. Biane, RL. Hudson and K.R Partasarathy, P.A. Meyer, M. Schurmann, D. Voiculescu). The aim of this book is to present several new aspects related to quantum groups: operator calculus, dual representations, stochastic processes and diffusions, Appell polynomials and systems in connection with evolution equations. Much of the ma- terial is scattered throughout available literature, however, we have nowhere found in accessible form all of this material collected. The presentation of representation theory in connection with Appell systems is original with the authors. Stochastic processes (example: Brownian motion, diffusion processes, Levy processes) are in- vestigated and several examples are presented. As a text the work is intended to be accessible to graduate students and researchers not specialised in quantum prob ability. We would like to acknowledge our colleagues P.Feinsilver, R Lenzceswki, D.

Probabilistic and Statistical Methods in Computer Science presents a large variety of applications of probability theory and statistics in computer science and more precisely in algorithm analysis, speech recognition and robotics. It is written on a self-contained basis: all probabilistic and statistical tools needed are introduced on a comprehensible level. In addition all examples are worked out completely.Most of the material is scattered throughout available literature. However, this is the first volume that brings together all of this material in such an accessible format.Probabilistic and Statistical Methods in Computer Science is intended for students in computer science and applied mathematics, for engineers and for all researchers interested in applications of probability theory and statistics. It is suitable for self study as well as being appropriate for a course or seminar.

Random Generation of Trees is about a field on the crossroads between computer science, combinatorics and probability theory. Computer scientists need random generators for performance analysis, simulation, image synthesis, etc. In this context random generation of trees is of particular interest. The algorithms presented here are efficient and easy to code. Some aspects of Horton--Strahler numbers, programs written in C and pictures are presented in the appendices. The complexity analysis is done rigorously both in the worst and average cases. Random Generation of Trees is intended for students in computer science and applied mathematics as well as researchers interested in random generation.

Probabilistic and Statistical Methods in Computer Science presents a large variety of applications of probability theory and statistics in computer science and more precisely in algorithm analysis, speech recognition and robotics. It is written on a self-contained basis: all probabilistic and statistical tools needed are introduced on a comprehensible level. In addition all examples are worked out completely.Most of the material is scattered throughout available literature. However, this is the first volume that brings together all of this material in such an accessible format.Probabilistic and Statistical Methods in Computer Science is intended for students in computer science and applied mathematics, for engineers and for all researchers interested in applications of probability theory and statistics. It is suitable for self study as well as being appropriate for a course or seminar.

Random Generation of Trees is about a field on the crossroads between computer science, combinatorics and probability theory. Computer scientists need random generators for performance analysis, simulation, image synthesis, etc. In this context random generation of trees is of particular interest. The algorithms presented here are efficient and easy to code. Some aspects of Horton--Strahler numbers, programs written in C and pictures are presented in the appendices. The complexity analysis is done rigorously both in the worst and average cases. Random Generation of Trees is intended for students in computer science and applied mathematics as well as researchers interested in random generation.

Probabilistic and Statistical Methods in Computer Science presents a large variety of applications of probability theory and statistics in computer science and more precisely in algorithm analysis, speech recognition and robotics. It is written on a self-contained basis: all probabilistic and statistical tools needed are introduced on a comprehensible level. In addition all examples are worked out completely. Most of the material is scattered throughout available literature. However, this is the first volume that brings together all of this material in such an accessible format. Probabilistic and Statistical Methods in Computer Science is intended for students in computer science and applied mathematics, for engineers and for all researchers interested in applications of probability theory and statistics. It is suitable for self study as well as being appropriate for a course or seminar.

Random Generation of Trees is about a field on the crossroads between computer science, combinatorics and probability theory. Computer scientists need random generators for performance analysis, simulation, image synthesis, etc. In this context random generation of trees is of particular interest. The algorithms presented here are efficient and easy to code. Some aspects of Horton--Strahler numbers, programs written in C and pictures are presented in the appendices. The complexity analysis is done rigorously both in the worst and average cases. Random Generation of Trees is intended for students in computer science and applied mathematics as well as researchers interested in random generation.

This pioneering book presents a study of the interrelationships among operator calculus, graph theory, and quantum probability in a unified manner, with significant emphasis on symbolic computations and an eye toward applications in computer science.Presented in this book are new methods, built on the algebraic framework of Clifford algebras, for tackling important real world problems related, but not limited to, wireless communications, neural networks, electrical circuits, transportation, and the world wide web. Examples are put forward in Mathematica throughout the book, together with packages for performing symbolic computations.

Quantum groups have been investigated rather deeply in mathematical physics over the last decade. Among the most prominent contributions in this area let us mention the works of V.G. Drinfeld, S.L. Woronowicz, S. Majid. Prob ability the- ory on quantum groups has developed in several directions (see works of P. Biane, RL. Hudson and K.R Partasarathy, P.A. Meyer, M. Schurmann, D. Voiculescu). The aim of this book is to present several new aspects related to quantum groups: operator calculus, dual representations, stochastic processes and diffusions, Appell polynomials and systems in connection with evolution equations. Much of the ma- terial is scattered throughout available literature, however, we have nowhere found in accessible form all of this material collected. The presentation of representation theory in connection with Appell systems is original with the authors. Stochastic processes (example: Brownian motion, diffusion processes, Levy processes) are in- vestigated and several examples are presented. As a text the work is intended to be accessible to graduate students and researchers not specialised in quantum prob ability. We would like to acknowledge our colleagues P.Feinsilver, R Lenzceswki, D.

Introduction I. General remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 II. Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 III. Lie algebras: some basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 Chapter 1 Operator calculus and Appell systems I. Boson calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 II. Holomorphic canonical calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 III. Canonical Appell systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 Chapter 2 Representations of Lie groups I. Coordinates on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 II. Dual representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 III. Matrix elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 IV. Induced representations and homogeneous spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 General Appell systems Chapter 3 I. Convolution and stochastic processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 II. Stochastic processes on Lie groups . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . 46 III. Appell systems on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49 Chapter 4 Canonical systems in several variables I. Homogeneous spaces and Cartan decompositions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54 II. Induced representation and coherent states . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62 III. Orthogonal polynomials in several variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 Chapter 5 Algebras with discrete spectrum I. Calculus on groups: review of the theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 II. Finite-difference algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 III. q-HW algebra and basic hypergeometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 IV. su2 and Krawtchouk polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 V. e2 and Lommel polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101 Chapter 6 Nilpotent and solvable algebras I. Heisenberg algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 II. Type-H Lie algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118 Vll III. Upper-triangular matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . 125 IV. Affine and Euclidean algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127 Chapter 7 Hermitian symmetric spaces I. Basic structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131 II. Space of rectangular matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133 III. Space of skew-symmetric matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136 IV. Space of symmetric matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143 Chapter 8 Properties of matrix elements I. Addition formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147 II. Recurrences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148 III. Quotient representations and summation formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149 Chapter 9 Symbolic computations I. Computing the pi-matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153 II. Adjoint group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154 III. Recursive computation of matrix elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

This series presents some tools of applied mathematics in the areas of proba­ bility theory, operator calculus, representation theory, and special functions used currently, and we expect more and more in the future, for solving problems in math­ ematics, physics, and, now, computer science. Much of the material is scattered throughout available literature, however, we have nowhere found in accessible form all of this material collected. The presentation of the material is original with the authors. The presentation of probability theory in connection with group represen­ tations is new, this appears in Volume I. Then the applications to computer science in Volume II are original as well. The approach found in Volume III, which deals in large part with infinite-dimensional representations of Lie algebras/Lie groups, is new as well, being inspired by the desire to find a recursive method for calcu­ lating group representations. One idea behind this is the possibility of symbolic computation of the matrix elements. In this volume, Representations and Probability Theory, we present an intro­ duction to Lie algebras and Lie groups emphasizing the connections with operator calculus, which we interpret through representations, principally, the action of the Lie algebras on spaces of polynomials. The main features are the connection with probability theory via moment systems and the connection with the classical ele­ mentary distributions via representation theory. The various systems of polynomi­ als that arise are one of the most interesting aspects of this study.

Introduction I. General remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 II. Notations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 III. Lie algebras: some basics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8 Chapter 1 Operator calculus and Appell systems I. Boson calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 II. Holomorphic canonical calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 III. Canonical Appell systems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 Chapter 2 Representations of Lie groups I. Coordinates on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28 II. Dual representations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29 III. Matrix elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37 IV. Induced representations and homogeneous spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40 General Appell systems Chapter 3 I. Convolution and stochastic processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 II. Stochastic processes on Lie groups . . . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . . . 46 III. Appell systems on Lie groups . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49 Chapter 4 Canonical systems in several variables I. Homogeneous spaces and Cartan decompositions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54 II. Induced representation and coherent states . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62 III. Orthogonal polynomials in several variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 68 Chapter 5 Algebras with discrete spectrum I. Calculus on groups: review of the theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83 II. Finite-difference algebra . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85 III. q-HW algebra and basic hypergeometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 IV. su2 and Krawtchouk polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93 V. e2 and Lommel polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101 Chapter 6 Nilpotent and solvable algebras I. Heisenberg algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113 II. Type-H Lie algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 118 Vll III. Upper-triangular matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . 125 IV. Affine and Euclidean algebras . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127 Chapter 7 Hermitian symmetric spaces I. Basic structures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131 II. Space of rectangular matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 133 III. Space of skew-symmetric matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136 IV. Space of symmetric matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143 Chapter 8 Properties of matrix elements I. Addition formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 147 II. Recurrences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148 III. Quotient representations and summation formulas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 149 Chapter 9 Symbolic computations I. Computing the pi-matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153 II. Adjoint group . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154 III. Recursive computation of matrix elements . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

This series presents some tools of applied mathematics in the areas of proba­ bility theory, operator calculus, representation theory, and special functions used currently, and we expect more and more in the future, for solving problems in math­ ematics, physics, and, now, computer science. Much of the material is scattered throughout available literature, however, we have nowhere found in accessible form all of this material collected. The presentation of the material is original with the authors. The presentation of probability theory in connection with group represen­ tations is new, this appears in Volume I. Then the applications to computer science in Volume II are original as well. The approach found in Volume III, which deals in large part with infinite-dimensional representations of Lie algebras/Lie groups, is new as well, being inspired by the desire to find a recursive method for calcu­ lating group representations. One idea behind this is the possibility of symbolic computation of the matrix elements. In this volume, Representations and Probability Theory, we present an intro­ duction to Lie algebras and Lie groups emphasizing the connections with operator calculus, which we interpret through representations, principally, the action of the Lie algebras on spaces of polynomials. The main features are the connection with probability theory via moment systems and the connection with the classical ele­ mentary distributions via representation theory. The various systems of polynomi­ als that arise are one of the most interesting aspects of this study.