- ホーム
- > 洋書
- > ドイツ書
- > Mathematics, Sciences & Technology
- > Mathematics
- > probability calculus, stochastics, mathematical statistics
Full Description
A problem of broad interest - the estimation of the spectral gap for matrices or differential operators (Markov chains or diffusions) - is covered in this book. In particular, it studies a subset of the general problem, taking some approaches that have, up till now, only appeared largely in the Chinese literature.
Eigenvalues, Inequalities and Ergodic Theory serves as an introduction to this developing field, and provides an overview of the methods used in an accessible and concise manner.
Each chapter starts with a summary and, in order to appeal to non-specialists, ideas are introduced through simple examples rather than technical proofs. In the latter chapters readers are introduced to problems and application areas, including stochastic models of economy.
Intended for researchers, graduates and postgraduates in probability theory, Markov processes, mathematical physics and spectrum theory, this book will be a welcome introduction to a growing area of research.
Contents
An Overview of the Book.- Optimal Markovian Couplings.- New Variational Formulas for the First Eigenvalue.- Generalized Cheeger's Method.- Ten Explicit Criteria in Dimension One.- Poincaré-Type Inequalities in Dimension One.- Functional Inequalities.- A Diagram of Nine Types of Ergodicity.- Reaction-Diffusion Processes.- Stochastic Models of Economic Optimization.
