Stochastic Processes and Functional Analysis: New Perspectives
About this Title
Randall J. Swift, California State Polytechnic University, Pomona, Pomona, CA, Alan Krinik, California State Polytechnic University, Pomona, Pomona, CA, Jennifer M. Switkes, California State Polytechnic University, Pomona, Pomona, CA and Jason H. Park, University of Nevada, Las Vegas, Las Vegas, NV, Editors
Publication: Contemporary Mathematics
Publication Year: 2021; Volume 774
ISBNs: 978-1-4704-5982-6 (print); 978-1-4704-6716-6 (online)
This volume contains the proceedings of the AMS Special Session on Celebrating M. M. Rao's Many Mathematical Contributions as he Turns 90 Years Old, held from November 9–10, 2019, at the University of California, Riverside, California.
The articles show the effectiveness of abstract analysis for solving fundamental problems of stochastic theory, specifically the use of functional analytic methods for elucidating stochastic processes and their applications. The volume also includes a biography of M. M. Rao and the list of his publications.
Graduate students and research mathematicians interested in stochastic analysis.
Table of Contents
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- Barry C. Arnold – Sufficient conditions for Lorenz ordering with common finite support
- Sayan Banerjee and Abishek Sankararaman – Ergodicity and steady state analysis for interference queueing networks
- S. N. Ethier and Jiyeon Lee – How strong can the Parrondo effect be? II
- Subir Ghosh and Hans Nyquist – Binary response models comparison using the $\alpha$-Chernoff divergence measure and exponential integral functions
- Gisèle Ruiz Goldstein, Jerome A. Goldstein, Ismail Kömbe and Reyhan Tellioğlu Balekoğlu – Nonlinear parabolic equations with Robin boundary conditions and Hardy-Leray type inequalities
- Yûichirô Kakihara – Banach space valued weak second order stochastic processes
- Alan Krinik, Hubertus von Bremen, Ivan Ventura, Uyen Vietthanh Nguyen, Jeremy J. Lin, Thuy Vu Dieu Lu, Chon In (Dave) Luk, Jeffrey Yeh, Luis A. Cervantes, Samuel R. Lyche, Brittney A. Marian, Saif A. Aljashamy, Mark Dela, Ali Oudich, Pedram Ostadhassanpanjehali, Lyheng Phey, David Perez, John Joseph Kath, Malachi C. Demmin, Yoseph Dawit, Christine Carmen Marie Hoogendyk, Aaron Kim, Matthew McDonough, Adam Trevor Castillo, David Beecher, Weizhong Wong and Heba Ayeda – Explicit transient probabilities of various Markov models
- William Lippitt and Sunder Sethuraman – On the use of Markovian stick-breaking priors
- Barbara Margolius – Eulerian polynomials and Quasi-Birth-Death processes with time-varying-periodic rates
- Jason H. J. Park – Random measure algebras
- M. M. Rao and R. J. Swift – From additive to second-order processes
- Gerardo Rubino and Alan Krinik – The exponential-dual matrix method: Applications to Markov chain analysis
- Jennifer Switkes – Two moment closure techniques for an interacting species model