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This volume is dedicated to the memory of Marc Yor, who passed away in 2014. The invited contributions by his collaborators and former students bear testament to the value and diversity of his work and of his research focus, which covered broad areas of probability theory. The volume also provides personal recollections about him, and an article on his essential role concerning the Doeblin documents. With contributions by P. Salminen, J-Y. Yen & M. Yor; J. Warren; T. Funaki; J. Pitman& W. Tang; J-F. Le Gall; L. Alili, P. Graczyk & T. Zak; K. Yano & Y. Yano; D. Bakry & O. Zribi; A. Aksamit, T. Choulli & M. Jeanblanc; J. Pitman; J. Obloj, P. Spoida & N. Touzi; P. Biane; J. Najnudel; P. Fitzsimmons, Y. Le Jan & J. Rosen; L.C.G. Rogers & M. Duembgen; E. Azmoodeh, G. Peccati & G. Poly, timP-L Méliot, A. Nikeghbali; P. Baldi; N. Demni, A. Rouault & M. Zani; N. O'Connell; N. Ikeda & H. Matsumoto; A. Comtet & Y. Tourigny; P. Bougerol; L. Chaumont; L. Devroye & G. Letac; D. Stroock and M. Emery.
This book addresses the state of the art of reduced order methods for modelling and computational reduction of complex parametrised systems, governed by ordinary and/or partial differential equations, with a special emphasis on real time computing techniques and applications in various fields. Consisting of four contributions presented at the CIME summer school, the book presents several points of view and techniques to solve demanding problems of increasing complexity. The focus is on theoretical investigation and applicative algorithm development for reduction in the complexity – the dimension, the degrees of freedom, the data – arising in these models. The book is addressed to graduate students, young researchers and people interested in the field. It is a good companion for graduate/doctoral classes.
This volume presents selected and peer-reviewed contributions from the 14th Workshop on Stochastic Models, Statistics and Their Applications, held in Dresden, Germany, on March 6-8, 2019. Addressing the needs of theoretical and applied researchers alike, the contributions provide an overview of the latest advances and trends in the areas of mathematical statistics and applied probability, and their applications to high-dimensional statistics, econometrics and time series analysis, statistics for stochastic processes, statistical machine learning, big data and data science, random matrix theory, quality control, change-point analysis and detection, finance, copulas, survival analysis and reliability, sequential experiments, empirical processes, and microsimulations. As the book demonstrates, stochastic models and related statistical procedures and algorithms are essential to more comprehensively understanding and solving present-day problems arising in e.g. the natural sciences, machine learning, data science, engineering, image analysis, genetics, econometrics and finance.
This book develops tools to handle C*-algebras arising as completions of convolution algebras of sections of line bundles over possibly non-Hausdorff groupoids. A fundamental result of Gelfand describes commutative C*-algebras as continuous functions on locally compact Hausdorff spaces. Kumjian, and later Renault, showed that Gelfand's result can be extended to include non-commutative C*-algebras containing a commutative C*-algebra. In their setting, the C*-algebras in question may be described as the completion of convolution algebras of functions on twisted Hausdorff groupoids with respect to a certain norm. However, there are many natural settings in which the Kumjian–Renault theory doe...
This book presents three short courses on topics at the intersection of Calculus of Variations, PDEs and Material Science, based on lectures given at the CIME summer school “Variational and PDE Methods in Nonlinear Science”, held in Cetraro (Italy), July 10–14, 2023. Fabrice Bethuel discusses aympototics for Allen–Cahn systems, providing an overview of classical methods and tools for the scalar case and further results for the two-dimensional vectorial case. An alternate monotonicity formula is described, and the still open parabolic vectorial case is considered. Angkana Rüland considers the modelling and analysis of microstructures in shape-memory alloys, including material on quas...
This volume features a collection of contributed articles and lecture notes from the XI Symposium on Probability and Stochastic Processes, held at CIMAT Mexico in September 2013. Since the symposium was part of the activities organized in Mexico to celebrate the International Year of Statistics, the program included topics from the interface between statistics and stochastic processes.
The role of Yuri Vasilyevich Prokhorov as a prominent mathematician and leading expert in the theory of probability is well known. Even early in his career he obtained substantial results on the validity of the strong law of large numbers and on the estimates (bounds) of the rates of convergence, some of which are the best possible. His findings on limit theorems in metric spaces and particularly functional limit theorems are of exceptional importance. Y.V. Prokhorov developed an original approach to the proof of functional limit theorems, based on the weak convergence of finite dimensional distributions and the condition of tightness of probability measures. The present volume commemorates the 80th birthday of Yuri Vasilyevich Prokhorov. It includes scientific contributions written by his colleagues, friends and pupils, who would like to express their deep respect and sincerest admiration for him and his scientific work.
This book describes a novel approach to the study of Siegel modular forms of degree two with paramodular level. It introduces the family of stable Klingen congruence subgroups of GSp(4) and uses this family to obtain new relations between the Hecke eigenvalues and Fourier coefficients of paramodular newforms, revealing a fundamental dichotomy for paramodular representations. Among other important results, it includes a complete description of the vectors fixed by these congruence subgroups in all irreducible representations of GSp(4) over a nonarchimedean local field. Siegel paramodular forms have connections with the theory of automorphic representations and the Langlands program, Galois representations, the arithmetic of abelian surfaces, and algorithmic number theory. Providing a useful standard source on the subject, the book will be of interest to graduate students and researchers working in the above fields.
These Proceedings offer a selection of peer-reviewed research and survey papers by some of the foremost international researchers in the fields of finance, energy, stochastics and risk, who present their latest findings on topical problems. The papers cover the areas of stochastic modeling in energy and financial markets; risk management with environmental factors from a stochastic control perspective; and valuation and hedging of derivatives in markets dominated by renewables, all of which further develop the theory of stochastic analysis and mathematical finance. The papers were presented at the first conference on “Stochastics of Environmental and Financial Economics (SEFE)”, being part of the activity in the SEFE research group of the Centre of Advanced Study (CAS) at the Academy of Sciences in Oslo, Norway during the 2014/2015 academic year.
This book gives a detailed presentation of twisted Morse homology and cohomology on closed finite-dimensional smooth manifolds. It contains a complete proof of the Twisted Morse Homology Theorem, which says that on a closed finite-dimensional smooth manifold the homology of the Morse–Smale–Witten chain complex with coefficients in a bundle of abelian groups G is isomorphic to the singular homology of the manifold with coefficients in G. It also includes proofs of twisted Morse-theoretic versions of well-known theorems such as Eilenberg's Theorem, the Poincaré Lemma, and the de Rham Theorem. The effectiveness of twisted Morse complexes is demonstrated by computing the Lichnerowicz cohomology of surfaces, giving obstructions to spaces being associative H-spaces, and computing Novikov numbers. Suitable for a graduate level course, the book may also be used as a reference for graduate students and working mathematicians or physicists.