Structure Theorem For Gaussian Measures
In mathematics, the structure theorem for Gaussian measures shows that the abstract Wiener space construction is essentially the only way to obtain a strictly positive Gaussian measure on a separable Banach space. It was proved in the 1970s by Kallianpur–Sato–Stefan and Dudley–Feldman– le Cam. There is the earlier result due to H. Satô (1969) 1969. which proves that "any Gaussian measure on a separable Banach space is an abstract Wiener measure in the sense of [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Mathematics
Mathematics is an area of knowledge that includes the topics of numbers, formulas and related structures, shapes and the spaces in which they are contained, and quantities and their changes. These topics are represented in modern mathematics with the major subdisciplines of number theory, algebra, geometry, and analysis, respectively. There is no general consensus among mathematicians about a common definition for their academic discipline. Most mathematical activity involves the discovery of properties of abstract objects and the use of pure reason to prove them. These objects consist of either abstractions from nature orin modern mathematicsentities that are stipulated to have certain properties, called axioms. A ''proof'' consists of a succession of applications of deductive rules to already established results. These results include previously proved theorems, axioms, andin case of abstraction from naturesome basic properties that are considered true starting points of ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Abstract Wiener Space
The concept of an abstract Wiener space is a mathematical construction developed by Leonard Gross to understand the structure of Gaussian measures on infinite-dimensional spaces. The construction emphasizes the fundamental role played by the Cameron–Martin space. The classical Wiener space is the prototypical example. The structure theorem for Gaussian measures states that all Gaussian measures can be represented by the abstract Wiener space construction. Motivation Let H be a real Hilbert space, assumed to be infinite dimensional and separable. In the physics literature, one frequently encounters integrals of the form :\frac\int_H f(v) e^ Dv, where Z is supposed to be a normalization constant and where Dv is supposed to be the non-existent Lebesgue measure on H. Such integrals arise, notably, in the context of the Euclidean path-integral formulation of quantum field theory. At a mathematical level, such an integral cannot be interpreted as integration against a measure on ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Banach Spaces
In mathematics, more specifically in functional analysis, a Banach space (pronounced ) is a complete normed vector space. Thus, a Banach space is a vector space with a metric that allows the computation of vector length and distance between vectors and is complete in the sense that a Cauchy sequence of vectors always converges to a well-defined limit that is within the space. Banach spaces are named after the Polish mathematician Stefan Banach, who introduced this concept and studied it systematically in 1920–1922 along with Hans Hahn and Eduard Helly. Maurice René Fréchet was the first to use the term "Banach space" and Banach in turn then coined the term "Fréchet space." Banach spaces originally grew out of the study of function spaces by Hilbert, Fréchet, and Riesz earlier in the century. Banach spaces play a central role in functional analysis. In other areas of analysis, the spaces under study are often Banach spaces. Definition A Banach space is a complete norme ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Cylinder Set Measure
In mathematics, cylinder set measure (or promeasure, or premeasure, or quasi-measure, or CSM) is a kind of prototype for a measure on an infinite-dimensional vector space. An example is the Gaussian cylinder set measure on Hilbert space. Cylinder set measures are in general not measures (and in particular need not be countably additive but only finitely additive), but can be used to define measures, such as classical Wiener measure on the set of continuous paths starting at the origin in Euclidean space. Definition Let E be a separable real topological vector space. Let \mathcal (E) denote the collection of all surjective continuous linear maps T : E \to F_T defined on E whose image is some finite-dimensional real vector space F_T: \mathcal (E) := \left\. A cylinder set measure on E is a collection of probability measures \left\. where \mu_T is a probability measure on F_T. These measures are required to satisfy the following consistency condition: if \pi_ : F_S \to F_T is a ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Canonical Form
In mathematics and computer science, a canonical, normal, or standard form of a mathematical object is a standard way of presenting that object as a mathematical expression. Often, it is one which provides the simplest representation of an object and which allows it to be identified in a unique way. The distinction between "canonical" and "normal" forms varies from subfield to subfield. In most fields, a canonical form specifies a ''unique'' representation for every object, while a normal form simply specifies its form, without the requirement of uniqueness. The canonical form of a positive integer in decimal representation is a finite sequence of digits that does not begin with zero. More generally, for a class of objects on which an equivalence relation is defined, a canonical form consists in the choice of a specific object in each class. For example: *Jordan normal form is a canonical form for matrix similarity. *The row echelon form is a canonical form, when one considers ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Separable Hilbert Space
In mathematics, Hilbert spaces (named after David Hilbert) allow generalizing the methods of linear algebra and calculus from (finite-dimensional) Euclidean vector spaces to spaces that may be infinite-dimensional. Hilbert spaces arise naturally and frequently in mathematics and physics, typically as function spaces. Formally, a Hilbert space is a vector space equipped with an inner product that defines a distance function for which the space is a complete metric space. The earliest Hilbert spaces were studied from this point of view in the first decade of the 20th century by David Hilbert, Erhard Schmidt, and Frigyes Riesz. They are indispensable tools in the theories of partial differential equations, quantum mechanics, Fourier analysis (which includes applications to signal processing and heat transfer), and ergodic theory (which forms the mathematical underpinning of thermodynamics). John von Neumann coined the term ''Hilbert space'' for the abstract concept that und ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Topological Vector Space
In mathematics, a topological vector space (also called a linear topological space and commonly abbreviated TVS or t.v.s.) is one of the basic structures investigated in functional analysis. A topological vector space is a vector space that is also a topological space with the property that the vector space operations (vector addition and scalar multiplication) are also Continuous function, continuous functions. Such a topology is called a and every topological vector space has a Uniform space, uniform topological structure, allowing a notion of uniform convergence and Complete topological vector space, completeness. Some authors also require that the space is a Hausdorff space (although this article does not). One of the most widely studied categories of TVSs are locally convex topological vector spaces. This article focuses on TVSs that are not necessarily locally convex. Banach spaces, Hilbert spaces and Sobolev spaces are other well-known examples of TVSs. Many topological vec ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Leonard Gross
Leonard Gross (born February 24, 1931) is an American mathematician and Professor Emeritus of Mathematics at Cornell University. Gross has made fundamental contributions to mathematics and the mathematically rigorous study of quantum field theory. Education and career Leonard Gross graduated from James Madison High School in December 1948. He was awarded an Emil Schweinberg scholarship that enabled him to attend college. He studied at City College of New York for one term and then studied electrical engineering at Cooper Union for two years. He then transferred to the University of Chicago, where he obtained a master's degree in physics and mathematics (1954) and a Ph.D. in mathematics (1958). Gross taught at Yale University and was awarded a National Science Foundation Fellowship in 1959. He joined the faculty of the mathematics department of Cornell University in 1960. Gross was a member of the Institute for Advanced Study in 1959 and in 1983 and has held other visiting posit ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Lucien Le Cam
Lucien Marie Le Cam (November 18, 1924 – April 25, 2000) was a mathematician and statistician. Biography Le Cam was born November 18, 1924 in Croze, France. His parents were farmers, and unable to afford higher education for him; his father died when he was 13. After graduating from a Catholic school in 1942, he began studying at a seminary in Limoges, but immediately quit upon learning that he would not be allowed to study chemistry there. Instead he continued his studies at a lycée, which did not teach chemistry but did teach mathematics. In May 1944 he joined an underground group, and then went into hiding, returning to his school the following November but soon afterwards moving to Paris, where he began studying at the University of Paris. He graduated in 1945 with the degree ''Licence ès Sciences''.. Le Cam then worked for a hydroelectric utility for five years, while meeting at the University of Paris for a weekly seminar in statistics. In 1950, he was invited to become ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Abstract Wiener Space
The concept of an abstract Wiener space is a mathematical construction developed by Leonard Gross to understand the structure of Gaussian measures on infinite-dimensional spaces. The construction emphasizes the fundamental role played by the Cameron–Martin space. The classical Wiener space is the prototypical example. The structure theorem for Gaussian measures states that all Gaussian measures can be represented by the abstract Wiener space construction. Motivation Let H be a real Hilbert space, assumed to be infinite dimensional and separable. In the physics literature, one frequently encounters integrals of the form :\frac\int_H f(v) e^ Dv, where Z is supposed to be a normalization constant and where Dv is supposed to be the non-existent Lebesgue measure on H. Such integrals arise, notably, in the context of the Euclidean path-integral formulation of quantum field theory. At a mathematical level, such an integral cannot be interpreted as integration against a measure on ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Jacob Feldman
Jacob (; ; ar, يَعْقُوب, Yaʿqūb; gr, Ἰακώβ, Iakṓb), later given the name Israel, is regarded as a patriarch of the Israelites and is an important figure in Abrahamic religions, such as Judaism, Christianity, and Islam. Jacob first appears in the Book of Genesis, where he is described as the son of Isaac and Rebecca, and the grandson of Abraham, Sarah, and Bethuel. According to the biblical account, he was the second-born of Isaac's children, the elder being Jacob's fraternal twin brother, Esau. Jacob is said to have bought Esau's birthright and, with his mother's help, deceived his aging father to bless him instead of Esau. Later in the narrative, following a severe drought in his homeland of Canaan, Jacob and his descendants, with the help of his son Joseph (who had become a confidant of the pharaoh), moved to Egypt where Jacob died at the age of 147. He is supposed to have been buried in the Cave of Machpelah. Jacob had twelve sons through four women, his ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |
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Richard M
Richard is a male given name. It originates, via Old French, from Old Frankish and is a compound of the words descending from Proto-Germanic ''*rīk-'' 'ruler, leader, king' and ''*hardu-'' 'strong, brave, hardy', and it therefore means 'strong in rule'. Nicknames include "Richie", " Dick", "Dickon", " Dickie", "Rich", "Rick", "Rico", "Ricky", and more. Richard is a common English, German and French male name. It's also used in many more languages, particularly Germanic, such as Norwegian, Danish, Swedish, Icelandic, and Dutch, as well as other languages including Irish, Scottish, Welsh and Finnish. Richard is cognate with variants of the name in other European languages, such as the Swedish "Rickard", the Catalan "Ricard" and the Italian "Riccardo", among others (see comprehensive variant list below). People named Richard Multiple people with the same name * Richard Andersen (other) * Richard Anderson (other) * Richard Cartwright (other) * ... [...More Info...]       [...Related Items...]     OR:     [Wikipedia]   [Google]   [Baidu]   |