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Wiener Space
In mathematics, classical Wiener space is the collection of all Continuous_function#Continuous_functions_between_metric_spaces, continuous functions on a given domain of a function, domain (usually a subinterval of the real line), taking values in a metric space (usually ''n''-dimensional Euclidean space). Classical Wiener space is useful in the study of stochastic processes whose sample paths are continuous functions. It is named after the United States, American mathematician Norbert Wiener. Definition Consider ''E'' ⊆ R''n'' and a metric space (''M'', ''d''). The classical Wiener space ''C''(''E''; ''M'') is the space of all continuous functions ''f'' : ''E'' → ''M''. I.e. for every fixed ''t'' in ''E'', :d(f(s), f(t)) \to 0 as , s - t , \to 0. In almost all applications, one takes ''E'' = [0, ''T'' ] or [0, +∞) and ''M'' = R''n'' for some ''n'' in N. For brevity, write ''C'' for ''C''([0, ''T'' ]; R''n''); this is a vector space. Write ''C ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Norbert Wiener
Norbert Wiener (November 26, 1894 – March 18, 1964) was an American mathematician and philosopher. He was a professor of mathematics at the Massachusetts Institute of Technology (MIT). A child prodigy, Wiener later became an early researcher in stochastic and mathematical noise processes, contributing work relevant to electronic engineering, electronic communication, and control systems. Wiener is considered the originator of cybernetics, the science of communication as it relates to living things and machines, with implications for engineering, systems control, computer science, biology, neuroscience, philosophy, and the organization of society. Norbert Wiener is credited as being one of the first to theorize that all intelligent behavior was the result of feedback mechanisms, that could possibly be simulated by machines and was an important early step towards the development of modern artificial intelligence. Biography Youth Wiener was born in Columbia, Missouri, the first ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Banach Space
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] |
If And Only If
In logic and related fields such as mathematics and philosophy, "if and only if" (shortened as "iff") is a biconditional logical connective between statements, where either both statements are true or both are false. The connective is biconditional (a statement of material equivalence), and can be likened to the standard material conditional ("only if", equal to "if ... then") combined with its reverse ("if"); hence the name. The result is that the truth of either one of the connected statements requires the truth of the other (i.e. either both statements are true, or both are false), though it is controversial whether the connective thus defined is properly rendered by the English "if and only if"—with its pre-existing meaning. For example, ''P if and only if Q'' means that ''P'' is true whenever ''Q'' is true, and the only case in which ''P'' is true is if ''Q'' is also true, whereas in the case of ''P if Q'', there could be other scenarios where ''P'' is true and ''Q'' is ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Modulus Of Continuity
In mathematical analysis, a modulus of continuity is a function ω : , ∞→ , ∞used to measure quantitatively the uniform continuity of functions. So, a function ''f'' : ''I'' → R admits ω as a modulus of continuity if and only if :, f(x)-f(y), \leq\omega(, x-y, ), for all ''x'' and ''y'' in the domain of ''f''. Since moduli of continuity are required to be infinitesimal at 0, a function turns out to be uniformly continuous if and only if it admits a modulus of continuity. Moreover, relevance to the notion is given by the fact that sets of functions sharing the same modulus of continuity are exactly equicontinuous families. For instance, the modulus ω(''t'') := ''kt'' describes the k-Lipschitz functions, the moduli ω(''t'') := ''kt''α describe the Hölder continuity, the modulus ω(''t'') := ''kt''(, log ''t'', +1) describes the almost Lipschitz class, and so on. In general, the role of ω is to fix some explicit functional dependence of ε on δ in the (ε, δ) definiti ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Polish Space
In the mathematical discipline of general topology, a Polish space is a separable completely metrizable topological space; that is, a space homeomorphic to a complete metric space that has a countable dense subset. Polish spaces are so named because they were first extensively studied by Polish topologists and logicians— Sierpiński, Kuratowski, Tarski and others. However, Polish spaces are mostly studied today because they are the primary setting for descriptive set theory, including the study of Borel equivalence relations. Polish spaces are also a convenient setting for more advanced measure theory, in particular in probability theory. Common examples of Polish spaces are the real line, any separable Banach space, the Cantor space, and the Baire space. Additionally, some spaces that are not complete metric spaces in the usual metric may be Polish; e.g., the open interval (0, 1) is Polish. Between any two uncountable Polish spaces, there is a Borel isomorphism; that ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Stone–Weierstrass Theorem
In mathematical analysis, the Weierstrass approximation theorem states that every continuous function defined on a closed interval can be uniformly approximated as closely as desired by a polynomial function. Because polynomials are among the simplest functions, and because computers can directly evaluate polynomials, this theorem has both practical and theoretical relevance, especially in polynomial interpolation. The original version of this result was established by Karl Weierstrass in 1885 using the Weierstrass transform. Marshall H. Stone considerably generalized the theorem and simplified the proof . His result is known as the Stone–Weierstrass theorem. The Stone–Weierstrass theorem generalizes the Weierstrass approximation theorem in two directions: instead of the real interval , an arbitrary compact Hausdorff space is considered, and instead of the algebra of polynomial functions, a variety of other families of continuous functions on X are shown to suffice, as is ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Complete Space
In mathematical analysis, a metric space is called complete (or a Cauchy space) if every Cauchy sequence of points in has a limit that is also in . Intuitively, a space is complete if there are no "points missing" from it (inside or at the boundary). For instance, the set of rational numbers is not complete, because e.g. \sqrt is "missing" from it, even though one can construct a Cauchy sequence of rational numbers that converges to it (see further examples below). It is always possible to "fill all the holes", leading to the ''completion'' of a given space, as explained below. Definition Cauchy sequence A sequence x_1, x_2, x_3, \ldots in a metric space (X, d) is called Cauchy if for every positive real number r > 0 there is a positive integer N such that for all positive integers m, n > N, d\left(x_m, x_n\right) < r. Complete space A metric space is complete if any of the following equivalent conditions are satisfied: :#Every |
Separable Space
In mathematics, a topological space is called separable if it contains a countable, dense subset; that is, there exists a sequence \_^ of elements of the space such that every nonempty open subset of the space contains at least one element of the sequence. Like the other axioms of countability, separability is a "limitation on size", not necessarily in terms of cardinality (though, in the presence of the Hausdorff axiom, this does turn out to be the case; see below) but in a more subtle topological sense. In particular, every continuous function on a separable space whose image is a subset of a Hausdorff space is determined by its values on the countable dense subset. Contrast separability with the related notion of second countability, which is in general stronger but equivalent on the class of metrizable spaces. First examples Any topological space that is itself finite or countably infinite is separable, for the whole space is a countable dense subset of itself. An importa ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Càdlàg
In mathematics, a càdlàg (French: "''continue à droite, limite à gauche''"), RCLL ("right continuous with left limits"), or corlol ("continuous on (the) right, limit on (the) left") function is a function defined on the real numbers (or a subset of them) that is everywhere right-continuous and has left limits everywhere. Càdlàg functions are important in the study of stochastic processes that admit (or even require) jumps, unlike Brownian motion, which has continuous sample paths. The collection of càdlàg functions on a given domain is known as Skorokhod space. Two related terms are càglàd, standing for "continue à gauche, limite à droite", the left-right reversal of càdlàg, and càllàl for "continue à l'un, limite à l’autre" (continuous on one side, limit on the other side), for a function which at each point of the domain is either càdlàg or càglàd. Definition Let be a metric space, and let . A function is called a càdlàg function if, for every , * the ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Uniform Topology (other) .
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In mathematics, the uniform topology on a space may mean: * In functional analysis, it sometimes refers to a polar topology on a topological vector space. * In general topology, it is the topology carried by a uniform space. * In real analysis, it is the topology of uniform convergence In the mathematical field of analysis, uniform convergence is a mode of convergence of functions stronger than pointwise convergence. A sequence of functions (f_n) converges uniformly to a limiting function f on a set E if, given any arbitrarily s ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Uniform Convergence
In the mathematical field of analysis, uniform convergence is a mode of convergence of functions stronger than pointwise convergence. A sequence of functions (f_n) converges uniformly to a limiting function f on a set E if, given any arbitrarily small positive number \epsilon, a number N can be found such that each of the functions f_N, f_,f_,\ldots differs from f by no more than \epsilon ''at every point'' x ''in'' E. Described in an informal way, if f_n converges to f uniformly, then the rate at which f_n(x) approaches f(x) is "uniform" throughout its domain in the following sense: in order to guarantee that f_n(x) falls within a certain distance \epsilon of f(x), we do not need to know the value of x\in E in question — there can be found a single value of N=N(\epsilon) ''independent of x'', such that choosing n\geq N will ensure that f_n(x) is within \epsilon of f(x) ''for all x\in E''. In contrast, pointwise convergence of f_n to f merely guarantees that for any x\in E given ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Open Set
In mathematics, open sets are a generalization of open intervals in the real line. In a metric space (a set along with a distance defined between any two points), open sets are the sets that, with every point , contain all points that are sufficiently near to (that is, all points whose distance to is less than some value depending on ). More generally, one defines open sets as the members of a given collection of subsets of a given set, a collection that has the property of containing every union of its members, every finite intersection of its members, the empty set, and the whole set itself. A set in which such a collection is given is called a topological space, and the collection is called a topology. These conditions are very loose, and allow enormous flexibility in the choice of open sets. For example, ''every'' subset can be open (the discrete topology), or no set can be open except the space itself and the empty set (the indiscrete topology). In practice, however, ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
