Xavier Fernique

picture info	Xavier Fernique Xavier Fernique (3 May 1934 – 15 March 2020) was a mathematician, noted mostly for his contributions to the theory of stochastic processes. Fernique's theorem, a result on the integrability of Gaussian measures, is named after him. External links * Photograph courtesy of the Mathematical Research Institute of Oberwolfach The Oberwolfach Research Institute for Mathematics (german: Mathematisches Forschungsinstitut Oberwolfach) is a center for mathematical research in Oberwolfach, Germany. It was founded by mathematician Wilhelm Süss in 1944. It organizes weekl ... 20th-century French mathematicians French statisticians {{Statistician-stub ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu]
	Xavier Fernique Xavier Fernique (3 May 1934 – 15 March 2020) was a mathematician, noted mostly for his contributions to the theory of stochastic processes. Fernique's theorem, a result on the integrability of Gaussian measures, is named after him. External links * Photograph courtesy of the Mathematical Research Institute of Oberwolfach The Oberwolfach Research Institute for Mathematics (german: Mathematisches Forschungsinstitut Oberwolfach) is a center for mathematical research in Oberwolfach, Germany. It was founded by mathematician Wilhelm Süss in 1944. It organizes weekl ... 20th-century French mathematicians French statisticians {{Statistician-stub ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu]
picture info	Mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, structure, space, models, and change. History One of the earliest known mathematicians were Thales of Miletus (c. 624–c.546 BC); he has been hailed as the first true mathematician and the first known individual to whom a mathematical discovery has been attributed. He is credited with the first use of deductive reasoning applied to geometry, by deriving four corollaries to Thales' Theorem. The number of known mathematicians grew when Pythagoras of Samos (c. 582–c. 507 BC) established the Pythagorean School, whose doctrine it was that mathematics ruled the universe and whose motto was "All is number". It was the Pythagoreans who coined the term "mathematics", and with whom the study of mathematics for its own sake begins. The first woman mathematician recorded by history was Hypati ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu]
picture info	Stochastic Processes In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appear to vary in a random manner. Examples include the growth of a bacterial population, an electrical current fluctuating due to thermal noise, or the movement of a gas molecule. Stochastic processes have applications in many disciplines such as biology, chemistry, ecology, neuroscience, physics, image processing, signal processing, control theory, information theory, computer science, cryptography and telecommunications. Furthermore, seemingly random changes in financial markets have motivated the extensive use of stochastic processes in finance. Applications and the study of phenomena have in turn inspired the proposal of new stochastic processes. Examples of such stochastic processes include the Wiener process or Brownian motion pro ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu]
	Fernique's Theorem Fernique's theorem is a result about Gaussian measures on Banach spaces. It extends the finite-dimensional result that a Gaussian random variable has exponential tails. The result was proved in 1970 by Xavier Fernique. Statement Let (''X'', , , , , ) be a separable Banach space. Let ''μ'' be a centred Gaussian measure on ''X'', i.e. a probability measure defined on the Borel sets of ''X'' such that, for every bounded linear functional ''ℓ'' : ''X'' → R, the push-forward measure ''ℓ''∗''μ'' defined on the Borel sets of R by :( \ell_ \mu ) (A) = \mu ( \ell^ (A) ), is a Gaussian measure (a normal distribution) with zero mean. Then there exists ''α'' > 0 such that :\int_ \exp ( \alpha \, x \, ^ ) \, \mathrm \mu (x) < + \infty. '' A fortiori ''Argumentum a fortiori'' ( ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu]
	Integrable System In mathematics, integrability is a property of certain dynamical systems. While there are several distinct formal definitions, informally speaking, an integrable system is a dynamical system with sufficiently many conserved quantities, or first integrals, such that its behaviour has far fewer degrees of freedom than the dimensionality of its phase space; that is, its evolution is restricted to a submanifold within its phase space. Three features are often referred to as characterizing integrable systems: * the existence of a ''maximal'' set of conserved quantities (the usual defining property of complete integrability) * the existence of algebraic invariants, having a basis in algebraic geometry (a property known sometimes as algebraic integrability) * the explicit determination of solutions in an explicit functional form (not an intrinsic property, but something often referred to as solvability) Integrable systems may be seen as very different in qualitative character from mo ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu]
	Gaussian Measure In mathematics, Gaussian measure is a Borel measure on finite-dimensional Euclidean space R''n'', closely related to the normal distribution in statistics. There is also a generalization to infinite-dimensional spaces. Gaussian measures are named after the Germany, German mathematician Carl Friedrich Gauss. One reason why Gaussian measures are so ubiquitous in probability theory is the central limit theorem. Loosely speaking, it states that if a random variable ''X'' is obtained by summing a large number ''N'' of independent random variables of order 1, then ''X'' is of order \sqrt and its law is approximately Gaussian. Definitions Let ''n'' ∈ N and let ''B''0(R''n'') denote the complete measure, completion of the Borel sigma algebra, Borel ''σ''-algebra on R''n''. Let ''λ''''n'' : ''B''0(R''n'') → [0, +∞] denote the usual ''n''-dimensional Lebesgue measure. Then the standard Gaussian measure ''γ''''n'' : ''B''0(R''n'') → [0, 1] is defined by :\gamma^ (A) = \frac \ ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu]
picture info	Mathematical Research Institute Of Oberwolfach The Oberwolfach Research Institute for Mathematics (german: Mathematisches Forschungsinstitut Oberwolfach) is a center for mathematical research in Oberwolfach, Germany. It was founded by mathematician Wilhelm Süss in 1944. It organizes weekly workshops on diverse topics where mathematicians and scientists from all over the world come to do collaborative research. The Institute is a member of the Leibniz Association, funded mainly by the German Federal Ministry of Education and Research and by the state of Baden-Württemberg. It also receives substantial funding from the ''Friends of Oberwolfach'' foundation, from the ''Oberwolfach Foundation'' and from numerous donors. History The Oberwolfach Research Institute for Mathematics (MFO) was founded as the ''Reich Institute of Mathematics'' (German: ''Reichsinstitut für Mathematik'') on 1 September 1944. It was one of several research institutes founded by the Nazis in order to further the German war effort, which at that ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu]