Analysis Commons^™

Strong Stationary Times And The Fundamental Matrix For Recurrent Markov Chains, P J Fitzsimmons

Communications on Stochastic Analysis

No abstract provided.

Bimodules And Hypergroups Associated With Actions Of A Pair Of Groups, Satoshi Kawakami, Tatsuya Tsurii, Shigeru Yamagami

Communications on Stochastic Analysis

No abstract provided.

A Study In Locally Compact Groups—Chabauty Space, Sylow Theory, The Schur-Zassenhaus Formalism, The Prime Graph For Near Abelian Groups, Wolfgang Herfort, Karl H Hofmann, Francesco G Russo

Communications on Stochastic Analysis

No abstract provided.

Introduction To Mathematical Analysis I - 2nd Edition, Beatriz Lafferriere, Gerardo Lafferriere, Mau Nam Nguyen

PDXOpen: Open Educational Resources

This edition has been superseded by Introduction to Mathematical Analysis I, Third Edition.

Video lectures explaining problem solving strategies are available.

Our goal in this set of lecture notes is to provide students with a strong foundation in mathematical analysis. Such a foundation is crucial for future study of deeper topics of analysis. Students should be familiar with most of the concepts presented here after completing the calculus sequence. However, these concepts will be reinforced through rigorous proofs.

The lecture notes contain topics of real analysis usually covered in a 10-week course: the completeness axiom, sequences and convergence, continuity, …

The Corona Problem For Kernel Multiplier Algebras, Eric T. Sawyer, Brett D. Wick

Mathematics Faculty Research

We prove an alternate Toeplitz corona theorem for the algebras of pointwise kernel multipliers of Besov-Sobolev spaces on the unit ball in C, and for the algebra of bounded analytic functions on certain strictly pseudoconvex domains and polydiscs in higher dimensions as well. This alternate Toeplitz corona theorem extends to more general Hilbert function spaces where it does not require the complete Pick property. Instead, the kernel functions kx (y) of certain Hilbert function spaces H are assumed to be invertible multipliers on H and then we continue a research thread begun by Agler and McCarthy in 1999, and continued …

A Traders Guide To The Predictive Universe- A Model For Predicting Oil Price Targets And Trading On Them, Jimmie Harold Lenz

Doctor of Business Administration Dissertations

At heart every trader loves volatility; this is where return on investment comes from, this is what drives the proverbial “positive alpha.” As a trader, understanding the probabilities related to the volatility of prices is key, however if you could also predict future prices with reliability the world would be your oyster. To this end, I have achieved three goals with this dissertation, to develop a model to predict future short term prices (direction and magnitude), to effectively test this by generating consistent profits utilizing a trading model developed for this purpose, and to write a paper that anyone with …

On The Exchange Property For The Mehler-Fock Transform, Abhishek Singh

Applications and Applied Mathematics: An International Journal (AAM)

The theory of Schwartz Distributions opened up a new area of mathematical research, which in turn has provided an impetus in the development of a number of mathematical disciplines, such as ordinary and partial differential equations, operational calculus, transformation theory and functional analysis. The integral transforms and generalized functions have also shown equivalent association of Boehmians and the integral transforms. The theory of Boehmians, which is a generalization of Schwartz distributions are discussed in this paper. Further, exchange property is defined to construct Mehler-Fock transform of tempered Boehmians. We investigate exchange property for the Mehler-Fock transform by using the theory …

Measure And Integration, Jose L. Menaldi

Mathematics Faculty Research Publications

Abstract measure and integration, with theory and (solved) exercises is developed. Parts of this book can be used in a graduate course on real analysis.

Distributions And Function Spaces, Jose L. Menaldi

Mathematics Faculty Research Publications

Beginning with a quick recall on measure and integration theory, basic concepts on (a) Function Spaces, (b) Schwartz Theory of Distributions, and (c) Sobolev and Besov Spaces are developed. Moreover, only a few number of (solved) exercises are given. Parts of this book can be used in a graduate course on real analysis.

Inverse Laplace Transform And Post Inversion Formula, Qinmao Zhang

Mathematical Sciences Technical Reports (MSTR)

This paper is dedicated to a general numerical approach to inverse Laplace transforms based on the Post Inversion Formula, which is a theoretical equivalent to the inverse Laplace transform. Though most approaches are too computationally intensive to be of practical use, we introduce an efficient algorithm to compute it based on the Parker-Sochacki method (PSM). This paper also contains some example MATLAB code and algorithm analysis.

Economic Analysis On The 400k Dwt Vloc, Yongcheng Yang

World Maritime University Dissertations

No abstract provided.

Research On Container Liner Company Marketing Strategy, Huayu Shi

World Maritime University Dissertations

No abstract provided.

Factors Analysis : Ghg Emissions From International Shipping, Weijia Cui

World Maritime University Dissertations

No abstract provided.

The Economic Analysis Of Mega Containership, Tingyu Jiang

World Maritime University Dissertations

No abstract provided.

Research On Formation Of Strategic Alliance And Its Effect On Container Lines’ Efficiency, Hyeonkuk Kang

World Maritime University Dissertations

No abstract provided.

The Research On The Volatility Of Vlcc Market, Yanwei Wang

World Maritime University Dissertations

No abstract provided.

The Distribution Of The Number Of Clusters In The Arratia Flow, Vladimir Fomichov

Communications on Stochastic Analysis

No abstract provided.

Krawtchouk-Griffiths Systems I: Matrix Approach, Philip Feinsilver

Communications on Stochastic Analysis

No abstract provided.

Krawtchouk-Griffiths Systems Ii: As Bernoulli Systems, Philip Feinsilver

Communications on Stochastic Analysis

No abstract provided.

Ergodic Control Of Stochastic Navier-Stokes Equation With Lévy Noise, Manil T Mohan, Sivaguru S Sritharan

Communications on Stochastic Analysis

No abstract provided.