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Functional Analysis for Probability and Stochastic Processes: An Introduction, by Adam Bobrowski
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Designed for students of probability and stochastic processes, as well as for students of functional analysis, specifically, this volume presents some chosen parts of functional analysis that can help clarify probability and stochastic processes. The subjects range from basic Hilbert and Banach spaces, through weak topologies and Banach algebras, to the theory of semigroups of bounded linear operators. Numerous standard and non-standard examples and exercises make the book suitable as a course textbook or for self-study.
- Sales Rank: #1423141 in Books
- Brand: Brand: Cambridge University Press
- Published on: 2005-09-12
- Original language: English
- Number of items: 1
- Dimensions: 8.98" h x 1.10" w x 5.98" l, 1.45 pounds
- Binding: Paperback
- 406 pages
- Used Book in Good Condition
Review
"My impression is that this text might well succeed as an attractive introduction to, or even as propaganda for the subject of probability and stochastic processes for a well-educated analyst without a probabilistic background."
N.H. Bingham, Journal of the American Statistical Association
About the Author
Adam Bobrowski is a Professor of Mathematics at Lublin University.
Most helpful customer reviews
15 of 16 people found the following review helpful.
Delicate Balance between the Two Subjects
By John Matlock
This book was developed for a class taught at Rice University that covered both Functional Analysis and Probablity/Statistics. It required the development of this book that gives a good introduction to functional analysis for statisticians and an introduction to statistics for functional analysts.
The book is positioned so that it can be used for both groups of students. This is a delicate balance that can teach introductions (graduate student level) to both fields without leaving the other half of the class bored. As such it is not a text on either subject, but is inbetween. The sections on statistics are written from a viewpoint familiar to the functional analyst, not from that of a mathematician. And the reverse is true in the sections on functional analysis. This is to complete the view of the two groups typically taking the class.
This is a graduate level course, it provides relatively little background information to the basic mathematics needed.
0 of 0 people found the following review helpful.
Five Stars
By Vicente Vergara
Very good book!
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