Books by "Jan A. van Casteren"
3 books found
This book provides an overview of the current state-of-the-art of nonlinear time series analysis, richly illustrated with examples, pseudocode algorithms and real-world applications. Avoiding a “theorem-proof” format, it shows concrete applications on a variety of empirical time series. The book can be used in graduate courses in nonlinear time series and at the same time also includes interesting material for more advanced readers. Though it is largely self-contained, readers require an understanding of basic linear time series concepts, Markov chains and Monte Carlo simulation methods. The book covers time-domain and frequency-domain methods for the analysis of both univariate and multivariate (vector) time series. It makes a clear distinction between parametric models on the one hand, and semi- and nonparametric models/methods on the other. This offers the reader the option of concentrating exclusively on one of these nonlinear time series analysis methods. To make the book as user friendly as possible, major supporting concepts and specialized tables are appended at the end of every chapter. In addition, each chapter concludes with a set of key terms and concepts, as well as a summary of the main findings. Lastly, the book offers numerous theoretical and empirical exercises, with answers provided by the author in an extensive solutions manual.
This book presents a systematic account of the theory of asymptotic behaviour of semigroups of linear operators acting in a Banach space. The focus is on the relationship between asymptotic behaviour of the semigroup and spectral properties of its infinitesimal generator. The most recent developments in the field are included, such as the Arendt-Batty-Lyubich-Vu theorem, the spectral mapp- ing theorem of Latushkin and Montgomery-Smith, Weis's theorem on stability of positive semigroup in Lp-spaces, the stability theorem for semigroups whose resolvent is bounded in a half-plane, and a systematic theory of individual stability. Addressed to researchers and graduate students with interest in the fields of operator semigroups and evolution equations, this book is self-contained and provides complete proofs.
Stochastic Spectral Theory for Selfadjoint Feller Operators
by Michael Demuth, Jan A. van Casteren
2000 · Springer Science & Business Media
In this book, a beautiful interplay between probability theory (Markov processes, martingale theory) on the one hand and operator and spectral theory on the other yields a uniform treatment of several kinds of Hamiltonians such as the Laplace operator, relativistic Hamiltonian, Laplace-Beltrami operator, and generators of Ornstein-Uhlenbeck processes. The unified approach provides a new viewpoint of and a deeper insight into the subject.