The main subject of this book is the estimation and forecasting of continuous time processes. It leads to a development of the theory of linear processes in function spaces. Mathematical tools are presented, as well as autoregressive processes in Hilbert and Banach spaces and general linear processes and statistical prediction. Implementation and numerical applications are also covered. The book assumes knowledge of classical probability theory and statistics.

A guide to analytic methods in applied mathematics from the perspective of functional analysis, suitable for scientists, engineers and students.

This seminar is a loose continuation of two previous conferences held in Lund (1982, 1983), mainly devoted to interpolation spaces, which resulted in the publication of the Lecture Notes in Mathematics Vol. 1070. This explains the bias towards that subject. The idea this time was, however, to bring together mathematicians also from other related areas of analysis. To emphasize the historical roots of the subject, the collection is preceded by a lecture on the life of Marcel Riesz.

The focus program on Analytic Function Spaces and their Applications took place at Fields Institute from July 1st to December 31st, 2021. Hilbert spaces of analytic functions form one of the pillars of complex analysis. These spaces have a rich structure and for more than a century have been studied by many prominent mathematicians. They also have several essential applications in other fields of mathematics and engineering, e.g., robust control engineering, signal and image processing, and theory of communication. The most important Hilbert space of analytic functions is the Hardy class H2. However, its close cousins, e.g. the Bergman space A2, the Dirichlet space D, the model subspaces Kt, and the de Branges-Rovnyak spaces H(b), have also been the center of attention in the past two decades. Studying the Hilbert spaces of analytic functions and the operators acting on them, as well as their applications in other parts of mathematics or engineering were the main subjects of this program. During the program, the world leading experts on function spaces gathered and discussed the new achievements and future venues of research on analytic function spaces, their operators, and their applications in other domains. With more than 250 hours of lectures by prominent mathematicians, a wide variety of topics were covered. More explicitly, there were mini-courses and workshops on Hardy Spaces, Dirichlet Spaces, Bergman Spaces, Model Spaces, Interpolation and Sampling, Riesz Bases, Frames and Signal Processing, Bounded Mean Oscillation, de Branges-Rovnyak Spaces, Operators on Function Spaces, Truncated Toeplitz Operators, Blaschke Products and Inner Functions, Discrete and Continuous Semigroups of Composition Operators, The Corona Problem, Non-commutative Function Theory, Drury-Arveson Space, and Convergence of Scattering Data and Non-linear Fourier Transform. At the end of each week, there was a high profile colloquium talk on the current topic. The program also contained two semester-long advanced courses on Schramm Loewner Evolution and Lattice Models and Reproducing Kernel Hilbert Space of Analytic Functions. The current volume features a more detailed version of some of the talks presented during the program.

Littlewood-Paley theory was developed to study function spaces in harmonic analysis and partial differential equations. Recently, it has contributed to the development of the *q-transform and wavelet decompositions. Based on lectures presented at the NSF-CBMS Regional Research Conference on Harmonic Analysis and Function Spaces, held at Auburn University in July 1989, this book is aimed at mathematicians, as well as mathematically literate scientists and engineers interested in harmonic analysis or wavelets. The authors provide not only a general understanding of the area of harmonic analysis relating to Littlewood-Paley theory and atomic and wavelet decompositions, but also some motivation and background helpful in understanding the recent theory of wavelets. The book begins with some simple examples which provide an overview of the classical Littlewood-Paley theory. The *q-transform, wavelet, and smooth atomic expansions are presented as natural extensions of the classical theory. Finally, applications to harmonic analysis (Calderon-Zygmund operators), signal processing (compression), and mathematical physics (potential theory) are discussed.

The book deals with the two scales Bsp,q and Fsp,q of spaces of distributions, where ‐∞s∞ and 0p,q≤∞, which include many classical and modern spaces, such as Hölder spaces, Zygmund classes, Sobolev spaces, Besov spaces, Bessel-potential spaces, Hardy spaces and spaces of BMO-type. It is the main aim of this book to give a unified treatment of the corresponding spaces on the Euclidean n-space Rsubn

This book, the result of the authors' long and fruitful collaboration, focuses on integral operators in new, non-standard function spaces and presents a systematic study of the boundedness and compactness properties of basic, harmonic analysis integral operators in the following function spaces, among others: variable exponent Lebesgue and amalgam spaces, variable Hölder spaces, variable exponent Campanato, Morrey and Herz spaces, Iwaniec-Sbordone (grand Lebesgue) spaces, grand variable exponent Lebesgue spaces unifying the two spaces mentioned above, grand Morrey spaces, generalized grand Morrey spaces, and weighted analogues of some of them. The results obtained are widely applied to non-linear PDEs, singular integrals and PDO theory. One of the book's most distinctive features is that the majority of the statements proved here are in the form of criteria. The book is intended for a broad audience, ranging from researchers in the area to experts in applied mathematics and prospective students.

This concise monograph explores how core ideas in Hardy space function theory and operator theory continue to be useful and informative in new settings, leading to new insights for noncommutative multivariable operator theory. Beginning with a review of the confluence of system theory ideas and reproducing kernel techniques, the book then covers representations of backward-shift-invariant subspaces in the Hardy space as ranges of observability operators, and representations for forward-shift-invariant subspaces via a Beurling–Lax representer equal to the transfer function of the linear system. This pair of backward-shift-invariant and forward-shift-invariant subspace form a generalized orthogonal decomposition of the ambient Hardy space. All this leads to the de Branges–Rovnyak model theory and characteristic operator function for a Hilbert space contraction operator. The chapters that follow generalize the system theory and reproducing kernel techniques to enable an extension of the ideas above to weighted Bergman space multivariable settings.

The theory of function spaces endowed with the topology of point wise convergence, or Cp-theory, exists at the intersection of three important areas of mathematics: topological algebra, functional analysis, and general topology. Cp-theory has an important role in the classification and unification of heterogeneous results from each of these areas of research. Through over 500 carefully selected problems and exercises, this volume provides a self-contained introduction to Cp-theory and general topology. By systematically introducing each of the major topics in Cp-theory, this volume is designed to bring a dedicated reader from basic topological principles to the frontiers of modern research. Key features include: - A unique problem-based introduction to the theory of function spaces. - Detailed solutions to each of the presented problems and exercises. - A comprehensive bibliography reflecting the state-of-the-art in modern Cp-theory. - Numerous open problems and directions for further research. This volume can be used as a textbook for courses in both Cp-theory and general topology as well as a reference guide for specialists studying Cp-theory and related topics. This book also provides numerous topics for PhD specialization as well as a large variety of material suitable for graduate research.