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Ernst Zermelo Heinz-Dieter Ebbinghaus in Cooperation with Volker Peckhaus Ernst Zermelo
Ernst Zermelo Heinz-Dieter Ebbinghaus In Cooperation with Volker Peckhaus Ernst Zermelo An Approach to His Life and Work With 42 Illustrations 123 Heinz-Dieter Ebbinghaus Mathematisches Institut Abteilung für Mathematische Logik Universität Freiburg Eckerstraße 1 79104 Freiburg, Germany E-mail: [email protected] Volker Peckhaus Kulturwissenschaftliche Fakultät Fach Philosophie Universität Paderborn War burger St raße 100 33098 Paderborn, Germany E-mail: [email protected] Library of Congress Control Number: 2007921876 Mathematics Subject Classification (2000): 01A70, 03-03, 03E25, 03E30, 49-03, 76-03, 82-03, 91-03 ISBN 978-3-540-49551-2 Springer Berlin Heidelberg New York This work is subject to copyright. All rights are reserved, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broad- casting, reproduction on microfilm or in any other way, and storage in data banks. Duplication of this publication or parts thereof is permitted only under the provisions of the German Copyright Law of September 9, 1965, in its current version, and permission for use must always be obtained from Springer. Violations are liable for prosecution under the German Copyright Law. Springer is a part of Springer Science+Business Media springer.com © Springer-Verlag Berlin Heidelberg 2007 The use of general descriptive names, registered names, trademarks, etc. in this publication does not imply, even in the absence of a specific statement, that such names are exempt from the relevant pro- tective laws and regulations and therefore free for general use. Typesetting by the author using a Springer TEX macro package Production: LE-TEX Jelonek, Schmidt & Vöckler GbR, Leipzig Cover design: WMXDesign GmbH, Heidelberg Printed on acid-free paper 46/3100/YL - 5 4 3 2 1 0 To the memory of Gertrud Zermelo (1902–2003) Preface Ernst Zermelo is best-known for the explicit statement of the axiom of choice and his axiomatization of set theory. -
P</Emphasis>-Variation, Calculus, and Index Estimation
Lithuanian Mathematical Journal, Vol. 46, No. 1, 2006 ROUGH FUNCTIONS: p-VARIATION, CALCULUS, AND INDEX ESTIMATION R. Norvaiša Institute of Mathematics and Informatics, Akademijos 4, LT-08663 Vilnius; Vilnius University, Naugarduko 24, LT-03225 Vilnius, Lithuania (e-mail: [email protected]) Abstract. In this paper, we give an overview of several dissipated results on the p-variation property of a function presented in a suitable way. More specifically, we attempt to show: (1) usefulness of this property in a calculus of rough functions; (2) a relatively thorough knowledge of the p-variation property of a sample function of basic stochastic processes; and (3) an almost unexplored area of statistical analysis seeking to estimate the p-variation index. Keywords: -variation, interval functions, refinement Young–Stieltjes integral, Kolmogorov integral, product integral, Nemyt- skii operator, integral equations, sample functions of stochastic processes, p-variation index, Orey index, oscillation summing index. 1. INTRODUCTION The p-variation is a generalization of the total variation of a function. More specifically, for 0 <p<∞ and −∞ <a<b<+∞,thep-variation of a real-valued function f on an interval [a,b] is vp(f ) := vp f ;[a,b] n p := sup f(ti) − f(ti−1) : a = t0 <t1 < ···<tn = b, n 1 . (1) i=1 We say that f has bounded p-variation if vp(f ) < ∞. Thus, a function has bounded total variation if it has bounded 1-variation. A regulated function f is called rough if it has infinite 1-variation, that is, if v1(f ) =+∞. The p-variation gives a convenient way to measure a degree of roughness. -
Appendix Nonatomic Measure Spaces
Appendix Nonatomic Measure Spaces In this appendix we collect some facts about finite measure spaces without (and with) atoms, which are applied in Chapter 7. Let (Ω, , µ) be a σ-finite measure space. Then an atom of µ is a set A with Sµ(A) > 0 such that for all C with C A, either µ(C) = 0 or µ(C∈) S = µ(A). By σ-finiteness, we have µ∈(A S) < + .(⊂Ω, , µ) or µ is called nonatomic if it has no atoms. ∞ S Proposition A.1. Let (Ω, , µ) be a nonatomic finite measure space with µ(Ω) > 0. Then for any cSwith 0 < c < µ(Ω), there is an A with µ(A) = c. ∈ S Proof. We can assume that µ(Ω) = 1. It will first be shown that for some C , 1/3 µ(C) 2/3. Suppose not. Let p := sup µ(B): µ(B) < 1/3 1/3.∈ SThen p≤ > 0 since≤Ω is not an atomand if 2/3 < µ({D) < 1, let B := Ω }D ≤. Take B with µ(B ) p. Let E := n B . It will be shown by induction\ n ∈ S n ↑ n j=1 j that µ(En) < 1/3 for all n. This is true for n = 1. Assuming it holds for a given n, we have µ(E ) = µ(E BS ) < (1/3)+(1/3) = 2/3. Thus by the n+1 n ∪ n+1 assumption that µ takes no values in [1/3, 2/3], µ(En+1) < 1/3, completing ∞ the induction. Let E := n=1 Bn. -
Computing Aspects of Problems in Non.Linear
COMPUTING ASPECTS OF PROBLEMS IN NON.LINEAR PREDICTION AND FILTERING by I. G. CUMMING A thesis submitted for the degree of Ph.D. in Engineering Centre for Computing and Automation, Imperial College, University of London, London, S.W.7. MAY 1967 _ 2 - ABSTRACT This thesis discusses some of the computational problems arising in the application of modern stochastic control theory. We deal with continuous time systems where two typical problems are the prediction of the future statistical behaviour of systems and the synthesis of systems designed from stochastic theory such as filters. In each case, computational problems occur if the system is non-linear or non-Gaussian. The non-linear prediction problem involves solving a parabolic partial differential equation, the Fokker-Planck equation, and we dis- cuss two numerical methods of solving this equation. Finding that these methods can only handle a restricted class of low-dimensional systems, we study Monte Carlo methods in the hopes of finding a more general solution procedure. We find these to be successful if we allow for accuracy limitations, and find that the theory of the Fokker- Planck equation can be extended to include the Monte Carlo solution of a wider class of parabolic equations than previous methods would accommodate. Monte Carlo methods involve the simulation of a stochastic system on a computer, and as the problem of synthesising a given system is the same as simulating it on a computer, the rest of the thesis centres around the theoretical and practical aspects of simulation techniques. We find in each case that the system we must simulate is a continuous Markov (diffusion) process, and that diffusion processes have properties which distinguish them from any process which can ,be constructed on a computer or in the physical world (we call these physical processes). -
Chapter 2 Measure Spaces
Chapter 2 Measure spaces 2.1 Sets and σ-algebras 2.1.1 Definitions Let X be a (non-empty) set; at this stage it is only a set, i.e., not yet endowed with any additional structure. Our eventual goal is to define a measure on subsets of X. As we have seen, we may have to restrict the subsets to which a measure is assigned. There are, however, certain requirements that the collection of sets to which a measure is assigned—measurable sets (;&$*$/ ;&7&"8)—should satisfy. If two sets are measurable, we would like their union, intersection and comple- ments to be measurable as well. This leads to the following definition: Definition 2.1 Let X be a non-empty set. A (boolean) algebra of subsets (%9"#-! ;&7&"8 -:) of X, is a non-empty collection of subsets of X, closed under finite unions (*5&2 $&(*!) and complementation. A (boolean) σ-algebra (%9"#-! %/#*2) ⌃ of subsets of X is a non-empty collection of subsets of X, closed under countable unions (%**1/ 0" $&(*!) and complementation. Comment: In the context of probability theory, the elements of a σ-algebra are called events (;&39&!/). Proposition 2.2 Let be an algebra of subsets of X. Then, contains X, the empty set, and it is closed under finite intersections. A A 8 Chapter 2 Proof : Since is not empty, it contains at least one set A . Then, A X A Ac and Xc ∈ A. Let A1,...,An . By= de∪ Morgan’s∈ A laws, = ∈ A n n c ⊂ A c Ak Ak . -
SOME REMARKS CONCERNING FINITELY Subaddmve OUTER MEASURES with APPUCATIONS
Internat. J. Math. & Math. Sci. 653 VOL. 21 NO. 4 (1998) 653-670 SOME REMARKS CONCERNING FINITELY SUBADDmVE OUTER MEASURES WITH APPUCATIONS JOHN E. KNIGHT Department of Mathematics Long Island University Brooklyn Campus University Plaza Brooklyn, New York 11201 U.S.A. (Received November 21, 1996 and in revised form October 29, 1997) ABSTRACT. The present paper is intended as a first step toward the establishment of a general theory of finitely subadditive outer measures. First, a general method for constructing a finitely subadditive outer measure and an associated finitely additive measure on any space is presented. This is followed by a discussion of the theory of inner measures, their construction, and the relationship of their properties to those of an associated finitely subadditive outer measure. In particular, the interconnections between the measurable sets determined by both the outer measure and its associated inner measure are examined. Finally, several applications of the general theory are given, with special attention being paid to various lattice related set functions. KEY WORDS AND PHRASES: Outer measure, inner measure, measurable set, finitely subadditive, superadditive, countably superadditive, submodular, supermodular, regular, approximately regular, condition (M). 1980 AMS SUBJECT CLASSIFICATION CODES: 28A12, 28A10. 1. INTRODUCTION For some time now countably subadditive outer measures have been studied from the vantage point of a general theory (e.g. see [4], [6]), but until now this has not been true for finitely subadditive outer measures. Although some effort has been made to explore the interconnections between certain specific examples of finitely subadditive outer measures (see [3], [7], [8], [10]), there is still no unifying framework for this subject analogous to the one for the countably subadditive case. -
Structural Features of the Real and Rational Numbers ENCYCLOPEDIA of MATHEMATICS and ITS APPLICATIONS
ENCYCLOPEDIA OF MATHEMATICS AND ITS APPLICATIONS FOUNDED BY G.-C. ROTA Editorial Board P. Flajolet, M. Ismail, E. Lutwak Volume 112 The Classical Fields: Structural Features of the Real and Rational Numbers ENCYCLOPEDIA OF MATHEMATICS AND ITS APPLICATIONS FOUNDING EDITOR G.-C. ROTA Editorial Board P. Flajolet, M. Ismail, E. Lutwak 40 N. White (ed.) Matroid Applications 41 S. Sakai Operator Algebras in Dynamical Systems 42 W. Hodges Basic Model Theory 43 H. Stahl and V. Totik General Orthogonal Polynomials 45 G. Da Prato and J. Zabczyk Stochastic Equations in Infinite Dimensions 46 A. Bj¨orner et al. Oriented Matroids 47 G. Edgar and L. Sucheston Stopping Times and Directed Processes 48 C. Sims Computation with Finitely Presented Groups 49 T. Palmer Banach Algebras and the General Theory of *-Algebras I 50 F. Borceux Handbook of Categorical Algebra I 51 F. Borceux Handbook of Categorical Algebra II 52 F. Borceux Handbook of Categorical Algebra III 53 V. F. Kolchin Random Graphs 54 A. Katok and B. Hasselblatt Introduction to the Modern Theory of Dynamical Systems 55 V. N. Sachkov Combinatorial Methods in Discrete Mathematics 56 V. N. Sachkov Probabilistic Methods in Discrete Mathematics 57 P. M. Cohn Skew Fields 58 R. Gardner Geometric Tomography 59 G. A. Baker, Jr., and P. Graves-Morris Pade´ Approximants, 2nd edn 60 J. Krajicek Bounded Arithmetic, Propositional Logic, and Complexity Theory 61 H. Groemer Geometric Applications of Fourier Series and Spherical Harmonics 62 H. O. Fattorini Infinite Dimensional Optimization and Control Theory 63 A. C. Thompson Minkowski Geometry 64 R. B. Bapat and T. -
Theory of the Integral
THEORY OF THE INTEGRAL Brian S. Thomson Simon Fraser University CLASSICALREALANALYSIS.COM This text is intended as a treatise for a rigorous course introducing the ele- ments of integration theory on the real line. All of the important features of the Riemann integral, the Lebesgue integral, and the Henstock-Kurzweil integral are covered. The text can be considered a sequel to the four chapters of the more elementary text THE CALCULUS INTEGRAL which can be downloaded from our web site. For advanced readers, however, the text is self-contained. For further information on this title and others in the series visit our website. www.classicalrealanalysis.com There are free PDF files of all of our texts available for download as well as instructions on how to order trade paperback copies. We also allow access to the content of our books on GOOGLE BOOKS and on the AMAZON Search Inside the Book feature. COVER IMAGE: This mosaic of M31 merges 330 individual images taken by the Ultravio- let/Optical Telescope aboard NASA’s Swift spacecraft. It is the highest-resolution image of the galaxy ever recorded in the ultraviolet. The image shows a region 200,000 light-years wide and 100,000 light-years high (100 arcminutes by 50 arcminutes). Credit: NASA/Swift/Stefan Immler (GSFC) and Erin Grand (UMCP) —http://www.nasa.gov/mission_pages/swift/bursts/uv_andromeda.html Citation: Theory of the Integral, Brian S. Thomson, ClassicalRealAnalysis.com (2013), [ISBN 1467924393 ] Date PDF file compiled: June 11, 2013 ISBN-13: 9781467924399 ISBN-10: 1467924393 CLASSICALREALANALYSIS.COM Preface The text is a self-contained account of integration theory on the real line. -
Finitely Subadditive Outer Measures, Finitely Superadditive Inner Measures and Their Measurable Sets
Internat. J. Math. & Math. Sci. 461 VOL. 19 NO. 3 (1996) 461-472 FINITELY SUBADDITIVE OUTER MEASURES, FINITELY SUPERADDITIVE INNER MEASURES AND THEIR MEASURABLE SETS P. D. STRATIGOS Department of Mathematics Long Island University Brooklyn, NY 11201, USA (Received February 24, 1994 and in revised form April 28, 1995) ABSTRACT. Consider any set X A finitely subadditive outer measure on P(X) is defined to be a function u from 7(X) to R such that u()) 0 and u is increasing and finitely subadditive A finitely superadditive inner measure on 7:'(X) is defined to be a function p from (X) to R such that p(0) 0 and p is increasing and finitely superadditive (for disjoint unions) (It is to be noted that every finitely superadditive inner measure on 7(X) is countably superadditive This paper contributes to the study of finitely subadditive outer measures on P(X) and finitely superadditive inner measures on 7:'(X) and their measurable sets KEY WORDS AND PHRASES. Lattice space, lattice normality and countable compactness, lattice regularity and a-smoothness of a measure, finitely subadditive outer measure, finitely superadditive inner measure, regularity of a finitely subadditive outer measure 1991 AMS SUBJECT CLASSIFICATION CODES. 28A12, 28A60, 28C15 0. INTROI)UCTION Consider any set X and any lattice on X, The algebra on X generated by is denoted by .A() A measure on .A(/2) is defined to be a function/.t from Jl.() to R such that/.t is finitely additive and bounded. The set of all measures on .A() is denoted by M() and the set of all/-regular measures on Jr(/2) by M/(/2) A finitely subadditive outer measure on 7)(X) is defined to be a function u from '(X) to R such that u(0) 0 and u is increasing and finitely subadditive A finitely superadditive inner measure on P(X) is defined to be a function p from P(X) to R such that p() 0 and p is increasing and finitely superadditive (for disjoint unions). -
Densities for the Navier-Stokes Equations with Noise
Densities for the Navier–Stokes equations with noise Marco Romito DIPARTIMENTO DI MATEMATICA UNIVERSITÀ DI PISA LARGO BRUNO PONTECORVO 5 I–56127 PISA,ITALIA E-mail address: [email protected] URL: http://www.dm.unipi.it/pages/romito Leonardo Da Vinci, Royal Collection, Windsor, England, UK 2010 Mathematics Subject Classification. Primary 60G30, 35Q30, 35R60; Secondary 76D05, 76D06, 60H15, 60H30, 76M35 Key words and phrases. Density of laws, Navier–Stokes equations, stochastic partial differential equations, Malliavin calculus, Girsanov transformation, Besov spaces, Fokker–Planck equation ABSTRACT. One of the most important open problem for the Navier–Stokes equations concerns regularity of solutions. There is an extensive literature de- voted to the problem, both in the non–random and randomly forced case. Ex- istence of densities for the distribution of the solution is a probabilistic form of regularity and the course addresses some attempts at understanding, charac- terizing and proving existence of such mathematical objects. While the topic is somewhat specific, it offers the opportunity to introduce the mathematical theory of the Navier–Stokes equations, together with some of the most recent results, as well as a good selection of tools in stochastic analysis and in the theory of (stochastic) partial differential equations. In the first part of the course we give a quick introduction to the equations and discuss a few results in the literature related to densities and absolute con- tinuity. We then present four different methods to prove existence of a density with respect to the Lebesgue measure for the law of finite dimensional function- als of the solutions of the Navier-Stokes equations forced by Gaussian noise. -
FINITE ADDITIVITY VERSUS COUNTABLE ADDITIVITY: De FINETTI and SAVAGE
FINITE ADDITIVITY VERSUS COUNTABLE ADDITIVITY: De FINETTI AND SAVAGE N. H. BINGHAM Electronic J. History of Probability and Statistics 6.1 (2010), 33p R´esum´e L'arri`ere-planhistorique, d'abord de l'additivit´ed´enombrable et puis de l'additivit´efinie, est ´etudi´eici. Nous discutons le travail de de Finetti (en particulier, son livre posthume, de Finetti (2008)), mais aussi les travaux de Savage. Tous deux sont surtout (re)connus pour leurs contributions au domaine des statistiques; nous nous int´eressonsici `aleurs apports du point de vue de la th´eoriedes probabilit´es.Le probl`emede mesure est discut´e{ la possibilit´ed'´etendreune mesure `a tout sous-ensemble d'un espace de proba- bilit´e. La th´eoriedes jeux de hasard est ensuite pr´esent´eepour illustrer les m´eritesrelatifs de l'additivit´efinie et d´enombrable. Puis, nous consid´eronsla coh´erencedes d´ecisions,o`uun troisi`emecandidat apparait { la non-additivit´e. Nous ´etudionsalors l’influence de diff´erents choix d'axiomes de la th´eoriedes ensembles. Nous nous adressons aux six raisons avanc´espar Seidenfeld (2001) `al'appui de l'additivit´efinie, et faisons la critique des plusi`eresapproches `a la fr´equencelimite. Abstract The historical background of first countable additivity, and then finite ad- ditivity, in probability theory is reviewed. We discuss the work of the most prominent advocate of finite additivity, de Finetti (in particular, his posthu- mous book de Finetti (2008)), and also the work of Savage. Both were most noted for their contributions to statistics; our focus here is more from the point of view of probability theory. -
Burgin M. Hypernumbers and Extrafunctions.. Extending The
SpringerBriefs in Mathematics SpringerBriefs in Mathematics Series Editors Krishnaswami Alladi Nicola Bellomo Michele Benzi Tatsien Li Matthias Neufang Otmar Scherzer Dierk Schleicher Benjamin Steinberg Yuri Tschinkel Loring W. Tu George Yin Ping Zhang SpringerBriefs in Mathematics showcase expositions in all areas of mathematics and applied mathematics. Manuscripts presenting new results or a single new result in a classical field, new field, or an emerging topic, applications, or bridges between new results and already published works, are encouraged. The series is intended for mathematicians and applied mathematicians. For further volumes: http://www.springer.com/series/10030 Mark Burgin Hypernumbers and Extrafunctions Extending the Classical Calculus Mark Burgin Department of Mathematics University of California Los Angeles, CA 90095, USA ISSN 2191-8198 ISSN 2191-8201 (electronic) ISBN 978-1-4419-9874-3 ISBN 978-1-4419-9875-0 (eBook) DOI 10.1007/978-1-4419-9875-0 Springer New York Heidelberg Dordrecht London Library of Congress Control Number: 2012935428 Mathematics Subject Classification (2010): 46A45, 46G05, 46G12, 46H30, 46F10, 46F30 # Mark Burgin 2012 This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. Exempted from this legal reservation are brief excerpts in connection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work.