: Éric Charpentier, Annick Lesne, Nikolaï K. Nikolski
: Eric Charpentier, Annick LESNE, Nikolaï K. Nikolski
: Kolmogorov's Heritage in Mathematics
: Springer-Verlag
: 9783540363514
: 1
: CHF 74.40
:
: Grundlagen
: English
: 318
: Wasserzeichen
: PC/MAC/eReader/Tablet
: PDF

In this book, several world experts present (one part of) the mathematical heritage of Kolmogorov. Each chapter treats one of his research themes or a subject invented as a consequence of his discoveries. The authors present his contributions, his methods, the perspectives he opened to us, and the way in which this research has evolved up to now. Coverage also includes examples of recent applications and a presentation of the modern prospects.

Contents6
List of Contributors8
Introduction10
Acknowledgements15
1 The youth of Andrei Nikolaevich and Fourier series16
1.1 Convergence and divergence of Fourier series16
1.2 Harmonic conjugates and Fourier series18
1.3 Fourier series, integration and probability19
1.4 The descendants of the articles of young Kolmogorov21
Appendix: Two other aspects of Kolmogorov’s results concerning harmonic conjugates24
I The A-integral of Kolmogorov24
II On the weak (1,1) type of the harmonic conjugate25
References25
2 Kolmogorov’s contribution to intuitionistic logic28
2.1 The first paper (1925). Formalization of intuitionistic logic28
2.2 Classical and intuitionistic mathematics35
2.3 Refinements of Kolmogorov’s result38
2.4 A calculus of problems39
2.5 Some recent developments41
2.6 A calculus of problems for classical logic?43
References45
3 Some aspects of the probabilistic work50
3.1 Introduction50
3.2 The axiomatization of probability calculus51
3.3 Limit theorems and series of independent random variables55
3.4 Processes in continuous time60
References73
4 Infinite-dimensional Kolmogorov equations76
4.1 Introduction and setting of the problem76
4.2 The Ornstein-Uhlenbeck semigroup87
4.3 Regular nonlinearities94
4.4 Some Kolmogorov equations arising in the applications95
References102
5 From Kolmogorov’s theorem on empirical distribution to number theory106
5.1 Introduction106
5.2 New estimates for uniform order statistics109
5.3 Number theory applications112
Acknowledgement115
References115
6 Kolmogorov’s e-entropy and the problem of statistical estimation118
6.1 Overview of the problem: parametric and non- parametric statistics118
6.2 Notations and definitions120
6.3 The Kullback-Leibler distance and the maximum likelihood estimator123
6.4 The entropy of a partition and Fano’s inequality124
6.5 The lower bound for the minimax risk130
6.6 Consistency of the estimation137
6.7 The estimator of the minimal distance138
6.8 Using entropy to estimate a density141
Conclusion144
References144
7 Kolmogorov and topology148
7.1 Prelude148
7.2 The main topological results of A. N. Kolmogorov151
7.3 A topological idea of Kolmogorov156
References157
8 Geometry and approximation theory in A. N. Kolmogorov’s works160
8.1 Geometric motives in Kolmogorov’s works160
8.2 Kolmogorov’s works on the approximation theory176
References184
9 Kolmogorov and population dynamics186
9.1 Introduction186
9.2 From Volterra equations to Gause equations187
9.3 The Kolmogorov equations188
9.4 Technical aspects190
9.5 The impact191
References193
10 Resonances and small divisors196
10.1 A periodic world196
10.2 Kepler, Newton. . .200
10.3 An almost periodic world203
10.4 Lagrange and Laplace: the almost periodic world203
10.5 Poincar´e and chaos207
10.6 A “toy model” of the theory of perturbations208
10.7 Solution to the stability problem “in the toy model”214
10.8 Are the irrational diophantine numbers rare or abundant?216
10.9 A statement of the theorem of Kolmogorov- Arnold- Moser217
10.10 Is the KAM theorem useful in our solar system?219
References221
11 The KAM Theorem224
11.1 The solar system225
11.2 The forced pendulum233
11.3 Summary of Hamiltonian mechanics236
11.4 A precise statement of Kolmogorov’s theorem241
11.5 Strategy of the proof242
References246
12 From Kolmogorov’s work on entropy of dynamical systems to non- uniformly hyperbolic dynamics248
12.1 General dynamical systems248
12.2 Kolmogorov’s paper on entropy249
12.3 The notion of hyperbolicity251
12.4 Lorenz system252
12.5 Hyperbolicity in one-dimensional systems253
12.6 Two-dimensional systems255
12.7 Conservative systems256
12.8 Conclusion258
References258
13 From Hilbert’s 13th Problem to the theory of neural networks: constructive aspects of Kolmogorov’s Superposition Theorem262
13.1 Hilbert’s 13th problem262
13.2 Kolmogorov’s Superposition Theorem264
13.3 Computability of Sprecher’s function266
13.4 A computable Kolmogorov Superposition Theorem274
13.5 Aspects of dimension277
13.6 Aspects of constructivity279
13.7 Applications to feedforward neural networks281
13.8 Conclusion284
13.9 Acknowledgement285
References285
14 Kolmogorov complexity290
14.1 Algorithms290
14.2 Descriptions and sizes294
14.3 Gödel’s theorem297
14.4 Definition of randomness301
Acknowledgement307
References307
15 Algorithmic chaos and the incompressibility method310
15.1 Introduction310
15.2 Kolmogorov complexity313
15.3 Algorithmic chaos theory318
Acknowledgement325
References325