Download or read book The Axiom of Constructibility written by K. J. Devlin and published by Springer. This book was released on 2006-11-15 with total page 105 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Bandit Algorithms written by Tor Lattimore and published by Cambridge University Press. This book was released on 2020-07-16 with total page 537 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive and rigorous introduction for graduate students and researchers, with applications in sequential decision-making problems.
Download or read book Introduction to Stochastic Calculus with Applications written by Fima C. Klebaner and published by Imperial College Press. This book was released on 2005 with total page 431 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents a concise treatment of stochastic calculus and its applications. It gives a simple but rigorous treatment of the subject including a range of advanced topics, it is useful for practitioners who use advanced theoretical results. It covers advanced applications, such as models in mathematical finance, biology and engineering.Self-contained and unified in presentation, the book contains many solved examples and exercises. It may be used as a textbook by advanced undergraduates and graduate students in stochastic calculus and financial mathematics. It is also suitable for practitioners who wish to gain an understanding or working knowledge of the subject. For mathematicians, this book could be a first text on stochastic calculus; it is good companion to more advanced texts by a way of examples and exercises. For people from other fields, it provides a way to gain a working knowledge of stochastic calculus. It shows all readers the applications of stochastic calculus methods and takes readers to the technical level required in research and sophisticated modelling.This second edition contains a new chapter on bonds, interest rates and their options. New materials include more worked out examples in all chapters, best estimators, more results on change of time, change of measure, random measures, new results on exotic options, FX options, stochastic and implied volatility, models of the age-dependent branching process and the stochastic Lotka-Volterra model in biology, non-linear filtering in engineering and five new figures.Instructors can obtain slides of the text from the author.
Download or read book Random Walk and the Heat Equation written by Gregory F. Lawler and published by American Mathematical Soc.. This book was released on 2010-11-22 with total page 170 pages. Available in PDF, EPUB and Kindle. Book excerpt: The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equation and considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is generally not presented at the undergraduate level. In this book, Lawler introduces the heat equations and the closely related notion of harmonic functions from a probabilistic perspective. The theme of the first two chapters of the book is the relationship between random walks and the heat equation. This first chapter discusses the discrete case, random walk and the heat equation on the integer lattice; and the second chapter discusses the continuous case, Brownian motion and the usual heat equation. Relationships are shown between the two. For example, solving the heat equation in the discrete setting becomes a problem of diagonalization of symmetric matrices, which becomes a problem in Fourier series in the continuous case. Random walk and Brownian motion are introduced and developed from first principles. The latter two chapters discuss different topics: martingales and fractal dimension, with the chapters tied together by one example, a random Cantor set. The idea of this book is to merge probabilistic and deterministic approaches to heat flow. It is also intended as a bridge from undergraduate analysis to graduate and research perspectives. The book is suitable for advanced undergraduates, particularly those considering graduate work in mathematics or related areas.
Download or read book Compactness and Contradiction written by Terence Tao and published by American Mathematical Soc.. This book was released on 2013-03-22 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: There are many bits and pieces of folklore in mathematics that are passed down from advisor to student, or from collaborator to collaborator, but which are too fuzzy and nonrigorous to be discussed in the formal literature. Traditionally, it was a matter
Download or read book Computability and Randomness written by André Nies and published by OUP Oxford. This book was released on 2012-03-29 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: The interplay between computability and randomness has been an active area of research in recent years, reflected by ample funding in the USA, numerous workshops, and publications on the subject. The complexity and the randomness aspect of a set of natural numbers are closely related. Traditionally, computability theory is concerned with the complexity aspect. However, computability theoretic tools can also be used to introduce mathematical counterparts for the intuitive notion of randomness of a set. Recent research shows that, conversely, concepts and methods originating from randomness enrich computability theory. The book covers topics such as lowness and highness properties, Kolmogorov complexity, betting strategies and higher computability. Both the basics and recent research results are desribed, providing a very readable introduction to the exciting interface of computability and randomness for graduates and researchers in computability theory, theoretical computer science, and measure theory.
Download or read book Stochastic Multiplayer Games written by Michael Ummels and published by Amsterdam University Press. This book was released on 2010-12 with total page 174 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic games provide a versatile model for reactive systems that are affected by random events. This dissertation advances the algorithmic theory of stochastic games to incorporate multiple players, whose objectives are not necessarily conflicting. The basis of this work is a comprehensive complexity-theoretic analysis of the standard game-theoretic solution concepts in the context of stochastic games over a finite state space. One main result is that the constrained existence of a Nash equilibrium becomes undecidable in this setting. This impossibility result is accompanied by several positive results, including efficient algorithms for natural special cases.
Download or read book Infinity And Truth written by Chi Tat Chong and published by World Scientific. This book was released on 2013-11-28 with total page 245 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume is based on the talks given at the Workshop on Infinity and Truth held at the Institute for Mathematical Sciences, National University of Singapore, from 25 to 29 July 2011. The chapters cover topics in mathematical and philosophical logic that examine various aspects of the foundations of mathematics. The theme of the volume focuses on two basic foundational questions: (i) What is the nature of mathematical truth and how does one resolve questions that are formally unsolvable within the Zermelo-Fraenkel Set Theory with the Axiom of Choice, and (ii) Do the discoveries in mathematics provide evidence favoring one philosophical view over others? These issues are discussed from the vantage point of recent progress in foundational studies.The final chapter features questions proposed by the participants of the Workshop that will drive foundational research. The wide range of topics covered here will be of interest to students, researchers and mathematicians concerned with issues in the foundations of mathematics.
Download or read book Nonstandard Analysis for the Working Mathematician written by Peter A. Loeb and published by Springer. This book was released on 2015-08-26 with total page 485 pages. Available in PDF, EPUB and Kindle. Book excerpt: Starting with a simple formulation accessible to all mathematicians, this second edition is designed to provide a thorough introduction to nonstandard analysis. Nonstandard analysis is now a well-developed, powerful instrument for solving open problems in almost all disciplines of mathematics; it is often used as a ‘secret weapon’ by those who know the technique. This book illuminates the subject with some of the most striking applications in analysis, topology, functional analysis, probability and stochastic analysis, as well as applications in economics and combinatorial number theory. The first chapter is designed to facilitate the beginner in learning this technique by starting with calculus and basic real analysis. The second chapter provides the reader with the most important tools of nonstandard analysis: the transfer principle, Keisler’s internal definition principle, the spill-over principle, and saturation. The remaining chapters of the book study different fields for applications; each begins with a gentle introduction before then exploring solutions to open problems. All chapters within this second edition have been reworked and updated, with several completely new chapters on compactifications and number theory. Nonstandard Analysis for the Working Mathematician will be accessible to both experts and non-experts, and will ultimately provide many new and helpful insights into the enterprise of mathematics.
Download or read book Constructibility written by Keith J. Devlin and published by Cambridge University Press. This book was released on 2017-03-16 with total page 438 pages. Available in PDF, EPUB and Kindle. Book excerpt: A comprehensive account of the theory of constructible sets at an advanced level, aimed at graduate mathematicians.
Download or read book Introduction to Arithmetic Groups written by Armand Borel and published by American Mathematical Soc.. This book was released on 2019-11-07 with total page 118 pages. Available in PDF, EPUB and Kindle. Book excerpt: Fifty years after it made the transition from mimeographed lecture notes to a published book, Armand Borel's Introduction aux groupes arithmétiques continues to be very important for the theory of arithmetic groups. In particular, Chapter III of the book remains the standard reference for fundamental results on reduction theory, which is crucial in the study of discrete subgroups of Lie groups and the corresponding homogeneous spaces. The review of the original French version in Mathematical Reviews observes that “the style is concise and the proofs (in later sections) are often demanding of the reader.” To make the translation more approachable, numerous footnotes provide helpful comments.
Download or read book Metric Structures for Riemannian and Non Riemannian Spaces written by Mikhail Gromov and published by Springer Science & Business Media. This book was released on 2007-06-25 with total page 594 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is an English translation of the famous "Green Book" by Lafontaine and Pansu (1979). It has been enriched and expanded with new material to reflect recent progress. Additionally, four appendices, by Gromov on Levy's inequality, by Pansu on "quasiconvex" domains, by Katz on systoles of Riemannian manifolds, and by Semmes overviewing analysis on metric spaces with measures, as well as an extensive bibliography and index round out this unique and beautiful book.
Download or read book Microeconomic Foundations I written by David M. Kreps and published by Princeton University Press. This book was released on 2013 with total page 583 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides a rigorous treatment of some of the basic tools of economic modeling and reasoning, along with an assessment of the strengths and weaknesses of these tools.
Download or read book Analysis I written by Terence Tao and published by Springer. This book was released on 2016-08-29 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is part one of a two-volume book on real analysis and is intended for senior undergraduate students of mathematics who have already been exposed to calculus. The emphasis is on rigour and foundations of analysis. Beginning with the construction of the number systems and set theory, the book discusses the basics of analysis (limits, series, continuity, differentiation, Riemann integration), through to power series, several variable calculus and Fourier analysis, and then finally the Lebesgue integral. These are almost entirely set in the concrete setting of the real line and Euclidean spaces, although there is some material on abstract metric and topological spaces. The book also has appendices on mathematical logic and the decimal system. The entire text (omitting some less central topics) can be taught in two quarters of 25–30 lectures each. The course material is deeply intertwined with the exercises, as it is intended that the student actively learn the material (and practice thinking and writing rigorously) by proving several of the key results in the theory.
Download or read book Topology I written by S.P. Novikov and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 326 pages. Available in PDF, EPUB and Kindle. Book excerpt: This up-to-date survey of the whole field of topology is the flagship of the topology subseries of the Encyclopaedia. The book gives an overview of various subfields, beginning with the elements and proceeding right up to the present frontiers of research.
Download or read book Turing Computability written by Robert I. Soare and published by Springer. This book was released on 2016-06-20 with total page 289 pages. Available in PDF, EPUB and Kindle. Book excerpt: Turing's famous 1936 paper introduced a formal definition of a computing machine, a Turing machine. This model led to both the development of actual computers and to computability theory, the study of what machines can and cannot compute. This book presents classical computability theory from Turing and Post to current results and methods, and their use in studying the information content of algebraic structures, models, and their relation to Peano arithmetic. The author presents the subject as an art to be practiced, and an art in the aesthetic sense of inherent beauty which all mathematicians recognize in their subject. Part I gives a thorough development of the foundations of computability, from the definition of Turing machines up to finite injury priority arguments. Key topics include relative computability, and computably enumerable sets, those which can be effectively listed but not necessarily effectively decided, such as the theorems of Peano arithmetic. Part II includes the study of computably open and closed sets of reals and basis and nonbasis theorems for effectively closed sets. Part III covers minimal Turing degrees. Part IV is an introduction to games and their use in proving theorems. Finally, Part V offers a short history of computability theory. The author has honed the content over decades according to feedback from students, lecturers, and researchers around the world. Most chapters include exercises, and the material is carefully structured according to importance and difficulty. The book is suitable for advanced undergraduate and graduate students in computer science and mathematics and researchers engaged with computability and mathematical logic.
Download or read book From Topology to Computation Proceedings of the Smalefest written by Morris W. Hirsch and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 620 pages. Available in PDF, EPUB and Kindle. Book excerpt: An extraordinary mathematical conference was held 5-9 August 1990 at the University of California at Berkeley: From Topology to Computation: Unity and Diversity in the Mathematical Sciences An International Research Conference in Honor of Stephen Smale's 60th Birthday The topics of the conference were some of the fields in which Smale has worked: • Differential Topology • Mathematical Economics • Dynamical Systems • Theory of Computation • Nonlinear Functional Analysis • Physical and Biological Applications This book comprises the proceedings of that conference. The goal of the conference was to gather in a single meeting mathemati cians working in the many fields to which Smale has made lasting con tributions. The theme "Unity and Diversity" is enlarged upon in the section entitled "Research Themes and Conference Schedule." The organizers hoped that illuminating connections between seemingly separate mathematical sub jects would emerge from the conference. Since such connections are not easily made in formal mathematical papers, the conference included discussions after each of the historical reviews of Smale's work in different fields. In addition, there was a final panel discussion at the end of the conference.
