الصفحة 22
الصفحة 22
Extreme Value Theory : An Introduction
Extreme Value Theory offers a careful, coherent exposition of the subject starting from the probabilistic and mathematical foundations and proceeding to the statistical theory. The book covers both the classical one-dimensional case as well as finite- and infinite-dimensional settings. All the main topics at the heart of the subject are introduced in a systematic fashion so that in the final chapter even the most recent developments in the theory can be understood. The treatment is geared toward applications. The presentation concentrates on the probabilistic and statistical aspects of extreme values such as limiting results, domains of attraction and development of estimators without emphasizing related topics such as point processes, empirical distribution functions and Brownian motion.
Extreme Financial Risks : From Dependence to Risk Management
Portfolio analysis and optimization, together with the associated risk assessment and management, require knowledge of the likely distributions of returns at different time scales and insights into the nature and properties of dependences between the different assets. This book offers an original and thorough treatment of these two domains, focusing mainly on the concepts and tools that remain valid for large and extreme price moves. Strong emphasis is placed on the theory of copulas and their empirical testing and calibration, because they offer intrinsic and complete measures of dependences.
Exponentially Dichotomous Operators and Applications
In this monograph the natural evolution operators of autonomous first-order differential equations with exponential dichotomy on an arbitrary Banach space are studied in detail. Characterizations of these so-called exponentially dichotomous operators in terms of their resolvents and additive and multiplicative perturbation results are given. The general theory of the first three chapters is then followed by applications to Wiener-Hopf factorization and Riccati equations, transport equations, diffusion equations of indefinite Sturm-Liouville type, noncausal infinite-dimensional linear continuous-time systems, and functional differential equations of mixed type.
Existence and Regularity Properties of the Integrated Density of States of Random Schrödinger Operators
The theory of random Schrödinger operators is devoted to the mathematical analysis of quantum mechanical Hamiltonians modeling disordered solids. Apart from its importance in physics, it is a multifaceted subject in its own right, drawing on ideas and methods from various mathematical disciplines like functional analysis, selfadjoint operators, PDE, stochastic processes and multiscale methods. The present text describes in detail a quantity encoding spectral features of random operators: the integrated density of states or spectral distribution function. Various approaches to the construction of the integrated density of states and the proof of its regularity properties are presented.
Exercises in Modules and Rings
This Problem Book offers a compendium of 639 exercises of varying degrees of difficulty in the subject of modules and rings at the graduate level. The material covered includes projective, injective, and flat modules, homological and uniform dimensions, noncommutative localizations and Goldie’s theorems, maximal rings of quotients, Frobenius and quasi-Frobenius rings, as well as Morita’s classical theory of category dualities and equivalences. Each of the nineteen sections begins with an introduction giving the general background and the theoretical basis for the problems that follow. All exercises are solved in full detail; many are accompanied by pertinent historical and bibliographical information, or a commentary on possible improvements, generalizations, and latent connections to other problems.
Evolutionary Equations : Picard's Theorem for Partial Differential Equations, and Applications
This book provides a solution theory for time-dependent partial differential equations, which classically have not been accessible by a unified method. Instead of using sophisticated techniques and methods, the approach is elementary in the sense that only Hilbert space methods and some basic theory of complex analysis are required. Nevertheless, key properties of solutions can be recovered in an elegant manner.
Evolutionary Computation for Modeling and Optimization
Evolutionary Computation for Optimization and Modeling is an introduction to evolutionary computation, a field which includes genetic algorithms, evolutionary programming, evolution strategies, and genetic programming. The text is a survey of some application of evolutionary algorithms. It introduces mutation, crossover, design issues of selection and replacement methods, the issue of populations size, and the question of design of the fitness function. It also includes a methodological material on efficient implementation. Some of the other topics in this book include the design of simple evolutionary algorithms, applications to several types of optimization, evolutionary robotics, simple evolutionary neural computation, and several types of automatic programming including genetic programming. The book gives applications to biology and bioinformatics and introduces a number of tools that can be used in biological modeling, including evolutionary game theory. Advanced techniques such as cellular encoding, grammar based encoding, and graph based evolutionary algorithms are also covered.
Evolution Algebras and their Applications
Behind genetics and Markov chains, there is an intrinsic algebraic structure. It is defined as a type of new algebra: as evolution algebra. This concept lies between algebras and dynamical systems. Algebraically, evolution algebras are non-associative Banach algebras; dynamically, they represent discrete dynamical systems. Evolution algebras have many connections with other mathematical fields including graph theory, group theory, stochastic processes, dynamical systems, knot theory, 3-manifolds, and the study of the Ihara-Selberg zeta function. In this volume the foundation of evolution algebra theory and applications in non-Mendelian genetics and Markov chains is developed, with pointers to some further research topics.
Evaluating clinical research : All that glitters is not gold
The objective of this book is to make its readers better informed and more critical consumers of clinical research to help them recognize the strengths and the weaknesses of scientific publications. In doing so, the reader will be able to distinguish patient-important and methodologically sound studies from those having limitations in design, conduct and interpretation.
Estimation of Dependences Based on Empirical Data
EDBED is the important milestone in the development of empirical inference theory and I would like to explain why. S- ond, during these years, there were a lot of discussions between supporters of the new 1 paradigm (now it is called the VC theory ) and the old one (classical statistics).
Estimation in Conditionally Heteroscedastic Time Series Models
ARCH (autoregressive conditionally heteroscedastic), is well-suited for the description of economic and financial price. Nowadays ARCH has been replaced by more general and more sophisticated models, such as GARCH (generalized autoregressive heteroscedastic). This monograph concentrates on mathematical statistical problems associated with fitting conditionally heteroscedastic time series models to data. This includes the classical statistical issues of consistency and limiting distribution of estimators. Particular attention is addressed to (quasi) maximum likelihood estimation and misspecified models, along to phenomena due to heavy-tailed innovations. The used methods are based on techniques applied to the analysis of stochastic recurrence equations. Proofs and arguments are given wherever possible in full mathematical rigour. Moreover, the theory is illustrated by examples and simulation studies.
Essentials of Excel VBA, Python, and R Vol. I : Financial statistics and portfolio analysis
Teaches statistical analyses and research methods utilizing business case studies and financial data, with the applications of Excel VBA, Python and R. Each chapter engages the reader with sample data drawn from individual stocks, stock indices, options, and futures. Now in its second edition, it has been expanded into two volumes, each of which is devoted to specific parts of the business analytics curriculum. To reflect the current age of data science and machine learning, the used applications have been updated from Minitab and SAS to Python and R.
Essential Topology
Taking a direct route, Essential Topology brings the most important aspects of modern topology within reach of a second-year undergraduate student. Based on courses given at the University of Wales Swansea, it begins with a discussion of continuity and, by way of many examples, leads to the celebrated ""Hairy Ball theorem"" and on to homotopy and homology: the cornerstones of contemporary algebraic topology. While containing all the key results of basic topology, Essential Topology never allows itself to get mired in details. Instead, the focus throughout is on providing interesting examples that clarify the ideas and motivate the student, reflecting the fact that these are often the key examples behind current research.
Essays in Constructive Mathematics
This book aims to promote constructive mathematics, not by defining it or formalizing it, but by practicing it, by basing all definitions and proofs on finite algorithms. The topics covered derive from classic works of nineteenth century mathematics---among them Galois' theory of algebraic equations, Gauss's theory of binary quadratic forms and Abel's theorem about integrals of rational differentials on algebraic curves. It is not surprising that the first two topics can be treated constructively---although the constructive treatments shed a surprising amount of light on them---but the last topic, involving integrals and differentials as it does, might seem to call for infinite processes. In this case too, however, finite algorithms suffice to define the genus of an algebraic curve, to prove that birationally equivalent curves have the same genus, and to prove the Riemann-Roch theorem. The main algorithm in this case is Newton's polygon, which is given a full treatment. Other topics covered include the fundamental theorem of algebra, the factorization of polynomials over an algebraic number field, and the spectral theorem for symmetric matrices.
Espaces vectoriels topologiques : Chapitres 1à 5 = Topological vector spaces : Chapters 1 to 5
The Mathematics Elements of Nicolas BOURBAKI aim to provide a rigorous, systematic presentation without prerequisites of mathematics from their foundations. This book is the fifth of the treatise; it is devoted to the basics of functional analysis. It contains in particular the Hahn-Banach theorem and the Banach-Steinhaus theorem.
Esercizi di finanza matematica = Mathematical finance exercises
This is a collection of exercises that illustrates some fundamental aspects of Mathematical Finance, in particular the valuation of derivatives. It is aimed at students of master's degree courses, but can also be successfully used in first level degree courses, by students who have adequate mathematical training (degree courses in mathematics, engineering). The resolution of the exercises is addressed with the use of methods of both Probability Theory (stochastic processes) and Mathematical Analysis (Partial Derivative Equations).
Error-Correcting Linear Codes : Classification by Isometry and Applications
This text offers a thorough introduction to the mathematical concepts behind the theory of error-correcting linear codes. Care is taken to introduce the necessary algebraic concepts, for instance the theory of finite fields, the polynomial rings over such fields and the ubiquitous concept of group actions that allows the classification of codes by isometry. The book provides in-depth coverage of important topics like cyclic codes and the coding theory used in compact disc players. The final four chapters cover advanced and algorithmic topics like the classification of linear codes by isometry, the enumeration of isometry classes, random generation of codes, the use of lattice basis reduction to compute minimum distances, the explicit construction of codes with given parameters, as well as the systematic evaluation of representatives of all isometry classes of codes.
Ernst Zermelo : An approach to his life and work
This biography attempts to shed light on all facets of Zermelo's life and achievements. Personal and scientific aspects are kept separate as far as coherence allows, in order to enable the reader to follow the one or the other of these threads. The description of his personality owes much to conversations with his late wife Gertrud. The presentation of his work explores motivations, aims, acceptance, and influence. Selected proofs and information gleaned from unpublished notes and letters add to the analysis.
Ergodic Dynamics : From Basic Theory to Applications
This textbook provides a broad introduction to the fields of dynamical systems and ergodic theory. Motivated by examples throughout, the author offers readers an approachable entry-point to the dynamics of ergodic systems. Modern and classical applications complement the theory on topics ranging from financial fraud to virus dynamics, offering numerous avenues for further inquiry. Starting with several simple examples of dynamical systems, the book begins by establishing the basics of measurable dynamical systems, attractors, and the ergodic theorems. From here, chapters are modular and can be selected according to interest. Highlights include the Perron–Frobenius theorem, which is presented with proof and applications that include Google PageRank. An in-depth exploration of invariant measures includes ratio sets and type III measurable dynamical systems using the von Neumann factor classification. Topological and measure theoretic entropy are illustrated and compared in detail, with an algorithmic application of entropy used to study the papillomavirus genome. A chapter on complex dynamics introduces Julia sets and proves their ergodicity for certain maps. Cellular automata are explored as a series of case studies in one and two dimensions, including Conway’s Game of Life and latent infections of HIV. Other chapters discuss mixing properties, shift spaces, and toral automorphisms.
Equilibrium States and the Ergodic Theory of Anosov Diffeomorphisms
For this printing of R. Bowen's book, J.-R. Chazottes has retyped it in TeX for easier reading, thereby correcting typos and bibliographic details. From the Preface by D. Ruelle: "Rufus Bowen has left us a masterpiece of mathematical exposition... Here a number of results which were new at the time are presented in such a clear and lucid style that Bowen's monograph immediately became a classic. More than thirty years later, many new results have been proved in this area, but the volume is as useful as ever because it remains the best introduction to the basics of the ergodic theory of hyperbolic systems."
