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Author: Winfried Just and Martin Weese
Publisher: American Mathematical Soc.
ISBN: 9780821872086
Category : Set theory
Languages : en
Pages : 244
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Book Description
Author: Winfried Just and Martin Weese
Publisher: American Mathematical Soc.
ISBN: 9780821872086
Category : Set theory
Languages : en
Pages : 244
Get Book Here
Book Description
Author: Winfried Just
Publisher: American Mathematical Soc.
ISBN: 0821805282
Category : Mathematics
Languages : en
Pages : 240
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Book Description
This is the second volume of a two-volume graduate text in set theory. The first volume covered the basics of modern set theory and was addressed primarily to beginning graduate students. The second volume is intended as a bridge between introductory set theory courses such as the first volume and advanced monographs that cover selected branches of set theory. The authors give short but rigorous introductions to set-theoretic concepts and techniques such as trees, partition calculus, cardinal invariants of the continuum, Martin's Axiom, closed unbounded and stationary sets, the Diamond Principle, and the use of elementary submodels. Great care is taken to motivate concepts and theorems presented.
Author: Winfried Just
Publisher: American Mathematical Soc.
ISBN: 0821802666
Category : Mathematics
Languages : en
Pages : 230
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Book Description
This book bridges the gap between the many elementary introductions to set theory that are available today and the more advanced, specialized monographs. The authors have taken great care to motivate concepts as they are introduced. The large number of exercises included make this book especially suitable for self-study. Students are guided towards their own discoveries in a lighthearted, yet rigorous manner.
Author: Peter G. Hinman
Publisher: CRC Press
ISBN: 1351991752
Category : Mathematics
Languages : en
Pages : 698
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Book Description
This introductory graduate text covers modern mathematical logic from propositional, first-order and infinitary logic and Gödel's Incompleteness Theorems to extensive introductions to set theory, model theory and recursion (computability) theory. Based on the author's more than 35 years of teaching experience, the book develops students' intuition by presenting complex ideas in the simplest context for which they make sense. The book is appropriate for use as a classroom text, for self-study, and as a reference on the state of modern logic.
Author: Nikolai Konstantinovich Vereshchagin
Publisher: American Mathematical Soc.
ISBN: 0821827316
Category : Mathematics
Languages : en
Pages : 130
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Book Description
The main notions of set theory (cardinals, ordinals, transfinite induction) are fundamental to all mathematicians, not only to those who specialize in mathematical logic or set-theoretic topology. Basic set theory is generally given a brief overview in courses on analysis, algebra, or topology, even though it is sufficiently important, interesting, and simple to merit its own leisurely treatment. This book provides just that: a leisurely exposition for a diversified audience. It is suitable for a broad range of readers, from undergraduate students to professional mathematicians who want to finally find out what transfinite induction is and why it is always replaced by Zorn's Lemma. The text introduces all main subjects of ``naive'' (nonaxiomatic) set theory: functions, cardinalities, ordered and well-ordered sets, transfinite induction and its applications, ordinals, and operations on ordinals. Included are discussions and proofs of the Cantor-Bernstein Theorem, Cantor's diagonal method, Zorn's Lemma, Zermelo's Theorem, and Hamel bases. With over 150 problems, the book is a complete and accessible introduction to the subject.
Author: John B. Conway
Publisher: American Mathematical Soc.
ISBN: 0821820656
Category : Mathematics
Languages : en
Pages : 390
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Book Description
Operator theory is a significant part of many important areas of modern mathematics: functional analysis, differential equations, index theory, representation theory, mathematical physics, and more. This text covers the central themes of operator theory, presented with the excellent clarity and style that readers have come to associate with Conway's writing. Early chapters introduce and review material on $C^*$-algebras, normal operators, compact operators, and non-normal operators. Some of the major topics covered are the spectral theorem, the functional calculus, and the Fredholm index. In addition, some deep connections between operator theory and analytic functions are presented. Later chapters cover more advanced topics, such as representations of $C^*$-algebras, compact perturbations, and von Neumann algebras. Major results, such as the Sz.-Nagy Dilation Theorem, the Weyl-von Neumann-Berg Theorem, and the classification of von Neumann algebras, are covered, as is a treatment of Fredholm theory. The last chapter gives an introduction to reflexive subspaces, which along with hyperreflexive spaces, are one of the more successful episodes in the modern study of asymmetric algebras. Professor Conway's authoritative treatment makes this a compelling and rigorous course text, suitable for graduate students who have had a standard course in functional analysis.
Author: Robert G. Bartle
Publisher: American Mathematical Society
ISBN: 147047901X
Category : Mathematics
Languages : en
Pages : 474
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Book Description
The theory of integration is one of the twin pillars on which analysis is built. The first version of integration that students see is the Riemann integral. Later, graduate students learn that the Lebesgue integral is ?better? because it removes some restrictions on the integrands and the domains over which we integrate. However, there are still drawbacks to Lebesgue integration, for instance, dealing with the Fundamental Theorem of Calculus, or with ?improper? integrals. This book is an introduction to a relatively new theory of the integral (called the ?generalized Riemann integral? or the ?Henstock-Kurzweil integral?) that corrects the defects in the classical Riemann theory and both simplifies and extends the Lebesgue theory of integration. Although this integral includes that of Lebesgue, its definition is very close to the Riemann integral that is familiar to students from calculus. One virtue of the new approach is that no measure theory and virtually no topology is required. Indeed, the book includes a study of measure theory as an application of the integral. Part 1 fully develops the theory of the integral of functions defined on a compact interval. This restriction on the domain is not necessary, but it is the case of most interest and does not exhibit some of the technical problems that can impede the reader's understanding. Part 2 shows how this theory extends to functions defined on the whole real line. The theory of Lebesgue measure from the integral is then developed, and the author makes a connection with some of the traditional approaches to the Lebesgue integral. Thus, readers are given full exposure to the main classical results. The text is suitable for a first-year graduate course, although much of it can be readily mastered by advanced undergraduate students. Included are many examples and a very rich collection of exercises. There are partial solutions to approximately one-third of the exercises. A complete solutions manual is available separately.
Author: R. J. Williams
Publisher: American Mathematical Society
ISBN: 1470460386
Category : Mathematics
Languages : en
Pages : 162
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Book Description
The modern subject of mathematical finance has undergone considerable development, both in theory and practice, since the seminal work of Black and Scholes appeared a third of a century ago. This book is intended as an introduction to some elements of the theory that will enable students and researchers to go on to read more advanced texts and research papers. The book begins with the development of the basic ideas of hedging and pricing of European and American derivatives in the discrete (i.e., discrete time and discrete state) setting of binomial tree models. Then a general discrete finite market model is introduced, and the fundamental theorems of asset pricing are proved in this setting. Tools from probability such as conditional expectation, filtration, (super)martingale, equivalent martingale measure, and martingale representation are all used first in this simple discrete framework. This provides a bridge to the continuous (time and state) setting, which requires the additional concepts of Brownian motion and stochastic calculus. The simplest model in the continuous setting is the famous Black-Scholes model, for which pricing and hedging of European and American derivatives are developed. The book concludes with a description of the fundamental theorems for a continuous market model that generalizes the simple Black-Scholes model in several directions.
Author: Сергей Петрович Новиков
Publisher: American Mathematical Soc.
ISBN: 0821839292
Category : Mathematics
Languages : en
Pages : 658
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Book Description
Presents the basics of Riemannian geometry in its modern form as geometry of differentiable manifolds and the important structures on them. This book shows that Riemannian geometry has a great influence to several fundamental areas of modern mathematics and its applications.
Author: Nikolaĭ Vladimirovich Krylov
Publisher: American Mathematical Soc.
ISBN: 0821829858
Category : Mathematics
Languages : en
Pages : 245
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Book Description
This book concentrates on some general facts and ideas of the theory of stochastic processes. The topics include the Wiener process, stationary processes, infinitely divisible processes, and Ito stochastic equations. Basics of discrete time martingales are also presented and then used in one way or another throughout the book. Another common feature of the main body of the book is using stochastic integration with respect to random orthogonal measures. In particular, it is used forspectral representation of trajectories of stationary processes and for proving that Gaussian stationary processes with rational spectral densities are components of solutions to stochastic equations. In the case of infinitely divisible processes, stochastic integration allows for obtaining arepresentation of trajectories through jump measures. The Ito stochastic integral is also introduced as a particular case of stochastic integrals with respect to random orthogonal measures. Although it is not possible to cover even a noticeable portion of the topics listed above in a short book, it is hoped that after having followed the material presented here, the reader will have acquired a good understanding of what kind of results are available and what kind of techniques are used toobtain them. With more than 100 problems included, the book can serve as a text for an introductory course on stochastic processes or for independent study. Other works by this author published by the AMS include, Lectures on Elliptic and Parabolic Equations in Holder Spaces and Introduction to the Theoryof Diffusion Processes.
