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Author: Shijian Yan
Publisher: American Mathematical Soc.
ISBN: 0821851268
Category : Mathematics
Languages : en
Pages : 352
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Book Description
Probability theory has always been an active field of research in China, but, until recently, almost all of this research was written in Chinese. This book contains surveys by some of China's leading probabilists, with a fairly complete coverage of theoretical probability and selective coverage of applied topics. The purpose of the book is to provide an account of the most significant results in probability obtained in China in the past few decades and to promote communication between probabilists in China and those in other countries. This collection will be of interest to graduate students and researchers in mathematics and probability theory, as well as to researchers in such areas as physics, engineering, biochemistry, and information science. Among the topics covered here are: stochastic analysis, stochastic differential equations, Dirichlet forms, Brownian motion and diffusion, potential theory, geometry of manifolds, semi-martingales, jump Markov processes, interacting particle systems, entropy production of Markov processes, renewal sequences and p-functions, multi-parameter stochastic processes, stationary random fields, limit theorems, strong approximations, large deviations, stochastic control systems, and probability problems in information theory.
Author: Shijian Yan
Publisher: American Mathematical Soc.
ISBN: 0821851268
Category : Mathematics
Languages : en
Pages : 352
Get Book Here
Book Description
Probability theory has always been an active field of research in China, but, until recently, almost all of this research was written in Chinese. This book contains surveys by some of China's leading probabilists, with a fairly complete coverage of theoretical probability and selective coverage of applied topics. The purpose of the book is to provide an account of the most significant results in probability obtained in China in the past few decades and to promote communication between probabilists in China and those in other countries. This collection will be of interest to graduate students and researchers in mathematics and probability theory, as well as to researchers in such areas as physics, engineering, biochemistry, and information science. Among the topics covered here are: stochastic analysis, stochastic differential equations, Dirichlet forms, Brownian motion and diffusion, potential theory, geometry of manifolds, semi-martingales, jump Markov processes, interacting particle systems, entropy production of Markov processes, renewal sequences and p-functions, multi-parameter stochastic processes, stationary random fields, limit theorems, strong approximations, large deviations, stochastic control systems, and probability problems in information theory.
Author: Nima Moshayedi
Publisher: World Scientific
ISBN: 9811243360
Category : Mathematics
Languages : en
Pages : 292
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Book Description
This book provides a first introduction to the methods of probability theory by using the modern and rigorous techniques of measure theory and functional analysis. It is geared for undergraduate students, mainly in mathematics and physics majors, but also for students from other subject areas such as economics, finance and engineering. It is an invaluable source, either for a parallel use to a related lecture or for its own purpose of learning it.The first part of the book gives a basic introduction to probability theory. It explains the notions of random events and random variables, probability measures, expectation values, distributions, characteristic functions, independence of random variables, as well as different types of convergence and limit theorems. The first part contains two chapters. The first chapter presents combinatorial aspects of probability theory, and the second chapter delves into the actual introduction to probability theory, which contains the modern probability language. The second part is devoted to some more sophisticated methods such as conditional expectations, martingales and Markov chains. These notions will be fairly accessible after reading the first part. /description --
Author: Zhaodong Wang
Publisher: World Scientific
ISBN: 9814616532
Category : Business & Economics
Languages : en
Pages : 193
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Book Description
This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic processes, which form a mathematical background for technical analysis. The authors also discuss technical details of the IT system design for high-frequency trading.
Author: Mu-fa Chen
Publisher: World Scientific
ISBN: 9814740322
Category : Mathematics
Languages : en
Pages : 245
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Book Description
The objective of this book is to introduce the elements of stochastic processes in a rather concise manner where we present the two most important parts — Markov chains and stochastic analysis. The readers are led directly to the core of the main topics to be treated in the context. Further details and additional materials are left to a section containing abundant exercises for further reading and studying.In the part on Markov chains, the focus is on the ergodicity. By using the minimal nonnegative solution method, we deal with the recurrence and various types of ergodicity. This is done step by step, from finite state spaces to denumerable state spaces, and from discrete time to continuous time. The methods of proofs adopt modern techniques, such as coupling and duality methods. Some very new results are included, such as the estimate of the spectral gap. The structure and proofs in the first part are rather different from other existing textbooks on Markov chains.In the part on stochastic analysis, we cover the martingale theory and Brownian motions, the stochastic integral and stochastic differential equations with emphasis on one dimension, and the multidimensional stochastic integral and stochastic equation based on semimartingales. We introduce three important topics here: the Feynman-Kac formula, random time transform and Girsanov transform. As an essential application of the probability theory in classical mathematics, we also deal with the famous Brunn-Minkowski inequality in convex geometry.This book also features modern probability theory that is used in different fields, such as MCMC, or even deterministic areas: convex geometry and number theory. It provides a new and direct routine for students going through the classical Markov chains to the modern stochastic analysis.
Author: Bor-Luh Lin
Publisher: American Mathematical Soc.
ISBN: 0821851578
Category : Mathematics
Languages : en
Pages : 224
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Book Description
This volume contains the proceedings of the International Workshop on Banach Space Theory, held at the Universidad de Los Andes in Merida, Venezuela in January 1992. These refereed papers contain the newest results in Banach space theory, real or complex function spaces, and nonlinear functional analysis. There are several excellent survey papers, including ones on homogeneous Banach spaces and applications of probability inequalities, in addition to an important research paper on the distortion problem. This volume is notable for the breadth of the mathematics presented.
Author: Li Zhong
Publisher: #N/A
ISBN: 9814555827
Category :
Languages : en
Pages : 596
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Book Description
Author: Martin C. Tangora
Publisher: American Mathematical Soc.
ISBN: 0821851624
Category : Mathematics
Languages : en
Pages : 504
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Book Description
This book consists of twenty-nine articles contributed by participants of the International Conference in Algebraic Topology held in July 1991 in Mexico. In addition to papers on current research, there are several surveys and expositions on the work of Mark Mahowald, whose sixtieth birthday was celebrated during the conference. The conference was truly international, with over 130 mathematicians from fifteen countries. It ended with a spectacular total eclipse of the sun, a photograph of which appears as the frontispiece. The papers range over much of algebraic topology and cross over into related areas, such as K theory, representation theory, and Lie groups. Also included is a chart of the Adams spectral sequence and a bibliography of Mahowald's publications.
Author: Mufa Chen
Publisher: World Scientific
ISBN: 9812388117
Category : Mathematics
Languages : en
Pages : 610
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Book Description
This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. It also deals with a typical class of non-equilibrium particle systems, including the typical Schlögl model taken from statistical physics. The constructions, ergodicity and phase transitions for this class of Markov interacting particle systems, namely, reaction-diffusion processes, are presented. In this new edition, a large part of the text has been updated and two-and-a-half chapters have been rewritten. The book is self-contained and can be used in a course on stochastic processes for graduate students.
Author: Neil Robertson
Publisher: American Mathematical Soc.
ISBN: 0821851608
Category : Mathematics
Languages : en
Pages : 706
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Book Description
This volume contains the proceedings of the AMS-IMS-SIAM Joint Summer Research Conference on Graph Minors, held at the University of Washington in Seattle in the summer of 1991. Among the topics covered are: algorithms on tree-structured graphs, well-quasi-ordering, logic, infinite graphs, disjoint path problems, surface embeddings, knot theory, graph polynomials, matroid theory, and combinatorial optimization.
Author: Andrea Bréard
Publisher: Springer
ISBN: 3319936956
Category : Mathematics
Languages : en
Pages : 291
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Book Description
The book addresses for the first time the dynamics associated with the modernization of mathematics in China from the nineteenth to the mid-twentieth century from a transcultural global historical perspective. Rather than depict the transformations of mathematical knowledge in terms of a process of westernization, the book analyzes the complex interactions between different scientific communities and the ways in which the past, modernity, language, and mathematics were negotiated in a global context. In each chapter, Andrea Bréard provides vivid portraits of a series of go-betweens (such as translators, educators, or state statisticians) based on a vast array of translated primary sources hitherto unavailable to a non-Chinese readership. They not only illustrate how Chinese scholars mediated between new mathematical objects and discursive modes, but also how they instrumentalized their autochthonous scientific roots in specific political and intellectual contexts. While sometimes technical in style, the book addresses all readers who are interested in the global and cultural history of science and the complexities involved in the making of universal mathematics. “While the pursuit of modernity is in the title, entanglement is of as much interest. Using the famous ‘Nine Chapters’ as a framework, Bréard considers a wide range of that entanglement from divination to data management. Bréard’s analysis and thought-provoking insights show once again how much we can learn when two cultures intersect. A fascinating read!” (John Day, Boston University).
