This is a thorough exploration of the models and methods of financial econometrics by one of the world's leading financial econometricians and is for students in economics, finance, statistics, mathematics, and engineering who are interested in financial applications. Based on courses taught around the world, the up-to-date content covers developments in econometrics and finance over the last twenty years while ensuring a solid grounding in the fundamental principles of the field. Care has been taken to link theory and application to provide real-world context for students. Worked exercises and empirical examples have also been included to make sure complicated concepts are solidly explained and understood.
Acta Numerica is an annual publication containing invited survey papers by leading researchers in numerical mathematics and scientific computing. The papers present overviews of recent developments in their area and provide state-of-the-art techniques and analysis.
This collection of survey and research articles focuses on recent developments concerning various quantitative aspects of 'thin groups'. There are discrete subgroups of semisimple Lie groups that are both big (i.e. Zariski dense) and small (i.e. of infinite co-volume). This dual nature leads to many intricate questions. Over the past few years, many new ideas and techniques, arising in particular from arithmetic combinatorics, have been involved in the study of such groups, leading, for instance, to far-reaching generalizations of the strong approximation theorem in which congruence quotients are shown to exhibit a spectral gap, referred to as superstrong approximation. This book provides a broad panorama of a very active field of mathematics at the boundary between geometry, dynamical systems, number theory and combinatorics. It is suitable for professional mathematicians and graduate students in mathematics interested in this fascinating area of research.
A brilliantly clear and penetrating exposition of developments in physical science and mathematics brought about by the advent of non-Euclidean geometries, including in-depth coverage of the foundati
This is the proceedings of theworkshop on recent developments in ergodic theory and dynamical systemson March 2011and March 2012 at the University of North Carolina at Chapel Hill.Thearticles in this
This book surveys quandle theory, starting from basic motivations and going on to introduce recent developments of quandles with topological applications and related topics. The book is written from t
Graphs on Surfaces: Dualities, Polynomials, and Knots offers an accessible and comprehensive treatment of recent developments on generalized duals of graphs on surfaces, and their applications. The au
Partitions, q-Series, and Modular Forms contains a collection of research and survey papers that grew out of a Conference on Partitions, q-Series and Modular Forms at the University of Florida, Gaines
Alfred Tarski, one of the greatest logicians of all time, is widely thought of as 'the man who defined truth'. His work on the concepts of truth and logical consequence are cornerstones of modern logic, influencing developments in mathematics, philosophy, linguistics, and computer science. Tarski was a charismatic teacher and zealous promoter of his view of logic as the foundation of all rational thought, a bon vivant and a womanizer, who played the 'great man' to the hilt. A fortuitous trip to the United States at the outbreak of World War II saved his life and turned his career around, even while it separated him from his family for years. From the cafés of Warsaw and Vienna to the mountains and deserts of California, this first full-length biography places Tarski in the social, intellectual, and historical context of his times and presents a frank, vivid picture of a personally and professionally passionate man - interlaced with an account of his major scientific achievements.
The control of vibrating systems is a significant issue in the design of aircraft, spacecraft, bridges and high-rise buildings. This 2001 book discusses the control of vibrating systems, integrating structural dynamics, vibration analysis, modern control and system identification. Integrating these subjects is an important feature in that engineers will need only one book, rather than several texts or courses, to solve vibration control problems. The book begins with a review of basic mathematics needed to understand subsequent material. Chapters then cover more recent and valuable developments in aerospace control and identification theory, including virtual passive control, observer and state-space identification, and data-based controller synthesis. Many practical issues and applications are addressed, with examples showing how various methods are applied to real systems. Some methods show the close integration of system identification and control theory from the state-space perspec
This book presents new developments in non-local mathematical modeling and mathematical analysis on the behavior of solutions with novel technical tools. Theoretical backgrounds in mechanics, thermo-
Although Normal Approximation and Asymptotic Expansions was first published in 1976, it has gained new significance and renewed interest among statisticians because of the developments of modern stati
This collection of sixteen original essays is the first to explore a range of new developments in the philosophy of mathematics, in a way mathematicians will understand. Coverage includes emerging qu
This classic text treats the identification of noisy linear systems. Provided in this new edition are an outline of developments since the book's original publication and an updated bibliography. The
This is an introduction to recent developments in algebraic combinatorics and an illustration of how research in mathematics actually progresses. The author recounts the story of the search for and discovery of a proof of a formula conjectured in the late 1970s: the number of n x n alternating sign matrices, objects that generalize permutation matrices. While apparent that the conjecture must be true, the proof was elusive. Researchers became drawn to this problem, making connections to aspects of invariant theory, to symmetric functions, to hypergeometric and basic hypergeometric series, and, finally, to the six-vertex model of statistical mechanics. All these threads are brought together in Zeilberger's 1996 proof of the original conjecture. The book is accessible to anyone with a knowledge of linear algebra. Students will learn what mathematicians actually do in an interesting and new area of mathematics, and even researchers in combinatorics will find something new here.
This Fourth Edition of The Probabilistic Method reflects the most recent developments in the field while maintaining the standard of excellence that established this book as the leading reference on p
This self-contained, systematic treatment of multivariate approximation begins with classical linear approximation, and moves on to contemporary nonlinear approximation. It covers substantial new developments in the linear approximation theory of classes with mixed smoothness, and shows how it is directly related to deep problems in other areas of mathematics. For example, numerical integration of these classes is closely related to discrepancy theory and to nonlinear approximation with respect to special redundant dictionaries, and estimates of the entropy numbers of classes with mixed smoothness are closely related to (in some cases equivalent to) the Small Ball Problem from probability theory. The useful background material included in the book makes it accessible to graduate students. Researchers will find that the many open problems in the theory outlined in the book provide helpful directions and guidance for their own research in this exciting and active area.
Index theory studies the solutions to differential equations on geometric spaces, their relation to the underlying geometry and topology, and applications to physics. If the space of solutions is infinite dimensional, it becomes necessary to generalise the classical Fredholm index using tools from the K-theory of operator algebras. This leads to higher index theory, a rapidly developing subject with connections to noncommutative geometry, large-scale geometry, manifold topology and geometry, and operator algebras. Aimed at geometers, topologists and operator algebraists, this book takes a friendly and concrete approach to this exciting theory, focusing on the main conjectures in the area and their applications outside of it. A well-balanced combination of detailed introductory material (with exercises), cutting-edge developments and references to the wider literature make this a valuable guide to this active area for graduate students and experts alike.
The last two decades have seen a wave of exciting new developments in the theory of algorithmic randomness and its applications to other areas of mathematics. This volume surveys much of the recent work that has not been included in published volumes until now. It contains a range of articles on algorithmic randomness and its interactions with closely related topics such as computability theory and computational complexity, as well as wider applications in areas of mathematics including analysis, probability, and ergodic theory. In addition to being an indispensable reference for researchers in algorithmic randomness, the unified view of the theory presented here makes this an excellent entry point for graduate students and other newcomers to the field.
