Matrix-analytic Methods in Stochastic Models

This book presents a full spectrum of views on current approaches to modeling cell mechanics. The authors come from the biophysics, bioengineering and physical chemistry communities and each joins the discussion with a unique perspective on biological systems. Consequently, the approaches range from finite element methods commonly used in continuum mechanics to models of the cytoskeleton as a cross-linked polymer network to models of glassy materials and gels. Studies reflect both the static, instantaneous nature of the structure, as well as its dynamic nature due to polymerization and the full array of biological processes. While it is unlikely that a single unifying approach will evolve from this diversity, it is the hope that a better appreciation of the various perspectives will lead to a highly coordinated approach to exploring the essential problems and better discussions among investigators with differing views.

Macroeconomics is evolving in an almost dialectic fashion. The latest evolution is the development of a new synthesis that combines insights of new classical, new Keynesian and real business cycle traditions into a dynamic, stochastic general equilibrium (DSGE) model that serves as a foundation for thinking about macro policy. That new synthesis has opened up the door to a new antithesis, which is being driven by advances in computing power and analytic techniques. This new synthesis is coalescing around developments in complexity theory, automated general to specific econometric modeling, agent-based models, and non-linear and statistical dynamical models. This book thus provides the reader with an introduction to what might be called a Post Walrasian research program that is developing as the antithesis of the Walrasian DSGE synthesis.

Macroeconomics is evolving in an almost dialectic fashion. The latest evolution is the development of a new synthesis that combines insights of new classical, new Keynesian and real business cycle traditions into a dynamic, stochastic general equilibrium (DSGE) model that serves as a foundation for thinking about macro policy. That new synthesis has opened up the door to a new antithesis, which is being driven by advances in computing power and analytic techniques. This new synthesis is coalescing around developments in complexity theory, automated general to specific econometric modeling, agent-based models, and non-linear and statistical dynamical models. This book thus provides the reader with an introduction to what might be called a Post Walrasian research program that is developing as the antithesis of the Walrasian DSGE synthesis.

Geographical Information Systems has moved from the domain of the computer specialist into the wider archaeological community, providing it with an exciting new research method. This clearly written but rigorous book provides a comprehensive guide to that use. Topics covered include: the theoretical context and the basics of GIS; data acquisition including database design; interpolation of elevation models; exploratory data analysis including spatial queries; statistical spatial analysis; map algebra; spatial operations including the calculation of slope and aspect, filtering and erosion modeling; methods for analysing regions; visibility analysis; network analysis including hydrological modeling; the production of high quality output for paper and electronic publication; and the use and production of metadata. Offering an extensive range of archaeological examples, it is an invaluable source of practical information for all archaeologists, whether engaged in cultural resource manageme

This 2006 book presents a systematic introduction to the theory of parametric stability of structures under both deterministic and stochastic loadings. A comprehensive range of theories are presented and various application problems are formulated and solved, often using more than one approach. Investigation of an elastic system's dynamic stability frequently leads to the study of dynamic behaviour of the solutions of parametrically excited systems. Parametric instability or resonance is more dangerous than ordinary resonance as it is characterised by exponential growth of the response amplitudes even in the presence of damping. The emphasis in this book is on the applications and various analytical and numerical methods for solving engineering problems. The materials presented are as self-contained as possible, with all of the important steps of analysis provided in order to make the book suitable as a graduate-level textbook and especially for self-study.

Remote Sensing of Landscapes with Spectral Images describes how to process and interpret spectral images using physical models to bridge the gap between the engineering and theoretical sides of remote-sensing and the world that we encounter when we venture outdoors. The emphasis is on the practical use of images rather than on theory and mathematical derivations. Examples are drawn from a variety of landscapes and interpretations are tested against the reality seen on the ground. The reader is led through analysis of real images (using figures and explanations); the examples are chosen to illustrate important aspects of the analytic framework. This textbook will form a valuable reference for graduate students and professionals in a variety of disciplines including ecology, forestry, geology, geography, urban planning, archaeology and civil engineering. It is supplemented by a website hosting digital colour versions of figures in the book as well as ancillary images: www.cambridge.org/

The traditional demographic regime of ancient Greece and Rome is almost entirely unknown; but our best chance for understanding its characteristics is provided by the three hundred census returns that survive on papyri from Roman Egypt. These returns, which date from the first three centuries AD, list the members of ordinary households living in the Nile valley: not only family members, but lodgers and slaves. The Demography of Roman Egypt has a complete and accurate catalogue of all demographically relevant information contained in the returns. On the basis of this catalogue, the authors use modern demographic methods and models to reconstruct the patterns of mortality, marriage, fertility and migration that are likely to have prevailed in Roman Egypt. They recreate a more or less typical Mediterranean population as it survived and prospered nearly two millennia ago.

Perturbation series expansion methods are sophisticated numerical tools used to provide quantitative calculations in many areas of theoretical physics. This book gives a comprehensive guide to the use of series expansion methods for investigating phase transitions and critical phenomena, and lattice models of quantum magnetism, strongly correlated electron systems and elementary particles. Early chapters cover the classical treatment of critical phenomena through high-temperature expansions, and introduce graph theoretical and combinatorial algorithms. The book then discusses high-order linked-cluster perturbation expansions for quantum lattice models, finite temperature expansions, and lattice gauge models. Also included are numerous detailed examples and case studies, and an accompanying resources website, www.cambridge.org/9780521842426, contains programs for implementing these powerful numerical techniques. A valuable resource for graduate students and postdoctoral researchers work

Theory of Preliminary Test and Stein-Type Estimation with Applications provides a com-prehensive account of the theory and methods of estimation in a variety of standard models used in applied statist

This 2006 book introduces and develops the basic actuarial models and underlying pricing of life-contingent pension annuities and life insurance from a unique financial perspective. The ideas and techniques are then applied to the real-world problem of generating sustainable retirement income towards the end of the human life-cycle. The role of lifetime income, longevity insurance, and systematic withdrawal plans are investigated in a parsimonious framework. The underlying technology and terminology of the book are based on continuous-time financial economics by merging analytic laws of mortality with the dynamics of equity markets and interest rates. Nonetheless, the book requires a minimal background in mathematics and emphasizes applications and examples more than proofs and theorems. It can serve as an ideal textbook for an applied course on wealth management and retirement planning in addition to being a reference for quantitatively-inclined financial planners.

How do three celestial bodies move under their mutual gravitational attraction? This problem has been studied by Isaac Newton and leading mathematicians over the last two centuries. Poincaré's conclusion, that the problem represents an example of chaos in nature, opens the new possibility of using a statistical approach. For the first time this book presents these methods in a systematic way, surveying statistical as well as more traditional methods. The book begins by providing an introduction to celestial mechanics, including Lagrangian and Hamiltonian methods, and both the two and restricted three body problems. It then surveys statistical and perturbation methods for the solution of the general three body problem, providing solutions based on combining orbit calculations with semi-analytic methods for the first time. This book should be essential reading for students in this rapidly expanding field and is suitable for students of celestial mechanics at advanced undergraduate and gr

Suitable for advanced undergraduates and graduate students, this text presents selected aspects of matrix theory that are most useful in developing computational methods for solving linear equations a

The theme of the book is the distribution and abundance of organisms in space and time. The core of the book lies in how local births and deaths are tied to emigration and immigration processes, and how environmental variability at different scales affects population dynamics with stochastic processes and spatial structure and shows how elementary analytical tools can be used to understand population fluctuations, synchrony, processes underlying range distributions and community structure and species coexistence. The book also shows how spatial population dynamics models can be used to understand life history evolution and aspects of evolutionary game theory. Although primarily based on analytical and numerical analyses of spatial population processes, data from several study systems are also dealt with.

Thoroughly revised for its second edition, this advanced textbook provides an introduction to the basic methods of computational physics, and an overview of progress in several areas of scientific computing by relying on free software available from CERN. The book begins by dealing with basic computational tools and routines, covering approximating functions, differential equations, spectral analysis, and matrix operations. Important concepts are illustrated by relevant examples at each stage. The author also discusses more advanced topics, such as molecular dynamics, modeling continuous systems, Monte Carlo methods, genetic algorithm and programming, and numerical renormalization. It includes many more exercises. This can be used as a textbook for either undergraduate or first-year graduate courses on computational physics or scientific computation. It will also be a useful reference for anyone involved in computational research.

The theme of the book is the distribution and abundance of organisms in space and time. The core of the book lies in how local births and deaths are tied to emigration and immigration processes, and how environmental variability at different scales affects population dynamics with stochastic processes and spatial structure and shows how elementary analytical tools can be used to understand population fluctuations, synchrony, processes underlying range distributions and community structure and species coexistence. The book also shows how spatial population dynamics models can be used to understand life history evolution and aspects of evolutionary game theory. Although primarily based on analytical and numerical analyses of spatial population processes, data from several study systems are also dealt with.

This is a book on stochastic dynamic macroeconomics from a Keynesian perspective. It shows that including Keynesian features in intertemporal models considerably contributes to resolve major puzzles

The authoritative reference on NEURON, the simulation environment for modeling biological neurons and neural networks that enjoys wide use in the experimental and computational neuroscience communities. This book shows how to use NEURON to construct and apply empirically based models. Written primarily for neuroscience investigators, teachers, and students, it assumes no previous knowledge of computer programming or numerical methods. Readers with a background in the physical sciences or mathematics, who have some knowledge about brain cells and circuits and are interested in computational modeling, will also find it helpful. The NEURON Book covers material that ranges from the inner workings of this program, to practical considerations involved in specifying the anatomical and biophysical properties that are to be represented in models. It uses a problem-solving approach, with many working examples that readers can try for themselves.

Correlation is a robust and general technique for pattern recognition and is used in many applications, such as automatic target recognition, biometric recognition and optical character recognition. The design, analysis and use of correlation pattern recognition algorithms requires background information, including linear systems theory, random variables and processes, matrix/vector methods, detection and estimation theory, digital signal processing and optical processing. This book provides a needed review of this diverse background material and develops the signal processing theory, the pattern recognition metrics, and the practical application know-how from basic premises. It shows both digital and optical implementations. It also contains technology presented by the team that developed it and includes case studies of significant interest, such as face and fingerprint recognition. Suitable for graduate students taking courses in pattern recognition theory, whilst reaching technical

Occupancy Estimation and Modeling is the first book to examine the latest methods in analyzing presence/absence data surveys. Using four classes of models (single-species, single-season; single-speci

This book describes the most reliable methods available for evaluating the transport properties, such as viscosity, thermal conductivity and diffusion, of pure gases and fluid mixtures. Particular emphasis is placed on recent theoretical advances in our understanding of fluid transport properties in all the different regions of temperature and pressure. In addition to the important theoretical tools, the different methods of data representation are also covered, followed by a section which demonstrates the application of selected models in a range of circumstances. Case studies of transport property analysis for real fluids are then given, and the book concludes with a discussion of various international data banks and prediction packages. Advanced students of kinetic theory, as well as engineers and scientists involved with the design of process equipment or the interpretation of measurements of fluid transport properties, will find this book indispensable.

This volume collects seven of Marc Nerlove's previously published, classic essays on panel data econometrics written over the past thirty-five years, together with a cogent essay on the history of the subject, which began with George Biddell Airey's monograph published in 1861. Since Professor Nerlove's 1966 Econometrica paper with Pietro Balestra, panel data and methods of econometric analysis appropriate to such data have become increasingly important in the discipline. The principal factors in the research environment affecting the future course of panel data econometrics are the phenomenal growth in the computational power available to the individual researcher at his or her desktop and the ready availability of data sets, both large and small, via the Internet. The best way to formulate statistical models for inference is motivated and shaped by substantive problems and understanding of the processes generating the data at hand to resolve them. The essays illustrate both the role

This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools greatly facilitate the application of classical statistical procedures to econometric models. The matrix calculus results are derived from a few basic rules that are generalizations of the rules of ordinary calculus. These results are summarized in a useful table. Well-known zero-one matrices, together with some newer ones, are defined, their mathematical roles explained, and their useful properties presented. The basic building blocks of classical statistics, namely the score vector, the information matrix, and the Cramer-Rao lower bound, are obtained for a sequence of linear econometric models of increasing statistical complexity. From these are obtained interactive interpretations of maximum likelihood estimators, linking them with efficient econometric estimators. Classical test statistics are also derived and compared for hypotheses of intere

This 2002 book introduces the quantum theory of gauge fields. Emphasis is placed on four non-perturbative methods: path integrals, lattice gauge theories, the 1/N expansion, and reduced matrix models, all of which have important contemporary applications. Written as a textbook, it assumes a knowledge of quantum mechanics and elements of perturbation theory, while many relevant concepts are pedagogically introduced at a basic level in the first half of the book. The second half comprehensively covers large-N Yang-Mills theory. The book uses an approach to gauge theories based on path-dependent phase factors known as the Wilson loops, and contains problems with detailed solutions to aid understanding. Suitable for advanced graduate courses in quantum field theory, the book will also be of interest to researchers in high energy theory and condensed matter physics as a survey of recent developments in gauge theory.

The place of money capital in the theory of the firm has remained a relatively neglected question in traditions of economic analysis. In this highly integrative work, issues in production, pricing, capital investment and financial theory are brought to new levels of interdependence. Developing a three-part argument, Money Capital in the Theory of the Firm deals successively with the theoretical issues and analytic motivation, the neoclassical tradition and postclassical perspectives. In doing so, it presents a self-contained foundation in the basic structures of microeconomic analysis relating to optimize decision making in the firm and in the accounting concepts and statistical apparatus of probability theory relevant to the neoclassical aspects of the argument. Additionally, the book provides the essential mathematical development of such advanced topics as utility functions defined over stochastic arguments, the equilibrium theory of financial asset prices and yields, the cost of mo

This introduction to the field of many-body atomic physics is suitable for researchers and graduate students. Drawing from three major subject areas, atomic structure, atomic photoionization, and electron-atom collisions, this book begins with an introduction to many-body diagrams, and continues with several chapters devoted to each subject area written by leading theorists in that field. Topics in atomic structure include the relativistic theory for highly charged atomic ions and calculations of parity nonconservation. Topics in atomic photoionization include single and double photoionization processes, and photoelectron angular distributions. Topics in electron-atom collisions include the theory of electron impact ionization, perturbation series methods, target dependence of the triply differential cross section, Thomas processes, R-matrix theory, close coupling, and distorted-wave theory. This coherent and carefully edited volume has been prepared by leading atomic physicists as a t

This book describes a major method in modelling the flow of water and transport of solutes in the subsurface, a subject of considerable interest in the exploitation and preservation of water resources. The stochastic approach allows the uncertainty which affects various properties and parameters to be incorporated in models of subsurface flow and transport. These much more realistic models are of greater use in, for example, modelling the transport and build-up of contaminants in groundwater. The volume is based on the second Kovacs Colloquium organised by the International Hydrological Programme (UNESCO) and the International Association of Hydrological Sciences. Fifteen leading scientists with international reputations review the latest developments in this area. The book is a valuable reference work for graduate students, research workers and professionals in government and public institutions, interested in hydrology, environmental issues, soil physics, petroleum engineering, geolo

An important problem in computational biology is identifying short DNA sequences (mathematically, 'words') associated to a biological function. One approach consists in determining whether a particular word is simply random or is of statistical significance, for example, because of its frequency or location. This book introduces the mathematical and statistical ideas used in solving this so-called exceptional word problem. It begins with a detailed description of the principal models used in sequence analysis: Markovian models are central here and capture compositional information on the sequence being analysed. There follows an introduction to several statistical methods that are used for finding exceptional words with respect to the model used. The second half of the book is illustrated with numerous examples provided from the analysis of bacterial genomes, making this a practical guide for users facing a real situation and needing to make an adequate procedure choice.

Studies of dental and skeletal growth and development have often been treated as independent disciplines within the literature. Human Growth in the Past, first published in 1999, brings together these two related fields of enquiry in a single volume whose purpose is to place methodological issues of growth and development in past populations within a strong theoretical framework. Contributions examine a variety of aspects of human growth in the past, drawing from both palaeoanthropological and bioarchaeological data. The book covers a wide spectrum of topics, from patterns of growth in humans and their close relatives, innovative methods and applications of techniques and models for the study of growth, to estimation of age-at-death in subadults and infant mortality in archaeological samples. Human Growth in the Past will be of interest to biological anthropologists, and those in the related fields of dental anatomy, evolutionary biology and developmental biology.

This textbook provides a clear and concise introduction to computer architecture and implementation. Two important themes are interwoven throughout the book. The first is an overview of the major concepts and design philosophies of computer architecture and organization. The second is the early introduction and use of analytic modeling of computer performance. The author begins by describing the classic von Neumann architecture, and then presents in detail a number of performance models and evaluation techniques. He goes on to cover user instruction set design, including RISC architecture. A unique feature of the book is its memory-centric approach - memory systems are discussed before processor implementations. The author also deals with pipelined processors, input/output techniques, queuing modes, and extended instruction set architectures. Each topic is illustrated with reference to actual IBM and Intel architectures. The book contains many worked examples and over 130 homework exer

Amiria Henare explores the role of material cultural research in anthropology and related disciplines from the late eighteenth century to the present. Grounded in a historical ethnography of museums in New Zealand and Scotland, the work traces the movement of artefacts now held in contemporary collections through space and time, demonstrating how and why things were bought, exchanged and stolen and carried across oceans to arrive in present-day museums. The collecting of artefacts and their study both in museums and the the field are emphasised as key strategies in the development of anthropological thought, While much late twentieth-century writing in anthropology has employed analytic models and methodologies derived from the study of language, this work belongs to a growing body of research drawing on the epistemological potency of artefacts, the distinctive insights afforded by engagement with material things.

This textbook provides a general overview of realistic mathematical models in life sciences, considering both deterministic and stochastic models and covering dynamical systems, game theory, stochasti

The second part of this two-volume set contains advanced aspects of the quantitative theory of the dynamics of neurons. It begins with an introduction to the effects of reversal potentials on response to synaptic input. It then develops the theory of action potential generation based on the seminal Hodgkin-Huxley equations and gives methods for their solution in the space-clamped and non-space-clamped cases. The remainder of the book discusses stochastic models of neural activity and ends with a statistical analysis of neuronal data with emphasis on spike trains. The mathematics is more complex in this volume than in the first volume and involves numerical methods of solution of partial differential equations and the statistical analysis of point processes.

This book outlines the basic science underlying the prediction of stress and velocity distributions in granular materials. It takes the form of a textbook suitable for postgraduate courses, research workers and for use in design offices. The nature of a rigid-plastic material is discussed and a comparison is made between the Coulomb and conical (extended Von Mises) models. The methods of measuring material properties are described and an interpretation of the experimental results is considered in the context of the Critical State Theory. The book will be an invaluable text for all those working with or doing research into granular materials. Exercises and solutions are provided which will be particularly useful for the student.

This book provides an introduction to nonequilibrium statistical physics via lattice models. Beginning with an introduction to the basic driven lattice gas, the early chapters discuss the relevance of this lattice model to certain natural phenomena and examine simulation results in detail. Several possible theoretical approaches to the driven lattice gas are presented. In the next two chapters, absorbing-state transitions are discussed in detail. The later chapters examine a variety of systems subject to dynamic disorder before returning to look at the more surprising effects of multiparticle rules, nonunique absorbing-states and conservation laws. Examples are given throughout the book, the emphasis being on using simple representations of nature to describe ordering in real systems. The use of methods such as mean-field theory, Monte Carlo simulation, and the concept of universality to study and interpret these models is described. Detailed references are included.

Electronic Concepts provides a detailed introduction to modern microelectronics. Equal emphasis is placed on analog and digital circuits, and the applications of particular devices and circuits are described within the context of actual electronic systems. The author begins with an overview of several important electronic systems, discussing in detail the types of signals that circuits are used to process. In the following chapters, he deals with individual devices. For each device he presents a brief physical description and demonstrates the use of different models in describing the device's behaviour in a particular circuit application. SPICE computer simulations are used throughout the text to supplement analytic descriptions. The book contains over 500 circuit diagrams and figures, over 400 homework problems, and over 100 simulation and design exercises. It includes many worked examples and is an ideal textbook for introductory courses in electronics. Laboratory experiments are ava

This book is an introduction to the physics of highly excited, easily perturbed or interacting atoms. The book begins with a brief introduction to the traditional view of electron shells and their properties, and then goes on to discuss Rydberg states, quantum defect theory, atomic f-values, centrifugal barrier effects, autoionisation, inner shell and double excitation spectra, K-matrix theory, atoms in high laser fields, statistical methods, quantum chaos, and atomic effects in solids. The emphasis is throughout on radial properties, orbital collapse, many body effects, the breakdown of the independent particle approach, the emergence of chaos, and the behaviour of atoms inside clusters and solids. A very full account of autoionisation includes not only the standard treatment for isolated resonances, but also several alternative approaches. The book discusses many experimental examples and has many diagrams and a comprehensive reference list.

This book reviews one-dimensional reactions, dynamics, diffusion and adsorption. In studies of complex systems in biology, chemistry and physics, understanding can be gained by analytical and numerical analyses of simple models. This book presents review articles at an advanced research level, describing results for one-dimensional models of dynamical processes such as chemical reactions and catalysis, kinetic ising models, phase separation and cluster growth, monolayer and multilayer adsorption with added relaxation, surface and hard-core particle dynamics, diffusional transport, random systems and experimental results. It also covers experimental results for systems ranging from chemical reactions to adsorption and reactions on polymer chains, steps on crystalline surfaces, and DNA. All chapters are written by leading scientists in the field. They present a self-contained review of this subject that will guide a reader from basic concepts, ideas, methods and models to the forefront o

Mathematical models in the social sciences have become increasingly sophisticated and widespread in the last decade. This period has also seen many critiques, most lamenting the sacrifices incurred in pursuit of mathematical rigor. If, as critics argue, our ability to understand the world has not improved during the mathematization of the social sciences, we might want to adopt a different paradigm. This book examines the three main fields of mathematical modeling - game theory, statistics, and computational methods - and proposes a new framework for modeling. Unlike previous treatments which view each field separately, the treatment provides a framework that spans and incorporates the different methodological approaches. The goal is to arrive at a new vision of modeling that allows researchers to solve more complex problems in the social sciences. Additionally, a special emphasis is placed upon the role of computational modeling in the social sciences.

Mathematical models in the social sciences have become increasingly sophisticated and widespread in the last decade. This period has also seen many critiques, most lamenting the sacrifices incurred in pursuit of mathematical rigor. If, as critics argue, our ability to understand the world has not improved during the mathematization of the social sciences, we might want to adopt a different paradigm. This book examines the three main fields of mathematical modeling - game theory, statistics, and computational methods - and proposes a new framework for modeling. Unlike previous treatments which view each field separately, the treatment provides a framework that spans and incorporates the different methodological approaches. The goal is to arrive at a new vision of modeling that allows researchers to solve more complex problems in the social sciences. Additionally, a special emphasis is placed upon the role of computational modeling in the social sciences.

Stochastic numerical methods play an important role in large scale computations in the applied sciences. The first goal of this book is to give a mathematical description of classical direct simulatio