Cohn, Paul M., University College London, UK

Basic Algebra
Groups, Rings, and Fields

XII, 468 pp. 50 figs. Hardcover
1-85233-587-4

The new edition of Volumes 2 and 3 of Professor Cohn's classic 3-volume set Algebra will comprise of 2 companion, but self-contained, volumes. This, the first volume, is composed of parts of both Volumes 2 and 3 but is complemented by the definitions and basic facts on groups and rings to make the book self-contained and independent of Volume 1. It is addressed to students who have some knowledge of linear algebra and who have met groups and fields, although all the essential facts are recalled. The overall aim is to present as many of the important results in algebra as will conveniently fit in one volume. There are numerous exercises, with occasional hints (but no solutions) and some historical remarks. The remaining parts of the original Volumes 2 and 3 will be collected into a second volume (tentatively titled Further Algebra and Applications) which will be oriented more towards applications

Keywords: Algebra, Basic algebra, Fields, Groups, Rings, Sets

Contents: Preface, Conventions on Terminology, Sets, Groups, Lattices and Categories,
Rings and Modules, Algebras, Multi-linear Algebra, Field Theory, Quadratic
Forms and Ordered Fields, Valuation Theory, Commutative Rings, Infinite
Field Extensions, Bibliography, List of Notations, Author Index, Subject
Index.


Cortes Monforte, Jorge, University of Twente, The Netherlands

Geometric, Control and Numerical Aspects of Nonholonomic Systems

2002XV, 219 p. Softcover
3-540-44154-9

Nonholonomic systems are a widespread topic in several scientific and commercial domains, including robotics, locomotion and space exploration. This work sheds new light on this interdisciplinary character through the investigation of a variety of aspects coming from several disciplines. The main aim is to illustrate the idea that a better understanding of the geometric structures of mechanical systems unveils new and unknown aspects to them, and helps both analysis and design to solve standing problems and identify new challenges. In this way, separate areas of research such as Classical Mechanics, Differential Geometry, Numerical Analysis or Control Theory are brought together in this study of nonholonomic systems.

Keywords: Geometric Integration, Geometric Mechanics, Nonholomonic Systems, Nonlinear Control Theory, Symmetry and Reduction

Series: Lecture Notes in Mathematics. Volume. 1793


Pytheas Fogg, N., Marseille, France

Substitutions in Dynamics, Arithmetics and Combinatorics

2002XVII, 402 Softcover
3-540-44141-7

A certain category of infinite strings of letters on a finite alphabet is presented here, chosen among the 'simplest' possible one may build, both because they are very deterministic and because they are built by simple rules (a letter is replaced by a word, a sequence is produced by iteration). These substitutive sequences have a surprisingly rich structure.
The authors describe the concepts of quantity of natural interactions, with combinatorics on words, ergodic theory, linear algebra, spectral theory, geometry of tilings, theoretical computer science, diophantine approximation, trancendence, graph theory. This volume fulfils the need for a reference on the basic definitions and theorems, as well as for a state-of-the-art survey of the more difficult and unsolved problems.

Keywords: Symbolic dynamics, automata sequences, combinatorics on words, ergodic theory, substitutive dynamical systems

Contents: Preface.- 1. Basic notions on substitutions.- Part I: Arithmetics and combinatorics.- 2. Substitutions, arithmetic and finite automata: an introduction.- 3. Automatic sequences and transcendence.- 4. Substitutions and partitions of the set of positive integers.- Part II: Dynamics of Substitutions.- 5. Substitutions and symbolic dynamical systems.- 6. Sturmian sequences.- 7. Spectral theory and geometric representation of substitutions.- 8. Diophantine approximations, substitutions, and fractals.- Part III: Extensions to free groups and interval transformations.- 9. Infinite words generated by invertible substitutions.- 10. Polynomial dynamical systems associated with substitutions.- 11. Piecewise linear transformations of the unit interval and Cantor sets.- 12. Some open problems.- A. Undecomposable matrices in dimension 3.- References.- Index.

Series: Lecture Notes in Mathematics. Volume. 1794


Jech, Thomas, State College, PA, USA and Academy of Sciences of the Czech Republic, Prague

Set Theory
The Third Millennium Edition, revised and expanded

3rd rev. ed.2003XIII, 769 p. Hardcover
3-540-44085-2

Set Theory has experienced a rapid development in recent years, with major advances in forcing, inner models, large cardinals and descriptive set theory. The present book covers each of these areas, giving the reader an understanding of the ideas involved. It can be used for introductory students and is broad and deep enough to bring the reader near the boundaries of current research. Students and researchers in the field will find the book invaluable both as a study material and as a desktop reference.

Keywords: Mengenlehre, set theory

Series: Springer Monographs in Mathematics.


Zivot, Eric, University of Washington, Seattle, WA, USA;
Wang, Jiahui, Insightful Corporation, Seattle, WA, USA

Modeling Financial Time Series with S-PLUS

2003XIX, 632 p. Softcover
0-387-95549-6

The field of financial econometrics has exploded over the last decade. This book represents an integration of theory, methods, and examples using the S-PLUS statistical modeling language and the S+FinMetrics module to facilitate the practice of financial econometrics. This is the first book to show the power of S-PLUS for the analysis of time series data. It is written for researchers and practitioners in the finance industry, academic researchers in economics and finance, and advanced MBA and graduate students in economics and finance. Readers are assumed to have a basic knowledge of S-PLUS and a solid grounding in basic statistics and time series concepts. Eric Zivot is an associate professor and Gary Waterman Distinguished Scholar in the Economics Department at the University of Washington, and is co-director of the nascent Professional Master's Program in Computational Finance. He regularly teaches courses on econometric theory, financial econometrics and time series econometrics, and is the recipient of the Henry T. Buechel Award for Outstanding Teaching. He is an associate editor of the Journal of Business and Economic Statistics and Studies in Nonlinear Dynamics and Econometrics. He has published papers in the leading econometrics journals, including Econometrica, Econometric Theory, the Journal of Business and Economic Statistics, Journal of Econometrics, and the Review of Economics and Statistics. Jiahui Wang is a Research Scientist at Insightful Corporation. He received a Ph.D. in Economics from the university of Washington in 1997. He has published in leading econometrics journals such as Econometrica and Journal of Business and Economic Statistics, and is the Principal Investigator of National Science Foundation SBIR grants. In 2002 Dr. Wang was selected as one of the "2000 Outstanding Scholars of the 21st Century" by International Biographical Centre.

Contents: Time Series Specification, Manipulation and Visualization in S-PLUS.- Time Series Concepts.- Unit Root Tests.- Modeling Extreme Values.- Time Series Regression Modeling.- Univariate GARCH Models.- Modeling Long Memory Time Series.- Rolling Analysis.- Systems of Regression Equations.- Vector Autoregressive Models.- Multivariate GARCH Models.- State Space Models.- Factor Models for Asset Returns.- Robust Statistical Methods in Finance.- Modeling Fixed Income Time Series.