edited by DAVID E. A. GILES University of Victoria, British Columbia, Canada

COMPUTER-AIDED ECONOMETRICS

(Statistics: A Series of Textbooks and Monographs/169)
May 2003 / 520 pp., illus. / ISBN: 0-8247-4271-0

Emphasizing the impact of computer software and computational technology on econometric theory and development, this text/reference presents recent advances in the application of computerized tools to econometric techniques and practices-focusing on current innovations in Monte Carlo simulation, computer-aided testing, model selection, and Bayesian methodology for improved econometric analyses.

Readership: Applied statisticians, econometricians, economists, sociologists, and upper-level undergraduate and graduate students in these disciplines.

Subject Category: Applied Statistics

CONTENTS

Methodological Questions from Using Very Large Data Sets Clive W. J. Granger œ Applications of Simulation Material œ Finite Sample Simulation-Based Tests in Seemingly Unrelated Regressions Jean-Marie Dufour and Lynda Khalaf œ Finding Optimal Penalties for Model Selection in the Linear Regression Model Maxwell L. King and Gopal K. Bose œ On Bootstrap Coverage Probability with Dependent Data Jvnis J. Zvingelis œ A Comparison of Alternative Casualty and Predictive Accuracy Tests in the Presence of Integrated and Co-Integrated Economic Variables Normal R. Swanson, Ataman Ozyildirim, and Maria Pisu œ Finite Sample Performance of the Empirical Likelihood Estimator Under Endogeneity George G. Judge and Ron C. Mittelhammer œ Testing for Unit Roots in Semi-Annual Data Sandra Feltham and David E. A. Giles œ Bayesian and Related Inference œ Using Simulation Methods for Bayesian Econometric Models John Geweke, William McCausland, and John Stevens œ Bayesian Inference in the Seemingly Unrelated Regressions Model William E. Griffiths œ Computationally Intensive Methods for Deriving Optimal Trimming Parameters Marco van Akkeren œ Econometric Modeling œ Estimating and Testing Fundamental Stock Prices: Evidence from Simulated Econometrics R. Glen Donaldson and Mark Kamstra œ Neural Networks as an Econometric Tool Johan F. Kaashoek and Herman van Dijk œ Real-Time Forecasting with Vector Autoregressions: Spurious Drift, Structural Change, and Intercept-Correction Ronald A. Bewley œ Econometric Modeling Based on Pattern Recognition via the Fuxzzy c-Means Clustering Algorithm Robert Draeseke and David E. A. Giles œ Nonparametric and Semiparametric Inference œ Nonparametric Bootstrap Specification Testing in Econometric Models Tae-Hwy Lee and Aman Ullah œ The Effect of Economic Growth on Standard of Living: A Semiparametric Analysis Nilanjana Roy.

edited by GISELE RUIZ GOLDSTEIN University of Memphis, Tennessee, U.S.A., RAINER NAGEL University Tuebingen, Tubingen, Germany, and SILVIA ROMANELLI Universita degli Studi di Bari, Italy

EVOLUTION EQUATIONS

(Lecture Notes in Pure and Applied Mathematics Series/234)
May 2003 / 440pp., illus. / ISBN: 0-8247-0975-6

Celebrating the work of renowned mathematician Jerome A. Goldstein, this reference compiles original research on the theory and application of evolution equations to stochastics, physics, engineering, biology, and finance. Explores a wide range of topics in linear and nonlinear semigroup theory, operator theory, functional analysis, and linear and nonlinear partial differential equations.

Readership: Pure and applied mathematicians, mathematical analysts, and specialists and students studying the application of evolution equations to stochastics, physics, engineering, and the biosciences.

Subject Category: Analysis

CONTENTS

The Hille-Yoshida Cantata Gregor Nickel and Friedrich Willeœ Matrix-Valued Generalizations of the Theorems of Borg and Hochstadt E. D. Belokolos, F. Gesztesy, K. A. Makrov, L. F. Sakhnovich œ Local and Global Well-Posedness Results for Generalized BBM-Type Equations J. L. Bona and H. Chen œ Variable Coefficient KdV Equations and Waves in Elastic Tubes R. C. Cascaval œ Infinitely Many Solutions for a Superlinear Neumann Problem in Tilable Regions A. Castro œ On Applications of Maximal Regularity to Inverse Problems for Integrodifferential Equations of Parabolic Type F. Colombo, D. Guidetti, and A. Lorenzi œ A Semilinear Integrodifferential Inverse Problem F. Colombo, V. Vespri œ Gearhart-Pruss Theorem in Stability for Wave Equations: A Survey D. Cramer and Y. Latushkin œ A Note on Generalized Maximum Principles for Elliptic and Parabolic PDE M. G. Crandall and A. ?wi?ch œ Finite Dimensional Convex Gradient Systems Perturbed by Noise G. Da Prato œ Differentiability of the Solution Semigroup for Delay Differential Equations G. Di Blasio œ Second Order Differential Operators on C[0, 1] with Wentzell-Robin Boundary Conditions K. -J. Engel œ A New Approach to the Regularity of Solutions for Parabolic Equations J. Escher, J. Pruss, and G. Simonett œ The Regulator Problem for a Singular Control System A. Favini œ Criteria for R-Boundaries of Operator Families M. Girardi and L. Weis œ One Dimensional Hyperbolic Systems and Hille-Yosida Operators R. Grimmer and E. Sinestrari œ On the Wave Equation Subjected to Coulomb Friction R. Grimmer and Y. Soeharyadi œ Asymptotics of Perturbations to the Wave Equation M. Hieber and I. Wood œ A Class of Ordinary Differential Operators with Jump Boundary Conditions R. F. Kauffman and H. Zhang œ An Alternative Proof of Kato's Inequality M. K. Kwong and A. Zettl œ On a Continuous Coagulation and Fragmentation Equation with a Singular Fragmentation Kernel W. Lamb and A. C. McBride œ Almost Periodicity of Inhomogenous Parabolic Evolution Euqations L. Maniar and R. Schnaubelt œ Linear Delay Equations in the Lp-Context L. Maniar and J. Voigt œ Integrated Form of Continuous Newton's Method J. W. Neuberger œ Effects of a Variable Step-Size in Some Abstract Product Formulas M. Pierre and M. Rihani œ Evolution Operators in Stochastic Processes and Inference M. M. Rao œ Competition Between Diffusion and Inhomogeneous Reaction S. Rosencrans and X. Wang œ Global Bifurcations of Concave Semipositone Problems J. Shi and R. Shivaji œ An Obstruction to Prescribing Positive Scalar Curvature on Complete Manifolds with Ricci ? 0 Qi S. Zhang.


edited by ANTONIO GIAMBRUNO University of Palermo, Italy, AMITAI REGEV The Weizmann Institute of Science, Rehovot, Israel, and MIKHAIL ZAICEV Moscow State University, Russia

POLYNOMIAL IDENTITIES AND COMBINATORIAL METHODS

(Lecture Notes in Pure and Applied Mathematics Series/235)
May 2003 / 440 pp., illus. / ISBN: 0-8247-4051-3

Presenting a wide range of perspectives on topics ranging from ring theory and combinatorics to invariant theory and associative algebras, this reference covers current breakthroughs and strategies impacting research on polynomial identities-identifying new concepts in algebraic combinatorics, invariant and representation theory, and Lie algebras and superalgebras for novel studies in the field.

Readership: Pure and applied mathematicians, ring and number theorists, combinatorists, associative algebraists, and upper-level undergraduate and graduate students in these disciplines.

Subject Category: Pure Mathematics

CONTENTS

Linearization Method of Computing Z2-Codimensions of Identities of the Grassmann Algebra N. Anisimov œ Cocommutative Hopf Algebras Acting on Quantum Polynomials and Their Invariants Vyacheslav A. Artamonov œ Combinatorial Properties of Free Algebras of Schreier Varieties Vyacheslav A. Artamonov, Alexander A. Mikhalev, and Alexander V. Mikhalev œ Graded Algebras and Graded Identities Y. Bahturin and M. V. Zaicev œ Computational Approach to Polynomial Identities of Matrices-a Survery Francesca Benanti, James Demmel, Vesselin Drensky, and Plamen Koev œ Poincare Series of Generic Matrices Allan Berele œ Combinatorial Methods for the Computation of Trace Cocharacters Luisa Carini œ Polynomial Identities for Graded Algebras Onofrio Mario Di Vencenzo œ Matrix Invariants and the Failure of Weyl's Theorem Matyas Domokos œ Free Nilpotent-by-Abelian Leibniz Algebras Vesselin Drensky and Giulia Maria Piacentini Cattaneo œ Pebbles and Expansions in the Polynomial Ring Adriano M. Garsia œ Grouo Actions, Codimensions and Exponential Behaviour Antonio Giambruno œ Monotone Matrix Maps Preserve Non-Maximal Rank A Guterman œ Explicit Decompositions of the Group Algebras FSn and FAn A. Henke and Amitai Regev œ Graded and Ordinary Polynomial Identities in Matrix and Related Algebras Plamen Koshlukov œ Varieties of Linear Algebras with Almost Polynomial Growth S. P. Mishchenko œ Algebras with Involution, Superalegras and Proper Subvarieties Vincenzo Nardozza œ Gradings and Graded Identities of the Algebra of n x n Upper Triangular Matrices Angela Valenti.

Thomas Forster

Logic, Induction and Sets

Publication is planned for August 2003 | Hardback | 240 pages 125 exercises | ISBN: 0-521-82621-7
Publication is planned for August 2003 | Paperback | 240 pages 125 exercises | ISBN: 0-521-53361-9

This is an introduction to logic and the axiomatization of set theory from a unique standpoint. Philosophical considerations, which are often ignored or treated casually, are here given careful consideration, and furthermore the author places the notion of inductively defined sets (recursive datatypes) at the centre of his exposition resulting in a treatment of well established topics that is fresh and insightful. The presentation is engaging, but always great care is taken to illustrate difficult points. Understanding is also aided by the inclusion of many exercises. Little previous knowledge of logic is required of the reader, and only a background of standard undergraduate mathematics is assumed.

Contents

1. Definitions and notations; 2. Recursive datatypes; 3. Partially ordered sets; 4. Propositional calculus; 5. Predicate calculus; 6. Computable functions; 7. Ordinals; 8. Set theory; 9. Answers to selected questions.


Robert B. Griffiths

Consistent Quantum Theory

Publication is planned for July 2003 | Paperback | 408 pages 42 line diagrams | ISBN: 0-521-53929-3

Quantum mechanics is one of the most fundamental yet difficult subjects in physics. Nonrelativistic quantum theory is presented here in a clear and systematic fashion, integrating Bornfs probabilistic interpretation with Schrodinger dynamics. Basic quantum principles are illustrated with simple examples requiring no mathematics beyond linear algebra and elementary probability theory. The quantum measurement process is consistently analyzed using fundamental quantum principles without referring to measurement. These same principles are used to resolve several of the paradoxes that have long perplexed physicists, including the double slit and Schrodingerfs cat. The consistent histories formalism used here was first introduced by the author, and extended by M. Gell-Mann, J. Hartle and R. Omnes. Essential for researchers yet accessible to advanced undergraduate students in physics, chemistry, mathematics, and computer science, this book is supplementary to standard textbooks. It will also be of interest to physicists and philosophers working on the foundations of quantum mechanics.

Contents

1. Introduction; 2. Wave functions; 3. Linear algebra in Dirac notation; 4. Physical properties; 5. Probabilities and physical variables; 6. Composite systems and tensor products; 7. Unitary dynamics; 8. Stochastic histories; 9. The Born rule; 10. Consistent histories; 11. Checking consistency; 12. Examples of consistent families; 13. Quantum interference; 14. Dependent (contextual) events; 15. Density matrices; 16. Quantum reasoning; 17. Measurements I; 18. Measurements II; 19. Coins and counterfactuals; 20. Delayed choice paradox; 21. Indirect measurement paradox; 22. Incompatibility paradoxes; 23. Singlet state correlations; 24. EPR paradox and Bell inequalities; 25. Hardyfs paradox; 26. Decoherence and the classical limit; 27. Quantum theory and reality; Bibliography.