Edited by: Jacques Hurtubise, McGill University, Montreal, QC, Canada, and Centre de Recherches Mathematiques, Montreal, QC, Canada, and Eyal Markman, University of Massachusetts, Amherst, MA

Algebraic Structures and Moduli Spaces:
CRM Workshop, July 14-20, 2003, Montreal, Canada

Expected publication date is October 21, 2004

Description

This book contains recent and exciting developments on the structure of moduli spaces, with an emphasis on the algebraic structures that underlie this structure. Topics covered include Hilbert schemes of points, moduli of instantons, coherent sheaves and their derived categories, moduli of flat connections, Hodge structures, and the topology of affine varieties.

Two beautiful series of lectures are a particularly fine feature of the book. One is an introductory series by Manfred Lehn on the topology and geometry of Hilbert schemes of points on surfaces, and the other, by Hiraku Nakajima and Kota Yoshioka, explains their recent work on the moduli space of instantons over {mathbb R}^4.

The material is suitable for graduate students and researchers interested in moduli spaces in algebraic geometry, topology, and mathematical physics.

Contents

M. Lehn -- Lectures on Hilbert schemes
H. Nakajima and K. Yoshioka -- Lectures on instanton counting
C. Bartocci and M. Jardim -- Hyper-Kahler Nahm transforms
A. Braverman -- Instanton counting via affine Lie algebras. I. Equivariant J-functions of (affine) flag manifolds and Whittaker vectors
M. A. A. de Cataldo and L. Migliorini -- The Gysin map is compatible with mixed Hodge structures
N.-K. Ho and L. C. Jeffrey -- Representations of fundamental groups of nonorientable 2-manifolds
Y. Namikawa -- Mukai flops and derived categories. II
S. Hosono, B. H. Lian, K. Oguiso, and S.-T. Yau -- Fourier-Mukai number of a K3 surface
J. Sawon -- Derived equivalence of holomorphic symplectic manifolds
M. Roth and R. Vakil -- The affine stratification number and the moduli space of curves
M. Verbitsky -- Coherent sheaves on generic compact tori
W.-P. Li, Z. Qin, and W. Wang -- The cohomology rings of Hilbert schemes via Jack polynomials

Details:

Series: CRM Proceedings & Lecture Notes,Volume: 38
Publication Year: 2004
ISBN: 0-8218-3568-8
Paging: 258 pp.
Binding: Softcover

E. B. Dynkin, Cornell University, Ithaca, New York

Superdiffusions and Positive Solutions of Nonlinear Partial Differential Equations

Expected publication date is November 13, 2004

Description

This book is devoted to the applications of probability theory to the theory of nonlinear partial differential equations. More precisely, it is shown that all positive solutions for a class of nonlinear elliptic equations in a domain are described in terms of their traces on the boundary of the domain. The main probabilistic tool is the theory of superdiffusions, which describes a random evolution of a cloud of particles. A substantial enhancement of this theory is presented that will be of interest to anyone who works on applications of probabilistic methods to mathematical analysis.

The book is suitable for graduate students and research mathematicians interested in probability theory and its applications to differential equations.

Also of interest by this author is Diffusions, Superdiffusions and Partial Differential Equations in the AMS series, Colloquium Publications.

Contents

Introduction
Analytic approach
Probabilistic approach
mathbb{N}-measures
Moments and absolute continuity properties of superdiffusions
Poisson capacities
Basic inequality
Solutions w_Gamma are sigma-moderate
All solutions are sigma-moderate
Appendix A: An elementary property of the Brownian motion
Appendix B: Relations between Poisson and Bessel capacities
References
Subject index
Notation index

Details:

Series: University Lecture Series, Volume: 34
Publication Year: 2004
ISBN: 0-8218-3682-X
Paging: 120 pp.
Binding: Softcover

Edited by: Michel L. Lapidus, University of California, Riverside, CA, and Machiel van Frankenhuijsen, Utah Valley State College, Orem, UT

Fractal Geometry and Applications: A Jubilee of Benoit Mandelbrot

Expected publication date is December 24, 2004

Description

This volume offers an excellent selection of cutting-edge articles about fractal geometry, covering the great breadth of mathematics and related areas touched by this subject. Included are rich survey articles and fine expository papers. The high-quality contributions to the volume by well-known researchers--including two articles by Mandelbrot--provide a solid cross-section of recent research representing the richness and variety of contemporary advances in and around fractal geometry.

In demonstrating the vitality and diversity of the field, this book will motivate further investigation into the many open problems and inspire future research directions. It is suitable for graduate students and researchers interested in fractal geometry and its applications.

This is a two-part volume. Part 1 covers analysis, number theory, and dynamical systems; Part 2, multifractals, probability and statistical mechanics, and applications.

Contents

M. L. Lapidus -- Fractal geometry and applications-An introduction to this volume
J. Barral and S. Jaffard -- Cherche Livre... et plus si affinite/Looking for a book...and more, if affinity
M. Berry -- Benefiting from fractals
M.-O. Coppens -- Benoit Mandelbrot, wizard of science
R. L. Devaney -- Mandelbrot's vision for mathematics
M. M. Dodson -- Benoit Mandelbrot and York
B. Duplantier -- Nul n'entre ici s'il n'est geometre/Let no one ignorant of geometry enter here
M. L. Frame -- A decade of working with a maverick
M. Frantz -- Breakfast with Mandelbrot
J.-P. Kahane -- Old memories
D. B. Mumford -- My encounters with Benoit Mandelbrot
L. Nottale -- Fractal geometry and the foundations of physics
B. Sapoval -- Is randomness partially tamed by fractals?
J. E. Taylor -- On knowing Benoit Mandelbrot
Analysis
M. M. France -- Reflections, ripples and fractals
M. Frantz -- Lacunarity, Minkowski content, and self-similar sets in mathbb{R}
F. Morgan -- Fractals and geometric measure theory: Friends and foes
H. Furstenberg and Y. Katznelson -- Eigenmeasures, equidistribution, and the multiplicity of beta-expansions
A. Kameyama -- Distances on topological self-similar sets
A. Teplyaev -- Energy and laplacian on the Sierpinski gasket
C. Sabot -- Electrical networks, symplectic reductions, and application to the renormalization map of self-similar lattices
B. Solomyak -- Notes on Bernoulli convolutions
Number theory
T. Hilberdink -- Some connections between Bernoulli convolutions and analytic number theory
S. Jaffard -- On Davenport expansions
M. M. Dodson and S. Kristensen -- Hausdorff dimension and diophantine approximation
M. L. Lapidus and M. van Frankenhuijsen -- Fractality, self-similarity and complex dimensions
Dynamical systems
B. Kahng -- The invariant fractals of symplectic piecewise affine elliptic dynamics
S. Crovisier -- Almost sure rotation number of circle endomorphisms
V. Baladi -- Kneading determinants and transfer operators in higher dimensions
V. Afraimovich, L. Ramirez, and E. Ugalde -- The spectrum of dimensions for Poincare recurrences for nonuniformly hyperbolic geometric constructions
M. Comerford -- A survey of results in random iteration
D. Schleicher -- On fibers and local connectivity of Mandelbrot and multibrot sets
Multifractals
J. Barral and B. B. Mandelbrot -- Introduction to infinite products of independent random functions (Random multiplicative multifractal measures, part I)
J. Barral and B. B. Mandelbrot -- Non-degeneracy, moments, dimension, and multifractal analysis for random multiplicative measures (Random multiplicative multifractal measures, part II)
J. Barral -- Techniques for the study of infinite products of independent random functions (Random multiplicative multifractal measures, part III)
S. P. Jaffard -- Wavelet techniques in multifractal analysis
J. L. Vehel and S. Seuret -- The 2-microlocal formalism
J. Peyriere -- A vectorial multifractal formalism
Probability and statistical mechanics
B. M. Hambly and T. Kumagai -- Heat kernel estimates for symmetric random walks on a class of fractal graphs and stability under rough isometries
Y. Xiao -- Random fractals and Markov processes
G. F. Lawler, O. Schramm, and W. Werner -- On the scaling limit of planar self-avoiding walk
B. Duplantier -- Conformal fractal geometry & boundary quantum gravity
Applications
A. Desolneux, B. Sapoval, and A. Baldassarri -- Self-organized percolation power laws with and without fractal geometry in the etching of random solids
M.-O. Coppens -- Nature inspired chemical engineering-Learning from the fractal geometry of nature in sustainable chemical engineering
F. K. Musgrave -- Fractal forgeries of nature

Details:

Publisher: American Mathematical Society
Distributor: American Mathematical Society
Series: Proceedings of Symposia in Pure Mathematics, Volume: 72
Publication Year: 2004
ISBN: 0-8218-3292-1
Paging: approximately 1110 pp.
Binding: Hardcover

Edited by: Lajos Horvath, University of Utah, Salt Lake City, UT, and Barbara Szyszkowicz, Carleton University, Ottawa, ON, Canada

Asymptotic Methods in Stochastics: Festschrift for Miklos Csorgo

Expected publication date is December 10, 2004

Description

This volume, honoring over forty years of Miklos Csorgo's work in probability and statistics, reflects the state of current research. It offers a comprehensive collection of surveys introducing new results with complete proofs and expository papers giving an historic overview.

Contributions were made by an international cast of experts. The book covers the following topics: path properties of stochastic processes, probability theory with applications, complete convergence of renewal counting processes and bootstrap means, weak convergence of random size sums, almost sure stability of weighted maxima, procedures for detecting changes in statistical models, statistical inference via conditional quantiles, cumulative sums, multinomial samples, empirical processes, applications to economics, and self-normalized partial sums processes. The section, "Applications to Economics", deals primarily with applications of stochastics to financial time series models.

The book is suitable for graduate students and researchers interested in probability theory, stochastic processes, mathematical statistics, and applications of these mathematical/statistical sciences.

Contents

Path properties of stochastic processes
E. Csaki, A. Foldes, and Z. Shi -- Our joint work with Miklos Csorgo
D. Khoshnevisan -- Brownian sheet and quasi-sure analysis
G. Peccati and M. Yor -- Hardy's inequality in L^2([0,1]) and principal values of Brownian local times
G. Peccati and M. Yor -- Four limit theorems for quadratic functionals of Brownian motion and Brownian bridge
P. Revesz -- Tell me the values of a Wiener at integers, I tell you its local time
Probability theory with applications
R. J. Bhansali, M. P. Holland, and P. S. Kokoszka -- Chaotic maps with slowly decaying correlations and intermittency
Y. Davydov and V. Paulauskas -- Recent results on p-stable convex compact sets with applications
Y. Davydov and R. Zitikis -- Convex rearrangements of random elements
D. A. Dawson, L. G. Gorostiza, and A. Wakolbinger -- Hierarchical random walks
K. A. Ross and Q.-M. Shao -- On Helgason's number and Khintchine's inequality
Complete convergence of renewal counting processes and bootstrap means
A. Gut and J. Steinebach -- Convergence rates and precise asymptotics for renewal counting processes and some first passage times
S. Csorgo -- On the complete convergence of bootstrap means
Weak convergence of random size sums, almost sure stability of weighted maxima
I. Cwiklinska and Z. Rychlik -- Weak convergence of random sums and maximum random sums under nonrandom norming
R. J. Tomkins -- Criteria for the almost sure stability of weighted maxima of bounded i.i.d. random variables
Procedures for detecting changes in statistical models
M. Huskova -- Permutation principle and bootstrap in change point analysis
E.-E. A. A. Aly -- Change point detection based on L-statistics
E. Atenafu and E. Gombay -- Sequential tests for change in the parameters of nested random effects model
M. Orasch -- Using U-statistics based processes to detect multiple change-points
Statistical inference via conditional quantiles, cumulative sums, multinomial samples, and empirical processes
E. Parzen -- Statistical methods learning and conditional quantiles
M. D. Burke -- Testing regression models: A strong martingale approach
A. R. Dabrowski and H. Dehling -- Conditional distribution of the H-coefficient in nonparametric unfolding models
K. Ghoudi and B. Remillard -- Empirical processes based on pseudo-observations II: The multivariate case
Applications to economics
I. Berkes, L. Horvath, and P. Kokoszka -- Probabilistic and statistical properties of GARCH processes
R. Kulperger -- Stochastic finance: Discrete time processes and risk neutral pricing
D. L. McLeish -- Estimating the correlation of processes using extreme values
H. Yu -- Analyzing residual processes of (G)ARCH time series models
Self-normalized partial sums processes
M. Csorgo, B. Szyszkowicz, and Q. Wang -- On weighted approximations and strong limit theorems for self-normalized partial sums processes
Q. Wang -- On Darling-Erdos type theorems for self-normalized sums

Details:

Series: Fields Institute Communications, Volume: 44
Publication Year: 2004
ISBN: 0-8218-3561-0
Paging: 530 pp.
Binding: Hardcover

Editors: Kaddour Najim, Enso Ikonen, Ait-Kadi Daoud

Stochastic Processes
Estimation, Optimization and Analysis

Hardback - 244x162mm - ISBN:1-9039-9655-4 - 332 Pages - July 2004

A estochasticf process is a erandomf or econjecturalf process, and this book is concerned with applied probability and statistics. Whilst maintaining the mathematical rigour this subject requires, it addresses topics of interest to engineers, such as problems in modelling, control, reliability maintenance, data analysis and engineering involvement with insurance.

The aim of this publication is to present important current tools used in the stochastic processes ? estimation, optimization and recursive logarithms ? in a form accessible to engineers (and that can also be applied to Matlab programs), and to gather together, in a unified presentation, many of the results in probability and statistics.

Amongst the themes covered in the chapters are mathematical expectation arising from increasing information patterns, the estimation of probability distribution, the treatment of distribution of real random phenomena (in engineering, economics, biology and medicine etc), and expectation maximization. The latter part of the book considers optimization algorithms, which can be used, for example, to help in the better utilization of resources, and stochastic approximation algorithms, which can provide prototype models in many practical applications.