Falk, Michael, Husler, Jurg, Reiss, Rolf-Dieter

Laws of Small Numbers: Extremes and Rare Events, 2nd ed.

2004, XIII, 376 p., Softcover
ISBN: 3-7643-2416-3

About this book

Since the publication of the first edition of this seminar book in 1994, the theory and applications of extremes and rare events have enjoyed an enormous and still increasing interest. The intention of the book is to give a mathematically oriented development of the theory of rare events underlying various applications. This characteristic of the book was strengthened in the second edition by incorporating various new results on about 130 additional pages. Part II, which has been added in the second edition, discusses recent developments in multivariate extreme value theory. Particularly notable is a new spectral decomposition of multivariate distributions in univariate ones which makes multivariate questions more accessible in theory and practice. One of the most innovative and fruitful topics during the last decades was the introduction of generalized Pareto distributions in the univariate extreme value theory. Such a statistical modelling of extremes is now systematically developed in the multivariate framework.

Written for:

Graduate and postgraduate students, researchers in Number Theory, Probability Theory and Statistics, statisticians; geophysicists, biologists

Table of contents

Functional Laws of Small Numbers.- ExtremeValueTheory.- Estimation of Conditional Curves.- Basic Theory of Multivariate Maxima.- Multivariate Extremes: The Pickands Approach.- The Pickands Approach in the Bivariate Case.- Multivariate Extremes: Supplementary Concepts and Results.- Introduction to the Non IID Case.- Extremes of Random Sequences.- Extremes of Gaussian Processes.- Extensions for Rare Events.- Statistics of Extremes.


Freeden, Willi, Michel, Volker

Multiscale Potential Theory
With Applications to Geoscience

Series : Applied and Numerical Harmonic Analysis

2004, XVI, 509 p., Hardcover
ISBN: 3-7643-4105-X
A Birkhauser book

About this textbook

This self-contained book provides a basic foundation for students, practitioners, and researchers interested in some of the diverse new areas of multiscale (geo)potential theory. New mathematical methods are developed enabling the gravitational potential of a planetary body to be modeled and analyzed using a continuous flow of observations from land or satellite devices. Harmonic wavelet methods are introduced, as well as fast computational schemes and various numerical test examples. The work is divided into two main parts: Part I treats well-posed boundary-value problems of potential theory and elasticity; Part II examines ill-posed problems such as satellite-to-satellite tracking, satellite gravity gradiometry, and gravimetry. Both sections demonstrate how multiresolution representations yield Runge?Walsh type solutions that are both accurate in approximation and tractable in computation. Topic and key features: * Comprehensive coverage of topics which, thus far, are only scattered in journal articles and conference proceedings * Important applications and developments for future satellite scenarios; new modelling techniques involving low-orbiting satellites * Multiscale approaches for numerous geoscientific problems, including geoidal determination, magnetic field reconstruction, deformation analysis, and density variation modelling * Multilevel stabilization procedures for regularization * Treatment of the real Earthfs shape as well as a spherical Earth model * Modern methods of constructive approximation * Exercises at the end of each chapter and an appendix with hints to their solutions Models and methods presented show how various large- and small-scale processes may be addressed by a single geoscientific modelling framework for potential determination. Multiscale Potential Theory may be used as a textbook for graduate-level courses in geomathematics, applied mathematics, and geophysics. The book is also an up-to-date reference text for geoscientists, applied mathematicians, and engineers.

Table of contents

Preface * Introduction * Preliminary Tools * Part I: Well-Posed Problems * Boundary-Value Problems of Potential Theory * Boundary-Value Problems of Elasticity * Part II: Ill-Posed Problems * Satellite Problems * The Gravimetry Problem * Conclusion * Hints for the Solutions of the Exercises * References * Index

Giaquinta, Mariano, Modica, Giuseppe

Mathematical Analysis
Approximation and Discrete Processes, Volume package:

2005, XII, 388 p. 152 illus., Softcover
ISBN: 3-7643-4337-0 Paperback
ISBN: 3-7643-4313-3 Hardback

About this textbook

This fairly self-contained work embraces a broad range of topics in analysis at the graduate level, requiring only a sound knowledge of calculus and the functions of one variable. A key feature of this lively yet rigorous and systematic exposition is the historical accounts of ideas and methods pertaining to the relevant topics. Most interesting and useful are the connections developed between analysis and other mathematical disciplines, in this case, numerical analysis and probability theory. The text is divided into two parts: The first examines the systems of real and complex numbers and deals with the notion of sequences in this context. After the presentation of natural numbers as a subset of the reals, elements of combinatorics and a discussion of the mathematical notion of the infinite are introduced. The second part is dedicated to discrete processes starting with a study of the processes of infinite summation both in the case of numerical series and of power series.

Table of contents

Preface * Real Numbers and Natural Numbers * Sequences of Real Numbers * Integer Numbers: Congruences, Counting and Infinity * Complex Numbers * Polynomials, Rational Functions and Trigonometric Polynomials * Series * Power Series * Discrete Processes * Mathematicans and Other Scientists * Bibliographical Notes * Index

Paltanea, Radu
Anastassiou, George A. (Ed.)

Approximation Theory Using Positive Linear Operators

2004, VIII, 202 p., Softcover
ISBN: 3-7643-4350-8

About this book

This work treats quantitative aspects of the approximation of functions using positive linear operators. The theory of these operators has been an important area of research in the last few decades, particularly as it affects computer-aided geometric design. In this book, the crucial role of the second order moduli of continuity in the study of such operators is emphasized. New and efficient methods, applicable to general operators and to diverse concrete moduli, are presented. The advantages of these methods consist in obtaining improved and even optimal estimates, as well as in broadening the applicability of the results. *Additional Topics and Features: * Examination of the multivariate approximation case * Special focus on the Bernstein operators, including applications, and on two new classes of Bernstein-type operators * Many general estimates, leaving room for future applications (e.g. the B-spline case) * Extensions to approximation operators acting on spaces of vector functions * Historical perspective in the form of previous significant results This monograph will be of interest to those working in the field of approximation or functional analysis. Requiring only familiarity with the basics of approximation theory, the book may serve as a good supplementary text for courses in approximation theory, or as a reference text on the subject.

Written for:

Graduate students, postdocs and higher qualified scientists in mathematics and computer science interested in the fields of Geometric Modeling, Computer Aided Geometric Design, Image Processing, Real Analysis and Approximation Theory

Boukas, El-Kebir

Stochastic Hybrid Systems
Analysis and Design

Series : Control Engineering

2005, Approx. 265 p. 19 illus., Hardcover
ISBN: 3-7643-3782-6

About this book

Stochastic hybrid systems represent an interesting class of systems that can be used to model a variety of systems having abrupt random changes in their dynamics. Such systems may be found in manufacturing, communications, aerospace, power, and economics systems. This work presents stochastic hybrid systems and provides up-to-date methods and techniques for the analysis and design of various control systems with or without uncertainties. An introductory chapter highlights basic concepts and practical models, which are then used to solve more advanced problems throughout the book. Included are many numerical examples and LMI synthesis methods and design approaches to supplement the results developed. Specific topics covered include: * The stochastic stability problem and its robustness * The stabilization problem---using different controllers such as the state feedback, output feedback, and observer-based output feedback---and its robustness * Systems with external disturbances * The filtering problem for the class of systems with Markovian jump parameters; Kalman and H-infinity filtering problems are treated and LMI conditions are developed to synthesize the gains of these filters * Systems with singular Markovian jump parameters "Stochastic Hybrid Systems" may be used as a textbook for graduate-level engineering courses, or as a reference for practicing control engineers, graduate students, and researchers in systems and control. Prerequisites include elementary courses in matrix theory, probability, optimization techniques, and control systems theory.

Table of contents

Preface * Introduction * Stability Problem * Stabilization Problem * H-infinity Control Problem * Filtering Problem * Singular Markovian Jumping Parameters Systems * Conclusion * Appendix: Markov Processes * Bibliography * Index