Singer, Stephanie F.

Linearity, Symmetry, and Prediction in the Hydrogen Atom

Series: Undergraduate Texts in Mathematics
2005, XIV, 394 p. 50 illus., Hardcover
ISBN: 0-387-24637-1

About this textbook

The predictive power of mathematics in quantum phenomena is one of the great intellectual successes of the 20th century. This textbook, aimed at undergraduate or graduate level students (depending on the college or university), concentrates on how to make predictions about the numbers of each kind of basic state of a quantum system from only two ingredients: the symmetry and the linear model of quantum mechanics. This method, involving the mathematical area of representation theory or group theory, combines three core mathematical subjects, namely, linear algebra, analysis and abstract algebra. Wide applications of this method occur in crystallography, atomic structure, classification of manifolds with symmetry, and other areas.

The topics unfold systematically, introducing the reader first to an important example of a quantum system with symmetry, the single electron in a hydrogen atom. Then the reader is given just enough mathematical tools to make predictions about the numbers of each kind of electronic orbital based solely on the physical spherical symmetry of the hydrogen atom. The final chapters address the related ideas of quantum spin, measurement and entanglement.

This user-friendly exposition, driven by numerous examples and exercises, requires a solid background in calculus and familiarity with either linear algebra or advanced quantum mechanics. Linearity, Symmetry, and Prediction in the Hydrogen Atom will benefit students in mathematics, physics and chemistry, as well as a literate general readership.

Table of contents

Setting the Stage.- Linear Algebra over the Complex Numbers.- Complex Scalar Product Spaces (a.k.a. Hilbert Spaces).- Lie Groups and Lie Group Representations.- New Representations from Old.- Irreducible Representations and Invariant Integration.- Represenatations and the Hydrogen Atom.- The Algebra so(4) Symmetry of the Hydrogen Atom.- The Group SO(4) Symmetry of the Hydrogen Atom.- Projective Representations and Spin.- Independent Events and Tensor Products.- A. Spherical Harmonics.- B. Proof of the Correspondence.- C. Suggested Paper Topics.- Bibliography.- Index.- References.

Demuth, Michael, Krishna, Maddaly

Determining Spectra in Quantum Theory

Series: Progress in Mathematical Physics, Vol. 44
2005, X, 219 p., Hardcover
ISBN: 0-8176-4366-4

About this book

The spectral theory of Schrodinger operators, in particular those with random potentials, continues to be a very active field of research. This work focuses on various known criteria in the spectral theory of selfadjoint operators in order to identify the spectrum and its components a la Lebesgue decomposition.

Key features and topics:

* Well-developed exposition of criteria that are especially useful in determining the spectra of deterministic and random Schrodinger operators occurring in quantum theory

* Systematically uses measures and their transforms (Fourier, Borel, wavelet) to present a unifying theme

* Establishes criteria for identifying the spectrum

* Examines a series of applications to show point spectrum and continuous spectrum in some models of random operators

* Presents a series of spectral-theoretic results for the perturbed operators introduced in the earlier chapters with examples of localization and delocalization in the theory of disordered systems

* Presents modern criteria (using wavelet transform, eigenfunction decay) that could be used to do spectral theory

* Unique work in book form combining the presentation of the deterministic and random cases, which will serve as a platform for further research activities

This concise unified presentation is aimed at graduate students and researchers working in the spectral theory of Schrodinger operators with either fixed or random potentials in particular. However, given the large gap that this book fills in the literature, it will serve a wider audience of mathematical physicists in its contribution to works in spectral theory.

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Fan, Jianqing, Yao, Qiwei

Nonlinear Time Series (Now in Paperback)
Nonparametric and Parametric Methods

Series: Springer Series in Statistics
1st ed. 2003. 2nd printing 2005., 2005, Approx. 550 p., Softcover
ISBN: 0-387-26142-7

About this book

This book presents the contemporary statistical methods and theory of nonlinear time series analysis. The principal focus is on nonparametric and semiparametric techniques developed in the last decade. It covers the techniques for modelling in state-space, in frequency-domain as well as in time-domain. To reflect the integration of parametric and nonparametric methods in analyzing time series data, the book also presents an up-to-date exposure of some parametric nonlinear models, including ARCH/GARCH models and threshold models. A compact view on linear ARMA models is also provided. Data arising in real applications are used throughout to show how nonparametric approaches may help to reveal local structure in high-dimensional data. Important technical tools are also introduced. The book will be useful for graduate students, application-oriented time series analysts, and new and experienced researchers. It will have the value both within the statistical community and across a broad spectrum of other fields such as econometrics, empirical finance, population biology and ecology. The prerequisites are basic courses in probability and statistics. Jianqing Fan, coauthor of the highly regarded book Local Polynomial Modeling, is Professor of Statistics at the University of North Carolina at Chapel Hill and the Chinese University of Hong Kong. His published work on nonparametric modeling, nonlinear time series, financial econometrics, analysis of longitudinal data, model selection, wavelets and other aspects of methodological and theoretical statistics has been recognized with the Presidents' Award from the Committee of Presidents of Statistical Societies, the Hettleman Prize for Artistic and Scholarly Achievement from the University of North Carolina, and by his election as a fellow of the American Statistical Association and the Institute of Mathematical Statistics. Qiwei Yao is Professor of Statistics at the London School of Economics and Political Science. He is an elected member of the International Statistical Institute, and has served on the editorial boards for the Journal of the Royal Statistical Society (Series B) and the Australian and New Zealand Journal of Statistics.

Table of contents

Introduction.- Characteristics of Time Series.- ARMA Modeling and Forecasting.- Parametric Nonlinear Time Series Models.- Nonparametric Density Estimation.- Smoothing in Time Series.- Spectral Density Estimation and Its Applications.- Nonparametric Models.- Model Validation.- Nonlinear Prediction

Molenberghs, Geert, Verbeke, Geert

Models for Discrete Longitudinal Data

Series: Springer Series in Statistics
2005, XXII, 690 p. 61 illus., Hardcover
ISBN: 0-387-25144-8

About this book

This book provides a comprehensive treatment on modeling approaches for non-Gaussian repeated measures, possibly subject to incompleteness. The authors begin with models for the full marginal distribution of the outcome vector. This allows model fitting to be based on maximum likelihood principles, immediately implying inferential tools for all parameters in the models. At the same time, they formulate computationally less complex alternatives, including generalized estimating equations and pseudo-likelihood methods. They then briefly introduce conditional models and move on to the random-effects family, encompassing the beta-binomial model, the probit model and, in particular the generalized linear mixed model. Several frequently used procedures for model fitting are discussed and differences between marginal models and random-effects models are given attention.

The authors consider a variety of extensions, such as models for multivariate longitudinal measurements, random-effects models with serial correlation, and mixed models with non-Gaussian random effects. They sketch the general principles for how to deal with the commonly encountered issue of incomplete longitudinal data. The authors critique frequently used methods and propose flexible and broadly valid methods instead, and conclude with key concepts of sensitivity analysis.

Without putting too much emphasis on software, the book shows how the different approaches can be implemented within the SAS software package. The text is organized so the reader can skip the software-oriented chapters and sections without breaking the logical flow.

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Crandall, Richard, Pomerance, Carl B.

Prime Numbers
A Computational Perspective

2nd ed., 2005, XVI, 600 p. 4 illus., Hardcover
ISBN: 0-387-25282-7

About this book

Prime numbers beckon to the beginner, the basic notion of primality being accessible to a child. Yet, some of the simplest questions about primes have stumped humankind for millennia. In this book, the authors concentrate on the computational aspects of prime numbers, such as recognizing primes and discovering the fundamental prime factors of a given number. Over 100 explicit algorithms cast in detailed pseudocode are included in the book. Applications and theoretical digressions serve to illuminate, justify, and underscore the practical power of these algorithms. The 2nd edition adds new material on primality and algorithms and updates all the numerical records, such as the largest prime, etc. It has been revised throughout.

From the reviews of the first edition:

"cThe exercises are a gold mine of interesting examples, pointers to the literature and potential research projects. c Prime Numbers is a welcome addition to the literature of number theory?comprehensive, up-to-date and written with style. It will be useful to anyone interested in algorithms dealing with the arithmetic of the integers and related computational issues." American Scientist

"Destined to become a definitive textbook conveying the most modern computational ideas about prime numbers and factoring, this book will stand as an excellent reference for this kind of computation, and thus be of interest to both educators and researchers. It is also a timely book, since primes and factoring have reached a certain vogue, partly because of cryptography. c" LfEnseignement Mathematique

"The book is an excellent resource for anyone who wants to understand these algorithms, learn how to implement them, and make them go fast. It's also a lot of fun to read! It's rare to say this of a math book, but open Prime Numbers to a random page and it's hard to put down. Crandall and Pomerance have written a terrific book." Bulletin of the AMS

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