Series: Lecture Notes in Pure and Applied Mathematics Volume:
243
ISBN: 082472349X
Publication Date: 9/1/2005
Number of Pages: 272
Presents selected papers from a conference held in St.
Petersburg, Russia, in honor of Dr. Z. Borevich
Organized under the framework of the European Science
Foundation's "Noncommuntative Geometry" program
Presents topics including algebraic groups, algebraic number
theory, rings, and modules
Features a wide range of international contributors
A valuable addition to the Lecture Notes in Pure and Applied
Mathematics series, this reference results from a conference held
in St. Petersburg, Russia, in honor of Dr. Z. Borevich. This
volume is mainly devoted to the contributions related to the
European Science Foundation workshop, organized under the
framework of noncommuntative geometry and integrated in the
Borevich meeting. The topics presented, including algebraic
groups and representations, algebraic number theory, rings, and
modules, are a timely distillation of recent work in the field.
Featuring a wide range of international experts as contributors,
this book is an ideal reference for mathematicians in algebra and
algebraic geometry.
Table of Contents
Finite Galois Stable Subgroups of Gln. Derived Categories for
Nodal Rings and Projective Configurations. Crowns in Profinite
Groups and Applications. The Galois Structure of Ambiguous Ideals
in Cyclic Extensions of Degree 8. An Introduction to
Noncommutative Deformations of Modules. Symmetric Functions,
Noncommutative Symmetric Functions and Quasisymmetric Functions
II. Quotient Grothendieck Representations. On the Strong Rigidity
of Solvable Lie Algebras. The Role of Bergman in Invesigating
Identities in Matrix Algebras with Symplectic Involution. The
Triangular Structure of Ladder Functors. Noncommutative Algebraic
Geometry and Commutative Desingularizations.
Series: Pure and Applied Mathematics Volume: 274
ISBN: 1584885726
Publication Date: 8/23/2005
Number of Pages: 704
Presents a fresh approach to the approximate solution of
differential equations
Supplies algorithms and pseudocode for generating constrained
numbers and Hermite interpolating polynomials
Contains detailed examples that clarify the algorithms and aid in
troubleshooting the development of computer code
Demonstrates several applications of the algorithms, with both
one-dimensional and multivariate examples
Generation of Multivariate Hermite Interpolating Polynomials
advances the study of approximate solutions to partial
differential equations by presenting a novel approach that
employs Hermite interpolating polynomials and bysupplying
algorithms useful in applying this approach.
Organized into three sections, the book begins with a thorough
examination of constrained numbers, which form the basis for
constructing interpolating polynomials. The author develops their
geometric representation in coordinate systems in several
dimensions and presents generating algorithms for each level
number. He then discusses their applications in computing the
derivative of the product of functions of several variables and
in the construction of expression for n-dimensional natural
numbers. Section II focuses on the construction of Hermite
interpolating polynomials, from their characterizing properties
and generating algorithms to a graphical analysis of their
behavior.
The final section of the book is dedicated to the application of
Hermite interpolating polynomials to linear and nonlinear
differential equations in one or several variables. Of particular
interest is an example based on the author's thermal analysis of
the space shuttle during reentry to the earth's atmosphere,
wherein he uses the polynomials developed in the book to solve
the heat transfer equations for the heating of the lower surface
of the wing.
Table of Contents
CONSTRAINED NUMBERS. Constrained Coordinate System. Generation of
the Coordinate System. Natural Coordinates. Computation of the
Number of Elements. An Ordering Relation. Application to Symbolic
Computation of Derivatives. HERMITE INTERPOLATING POLYNOMIALS.
Multivariate Hermite Interpolating Polynomials. Generation of the
Hermite Interpolating Polynomials. Hermite Interpolating
Polynomials: The Classical and Present Approaches. Normalized
Symmetric Square Domain. Rectangular Non-Symmetric Domain.
Generic Domains. Extensions of the Constrained Numbers. Field of
the Complex Numbers. Analysis of the Behavior of the Hermite
Interpolating Polynomials. SELECTED APPLICATIONS. Construction of
the Approximate Solution. One-Dimensional Two Point Boundary
Value Problems. Application to Problems with Several Variables.
Thermal Analysis of the Surface of the Space Shuttle.
ISBN: 0-471-69074-0
Hardcover
605 pages
August 2005
Gain the statistical tools and techniques you need to understand
today's financial markets with the Second Edition of this
critically acclaimed book.
You ll find a comprehensive and systematic introduction to
financial econometric models and their applications in modeling
and predicting financial time series data. This edition continues
to emphasize empirical financial data and focuses on real-world
examples. You ll master key aspects of financial time series,
including volatility modeling, neural network applications,
market microstructure and high-frequency financial data,
continuous-time models and Ito's Lemma, Value at Risk, multiple
returns analysis, financial factor models, and econometric
modeling via computation-intensive methods.
This is an ideal textbook for MBA students and a key reference
for researchers and professionals in business and finance. Order
your copy today.
Table of contents
Preface.
Preface to First Edition.
1. Financial Time Series and Their Characteristics.
2. Linear Time Series Analysis and Its Applications.
3. Conditional Heteroscedastic Models.
4. Nonlinear Models and Their Applications.
5. High-Frequency Data Analysis and Market Microstructure.
6. Continuous-Time Models and Their Applications.
7. Extreme Values, Quantile Estimation, and Value at Risk.
8. Multivariate Time Series Analysis and Its Applications.
9. Principal Component Analysis and Factor Models.
10. Multivariate Volatility Models and Their Applications.
11. State-Space Models and Kalman Filter.
12. Markov Chain Monte Carlo Methods with Applications.
Index.
0-19-856654-9
Publication date: 22 September 2005
272 pages, 234mm x 156mm
Series: Oxford Statistical Science Series
Description
A tribute to Sir David Cox, who has had an immense influence on
modern statistics
Each chapter is carefully crafted and collectively present
current developments across a wide range of research areas from
epidemiology, environmental science, finance, computing and
medicine.
Sir David Cox is among the most important statisticians of the
past half-century. He has made pioneering and highly influential
contributions to a uniquely wide range of topics in statistics
and applied probability. His teaching has inspired generations of
students, and many well-known researchers have begun as his
graduate students or have worked with him at early stages of
their careers. Legions of others have been stimulated and
enlightened by the clear, concise, and direct exposition
exemplified by his many books, papers, and lectures. This book
presents a collection of chapters by major statistical
researchers who attended a conference held at the University of
Neuchatel in July 2004 to celebrate David Cox's 80th birthday.
Each chapter is carefully crafted and collectively present
current developments across a wide range of research areas from
epidemiology, environmental science, finance, computing and
medicine.
Edited by Anthony Davison, Ecole Polytechnique Federale de
Lausanne, Switzerland; Yadolah Dodge, University of Neuchatel,
Switzerland; and N. Wermuth, Goteborg University, Sweden, with
chapters by Ole E. Barndorff-Nielsen, Sarah C. Darby, Christina
Davies, Peter J. Diggle, David Firth, Peter Hall, Valerie S.
Isham, Kung-Yee Liang, Peter McCullagh, Paul McGale, Amilcare
Porporato, Nancy Reid, Brian D. Ripley, Ignacio Rodriguez-Iturbe,
Andrea Rotnitzky, Neil Shephard, Scott L. Zeger, and including a
brief biography of David Cox, this book is suitable for students
of statistics, epidemiology, environmental science, finance,
computing and medicine, and academic and practising statisticians.
Readership: Ideal for students of statistics, epidemiology,
environmental science, finance, computing and medicine, and
academic and practising statisticians.
Contents
Preface
Yadolah Dodge: Biography
Valerie Isham: STOCHASTIC MODELS FOR EPIDEMICS
Amilcare Porporato and Ignacio Rodriguez-Iturbe: STOCHASTIC SOIL
MOISTURE DYNAMICS AND VEGETATION RESPONSE
Nancy Reid: THEORETICAL STATISTICS AND ASYMPTOTICS
Peter McCullagh: EXCHANGEABILITY AND REGRESSION MODELS
Andrea Rotnitzky: ON SEMIPARAMETRIC INFERENCE Andrea Rotnitzky
Peter Hall: ON NONPARAMETRIC STATISTICAL METHODS
David Firth: SOME TOPICS IN SOCIAL STATISTICS
Scott Zeger, Peter Diggle, and Kung-Yee Liang: BIOSTATISTICS: THE
NEAR FUTURE
Sarah Darby, Christina Davies, and Paul McGale: THE EARLY BREAST
CANCER TRIALISTS' COLLABORATIVE GROUP: A BRIEF HISTORY OF RESULTS
TO DATE
Brian D. Ripley: HOW COMPUTING HAS CHANGED STATISTICS
Neil Shephard: ARE THERE DISCONTINUITIES IN FINANCIAL PRICES?
Ole Eiler Barndorff-Nielsen: ON SOME CONCEPTS OF INFINITE
DIVISIBILITY AND THEIR ROLES IN TURBULENCE, FINANCE AND QUANTUM
STOCHASTICS
Bibliography
ISBN: 0486441628
Page Count: 176
Dimensions: 5 3/8 x 8 1/2
The integral equation approach to solving problems specifically
includes the boundary conditions--a valuable advantage. It also
leads naturally to the solution of the problem (under suitable
conditions) in the form of an infinite series. Geared toward
upper-level undergraduate students, this text focuses chiefly
upon linear integral equations. It begins with a straightforward
account, accompanied by simple examples of a variety of integral
equations and the methods of their solution. The treatment
becomes gradually more abstract, with discussions of Hilbert
space and linear operators, the resolvent, Fredholm theory, and
the Hilbert-Schmidt theory of linear operators in Hilbert space.
1977 ed.
Table of Contents
Preface
1. Classification of integral equations
2. Connection with differential equations
3. Integral equations of the convolution type
4. Method of successive approximations
5. Integral equations with singular kernels
6. Hilbert space
7. Linear operators in Hilbert space
8. The resolvent
9. Fredholm theory
10. Hilbert-Schmidt theory
Bibliography
Index