Engel, Klaus-Jochen, Nagel, Rainer

A Short Course on Operator Semigroups

Series: Universitext
2006, Approx. 250 p. 3 illus., Hardcover
ISBN: 0-387-31341-9

About this textbook

The book offers a direct and up-to-date introduction to the theory of one-parameter semigroups of linear operators on Banach spaces. It contains the fundamental results of the theory such as the Hille-Yoshida generation theorem, the bounded perturbation theorem, and the Trotter-Kato approximation theorem, but also treats the spectral theory of semigroups and its consequences for the qualitative behavior.

The book is intended for students and researchers who want to become acquainted with the concept of semigroups in order to work with it in fields like partial and functional differential equations, stochastic processes, infinite dimensional control theory, or dynamical systems coming from physics or biology.

Written for:

graduate students, professors

Table of contents

Preface.- Introduction.- Semigroups, Generators, and Resolvents.- Perturbation of Semigroups.- Approximation of Semigroups.- Spectral Theory and Asymptotics for Semigroups.- Positive Semigroups.- Appendix.- References.- Selected References to Recent Research.- List of Symbols and Abbreviations.- Index.

Flum, J., Grohe, M.

Parameterized Complexity Theory

Series: Texts in Theoretical Computer Science. An EATCS Series
2006, XIV, 493 p. 51 illus., Hardcover
ISBN: 3-540-29952-1

About this book

Parameterized complexity theory is a recent branch of computational complexity theory that provides a framework for a refined analysis of hard algorithmic problems. The central notion of the theory, fixed-parameter tractability, has led to the development of various new algorithmic techniques and a whole new theory of intractability.

This book is a state-of-the-art introduction into both algorithmic techniques for fixed-parameter tractability and the structural theory of parameterized complexity classes, and it presents detailed proofs of recent advanced results that have not appeared in book form before. Several chapters each are devoted to intractability, algorithmic techniques for designing fixed-parameter tractable algorithms, and bounded fixed-parameter tractability and subexponential time complexity. The treatment is comprehensive, and the reader is supported with exercises, notes, a detailed index, and some background on complexity theory and logic.

The book will be of interest to computer scientists, mathematicians and graduate students engaged with algorithms and problem complexity.

Written for:

Researchers, lecturers, graduate students

Table of contents

Fixed-Parameter Tractability.- Reductions and Parameterized Intractability.- The Class W[P].- Logic and Complexity.- Two Fundamental Hierarchies.- The First Level of the Hierarchies.- The W-Hierarchy.- The A- Hierarchy.- Kernelization and Linear Programming Techniques.- The Automata-Theoretic Approach.- Tree Width.- Planarity and Bounded Local Tree Width.- Homomorphisms and Embeddings.- Parameterized Counting Problems.- Bounded Fixed-Parameter Tractability.- Subexponential Fixed-Parameter Tractability.- Appendix, Background from Complexity Theory.- References.- Notation.- Index.

Kabanov, Yuri; Lipster, Robert; Stoyanov, Jordan (Eds.)

From Stochastic Calculus to Mathematical Finance
The Shiryaev Festschrift

2006, XXXVIII, 634 p. 15 illus., Hardcover
ISBN: 3-540-30782-6

About this book

Dedicated to the eminent Russian mathematician Albert Shiryaev on the occasion of his 70th birthday, the Festschrift is a collection of papers, including several surveys, written by his former students, co-authors and colleagues. These reflect the wide range of scientific interests of the teacher and his Moscow school. The topics range from the disorder problems to stochastic calculus and their applications to mathematical economics and finance. A full biobibliography of Shiryaevfs works is included.

The book represents the modern state of art of many aspects of a quickly maturing theory and will be an essential source and reading for researchers in this area. The diversity of the topics and the comprehensive style of the papers make the book amenable and attractive for PhD students and young researchers.

Written for:

Researchers and graduate students

Table of contents

Lutkepohl, Helmut

New Introduction to Multiple Time Series Analysis

2006, XXII, 764 p. 49 illus., Softcover
ISBN: 3-540-26239-3

About this textbook

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis.

The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.

Written for:

Graduate students, researchers

Table of contents

Introduction.- Finite Order Vector Autoregressive Processes: Stable Vector Autoregressive Processes.- Estimation of Vector Autoregressive Processes.- VAR Order Selection and Checking the Model Adequacy.- VAR Processes with Parameter Constraints. Cointegrated Processes: Vector Error Correction Models.- Estimation of Vector Error Correction Models.- Specification of VECMs. Structural and Conditional Models: Structural VARs and VECMs.- Systems of Dynamic Simultaneous Equations. Infinite Order Vector Autoregressive Processes: Vector Autoregressive Moving Average Processes.- Estimation of VARMA Models.- Specification and Checking the Adequacy of VARMA.- Cointegrated VARMA Processes.- Fitting Finite Order VAR Models to Infinite Order Processes. Time Series Topics: Multivariate ARCH and GARCH Models.- Periodic VAR Processes and Intervention Models.- State Space Models. Appendices: Vectors and Matrices.- Multivariate Normal and Related Distributions.- Stochastic Convergence and Asymptotic Distributions.- Evaluating Properties of Estimators and Test Statistics by Simulation and Resampling Techniques.

Nebe, Gabriele, Rains, Eric M., Sloane, Neil J. A.

Self-Dual Codes and Invariant Theory

Series: Algorithms and Computation in Mathematics, Vol. 17
2006, XXVII, 430 p. 10 illus., Hardcover
ISBN: 3-540-30729-X

About this book

One of the most remarkable and beautiful theorems in coding theory is Gleason's 1970 theorem about the weight enumerators of self-dual codes and their connections with invariant theory. In the past 35 years there have been hundreds of papers written about generalizations and applications of this theorem to different types of codes. This self-contained book develops a new theory which is powerful enough to include all the earlier generalizations.

It is also in part an encyclopedia that gives a very extensive list of the different types of self-dual codes and their properties, including tables of the best codes that are presently known. Besides self-dual codes, the book also discusses two closely-related subjects, lattices and modular forms, and quantum error-correcting codes.

This book, written by the leading experts in the subject, has no equivalent in the literature and will be of great interest to mathematicians, communication theorists, computer scientists and physicists.

Written for:

Mathematicians, communication theorists, computer scientists and physicists

Table of contents

Preface.- 1 The Type of a Self-Dual Code.- 2 Weight Enumerators and Important Types.- 3 Closed Codes.- 4 The Category Quad.- 5 The Main Theorems.- 6 Real and Complex Clifford Groups.- 7 Classical Self-Dual Codes.- 8 Further Examples of Self-Dual Codes.- 9 Lattices.- 10 Maximal Isotropic Codes and Lattices.- 11 Extremal and Optimal Codes.- 12 Enumeration of Self-Dual Codes.- 13 Quantum Codes.- Bibliography.- Index