Non-standard Analysis

Author: Abraham Robinson

Publisher: Princeton University Press

ISBN: 1400884225

Category: Mathematics

Page: 308

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Considered by many to be Abraham Robinson's magnum opus, this book offers an explanation of the development and applications of non-standard analysis by the mathematician who founded the subject. Non-standard analysis grew out of Robinson's attempt to resolve the contradictions posed by infinitesimals within calculus. He introduced this new subject in a seminar at Princeton in 1960, and it remains as controversial today as it was then. This paperback reprint of the 1974 revised edition is indispensable reading for anyone interested in non-standard analysis. It treats in rich detail many areas of application, including topology, functions of a real variable, functions of a complex variable, and normed linear spaces, together with problems of boundary layer flow of viscous fluids and rederivations of Saint-Venant's hypothesis concerning the distribution of stresses in an elastic body.

Hypermodels in Mathematical Finance

Modelling Via Infinitesimal Analysis

Author: Siu-Ah Ng

Publisher: World Scientific

ISBN: 9810244282

Category: Business & Economics

Page: 298

View: 7450

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At the beginning of the new millennium, two unstoppable processes are taking place in the world: (1) globalization of the economy; (2) information revolution. As a consequence, there is greater participation of the world population in capital market investment, such as bonds and stocks and their derivatives. Hence there is a need for risk management and analytic theory explaining the market. This leads to quantitative tools based on mathematical methods, i.e. the theory of mathematical finance.Ever since the pioneer work of Black, Scholes and Merton in the 70's, there has been rapid growth in the study of mathematical finance, involving ever more sophisticated mathematics. However, from the practitioner's point of view, it is desirable to have simpler and more useful mathematical tools.This book introduces research students and practitioners to the intuitive but rigorous hypermodel techniques in finance. It is based on Robinson's infinitesimal analysis, which is easily grasped by anyone with as little background as first-year calculus. It covers topics such as pricing derivative securities (including the Black-Scholes formula), hedging, term structure models of interest rates, consumption and equilibrium. The reader is introduced to mathematical tools needed for the aforementioned topics. Mathematical proofs and details are given in an appendix. Some programs in MATHEMATICA are also included.

Convex Analysis

Author: R. Tyrrell Rockafellar

Publisher: Princeton University Press

ISBN: 9780691015866

Category: Mathematics

Page: 451

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Available for the first time in paperback, R. Tyrrell Rockafellar's classic study presents readers with a coherent branch of nonlinear mathematical analysis that is especially suited to the study of optimization problems. Rockafellar's theory differs from classical analysis in that differentiability assumptions are replaced by convexity assumptions. The topics treated in this volume include: systems of inequalities, the minimum or maximum of a convex function over a convex set, Lagrange multipliers, minimax theorems and duality, as well as basic results about the structure of convex sets and the continuity and differentiability of convex functions and saddle- functions.This book has firmly established a new and vital area not only for pure mathematics but also for applications to economics and engineering. A sound knowledge of linear algebra and introductory real analysis should provide readers with sufficient background for this book. There is also a guide for the reader who may be using the book as an introduction, indicating which parts are essential and which may be skipped on a first reading."This book should remain for some years as the standard reference for anyone interested in convex analysis." J. D. Pryce, Edinburgh Mathematical Society

Philosophical Lectures on Probability

collected, edited, and annotated by Alberto Mura

Author: Bruno de Finetti

Publisher: Springer Science & Business Media

ISBN: 1402082010

Category: Science

Page: 216

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Bruno de Finetti (1906–1985) is the founder of the subjective interpretation of probability, together with the British philosopher Frank Plumpton Ramsey. His related notion of “exchangeability” revolutionized the statistical methodology. This book (based on a course held in 1979) explains in a language accessible also to non-mathematicians the fundamental tenets and implications of subjectivism, according to which the probability of any well specified fact F refers to the degree of belief actually held by someone, on the ground of her whole knowledge, on the truth of the assertion that F obtains.

Nonstandard Analysis

Author: Alain Robert

Publisher: Courier Corporation

ISBN: 9780486432793

Category: Mathematics

Page: 156

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This concise text is based on the axiomatic internal set theory approach. Theoretical topics include idealization, standardization, and transfer, real numbers and numerical functions, continuity, differentiability, and integration. Applications cover invariant means, approximation of functions, differential equations, more. Exercises, hints, and solutions. "Mathematics teaching at its best." — European Journal of Physics. 1988 edition.

Topology from the Differentiable Viewpoint

Author: John Willard Milnor

Publisher: Princeton University Press

ISBN: 9780691048338

Category: Mathematics

Page: 64

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This elegant book by distinguished mathematician John Milnor, provides a clear and succinct introduction to one of the most important subjects in modern mathematics. Beginning with basic concepts such as diffeomorphisms and smooth manifolds, he goes on to examine tangent spaces, oriented manifolds, and vector fields. Key concepts such as homotopy, the index number of a map, and the Pontryagin construction are discussed. The author presents proofs of Sard's theorem and the Hopf theorem.

General Theory of Relativity

Author: Paul Adrien Maurice Dirac

Publisher: Princeton University Press

ISBN: 9780691011462

Category: Science

Page: 69

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Einstein's general theory of relativity requires a curved space for the description of the physical world. If one wishes to go beyond superficial discussions of the physical relations involved, one needs to set up precise equations for handling curved space. The well-established mathematical technique that accomplishes this is clearly described in this classic book by Nobel Laureate P.A.M. Dirac. Based on a series of lectures given by Dirac at Florida State University, and intended for the advanced undergraduate, General Theory of Relativity comprises thirty-five compact chapters that take the reader point-by-point through the necessary steps for understanding general relativity.

Homological Algebra

Author: Henri Cartan,Samuel Eilenberg

Publisher: Princeton University Press

ISBN: 9780691049915

Category: Mathematics

Page: 390

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When this book was written, methods of algebraic topology had caused revolutions in the world of pure algebra. To clarify the advances that had been made, Cartan and Eilenberg tried to unify the fields and to construct the framework of a fully fledged theory. The invasion of algebra had occurred on three fronts through the construction of cohomology theories for groups, Lie algebras, and associative algebras. This book presents a single homology (and also cohomology) theory that embodies all three; a large number of results is thus established in a general framework. Subsequently, each of the three theories is singled out by a suitable specialization, and its specific properties are studied. The starting point is the notion of a module over a ring. The primary operations are the tensor product of two modules and the groups of all homomorphisms of one module into another. From these, "higher order" derived of operations are obtained, which enjoy all the properties usually attributed to homology theories. This leads in a natural way to the study of "functors" and of their "derived functors." This mathematical masterpiece will appeal to all mathematicians working in algebraic topology.

Lectures on the Hyperreals

An Introduction to Nonstandard Analysis

Author: Robert Goldblatt

Publisher: Springer Science & Business Media

ISBN: 1461206154

Category: Mathematics

Page: 293

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An introduction to nonstandard analysis based on a course given by the author. It is suitable for beginning graduates or upper undergraduates, or for self-study by anyone familiar with elementary real analysis. It presents nonstandard analysis not just as a theory about infinitely small and large numbers, but as a radically different way of viewing many standard mathematical concepts and constructions. It is a source of new ideas, objects and proofs, and a wealth of powerful new principles of reasoning. The book begins with the ultrapower construction of hyperreal number systems, and proceeds to develop one-variable calculus, analysis and topology from the nonstandard perspective. It then sets out the theory of enlargements of fragments of the mathematical universe, providing a foundation for the full-scale development of the nonstandard methodology. The final chapters apply this to a number of topics, including Loeb measure theory and its relation to Lebesgue measure on the real line. Highlights include an early introduction of the ideas of internal, external and hyperfinite sets, and a more axiomatic set-theoretic approach to enlargements than is usual.

Applied Nonstandard Analysis

Author: Martin Davis

Publisher: Courier Corporation

ISBN: 0486152340

Category: Mathematics

Page: 208

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This applications-oriented text assumes no knowledge of mathematical logic in its development of nonstandard analysis techniques and their applications to elementary real analysis and topological and Hilbert space. 1977 edition.

Operator Techniques in Atomic Spectroscopy

Author: Brian R. Judd

Publisher: Princeton University Press

ISBN: 1400864771

Category: Mathematics

Page: 256

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In the 1920s, when quantum mechanics was in its infancy, chemists and solid state physicists had little choice but to manipulate unwieldy equations to determine the properties of even the simplest molecules. When mathematicians turned their attention to the equations of quantum mechanics, they discovered that these could be expressed in terms of group theory, and from group theory it was a short step to operator methods. This important development lay largely dormant until this book was originally published in 1963. In this pathbreaking publication, Brian Judd made the operator techniques of mathematicians comprehensible to physicists and chemists. He extended the existing methods so that they could handle heavier, more complex molecules and calculate their energy levels, and from there, it was another short step to the mathematical analysis of spectra. This book provides a first-class introduction to continuous groups for physicists and chemists. Although first written from the perspective of atomic spectroscopy, its major topics and methods will appeal to anyone who has an interest in understanding particle theories of nuclear physics. Originally published in 1998. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Infinitesimal Calculus

Author: James M. Henle,Eugene M. Kleinberg

Publisher: Courier Corporation

ISBN: 0486151018

Category: Mathematics

Page: 144

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Introducing calculus at the basic level, this text covers hyperreal numbers and hyperreal line, continuous functions, integral and differential calculus, fundamental theorem, infinite sequences and series, infinite polynomials, more. 1979 edition.

Mathematical Methods of Statistics (PMS-9)

Author: Harald Cramér

Publisher: Princeton University Press

ISBN: 1400883865

Category: Mathematics

Page: 575

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In this classic of statistical mathematical theory, Harald Cramér joins the two major lines of development in the field: while British and American statisticians were developing the science of statistical inference, French and Russian probabilitists transformed the classical calculus of probability into a rigorous and pure mathematical theory. The result of Cramér's work is a masterly exposition of the mathematical methods of modern statistics that set the standard that others have since sought to follow. For anyone with a working knowledge of undergraduate mathematics the book is self contained. The first part is an introduction to the fundamental concept of a distribution and of integration with respect to a distribution. The second part contains the general theory of random variables and probability distributions while the third is devoted to the theory of sampling, statistical estimation, and tests of significance.

Intelligent systems

architecture, design, and control

Author: Alexander M. Meystel,Alex Meystel,James Sacra Albus

Publisher: Wiley-Interscience

ISBN: 9780471193746

Category: Computers

Page: 696

View: 3216

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This comprehensive treatment of the field of intelligent systems is written by two of the foremost authorities in the field. The authors clearly examine the theoretical and practical aspects of these systems. The book focuses on the NIST-RCS (Real-time Control System) model that has been used recently in the Mars Rover.

Deleuze and the Fold: A Critical Reader

Author: Sjoerd van Tuinen,Niamh McDonnell

Publisher: Palgrave MacMillan

ISBN: N.A

Category: Philosophy

Page: 263

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This collection of essays presents a thorough explication of one of Deleuze's most difficult works, 'The Fold.'

Analysis

Author: Elliott H. Lieb,Michael Loss

Publisher: American Mathematical Soc.

ISBN: 0821827839

Category: Mathematics

Page: 346

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This is an excellent textbook on analysis and it has several unique features: Proofs of heat kernel estimates, the Nash inequality and the logarithmic Sobolev inequality are topics that are seldom treated on the level of a textbook. Best constants in several inequalities, such as Young's inequality and the logarithmic Sobolev inequality, are also included. A thorough treatment of rearrangement inequalities and competing symmetries appears in book form for the first time. There is an extensive treatment of potential theory and its applications to quantum mechanics, which, again, is unique at this level. Uniform convexity of $L^p$ space is treated very carefully. The presentation of this important subject is highly unusual for a textbook. All the proofs provide deep insights into the theorems. This book sets a new standard for a graduate textbook in analysis. --Shing-Tung Yau, Harvard University For some number of years, Rudin's ``Real and Complex'', and a few other analysis books, served as the canonical choice for the book to use, and to teach from, in a first year grad analysis course. Lieb-Loss offers a refreshing alternative: It begins with a down-to-earth intro to measure theory, $L^p$ and all that ... It aims at a wide range of essential applications, such as the Fourier transform, and series, inequalities, distributions, and Sobolev spaces--PDE, potential theory, calculus of variations, and math physics (Schrodinger's equation, the hydrogen atom, Thomas-Fermi theory ... to mention a few). The book should work equally well in a one-, or in a two-semester course. The first half of the book covers the basics, and the rest will be great for students to have, regardless of whether or not it gets to be included in a course. --Palle E. T. Jorgensen, University of Iowa

Gradient Flows

In Metric Spaces and in the Space of Probability Measures

Author: Luigi Ambrosio,Nicola Gigli,Giuseppe Savare

Publisher: Springer Science & Business Media

ISBN: 9783764387228

Category: Mathematics

Page: 334

View: 2749

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The book is devoted to the theory of gradient flows in the general framework of metric spaces, and in the more specific setting of the space of probability measures, which provide a surprising link between optimal transportation theory and many evolutionary PDE's related to (non)linear diffusion. Particular emphasis is given to the convergence of the implicit time discretization method and to the error estimates for this discretization, extending the well established theory in Hilbert spaces. The book is split in two main parts that can be read independently of each other.

Positive Definite Matrices

Author: Rajendra Bhatia

Publisher: Princeton University Press

ISBN: 9781400827787

Category: Mathematics

Page: 240

View: 7999

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This book represents the first synthesis of the considerable body of new research into positive definite matrices. These matrices play the same role in noncommutative analysis as positive real numbers do in classical analysis. They have theoretical and computational uses across a broad spectrum of disciplines, including calculus, electrical engineering, statistics, physics, numerical analysis, quantum information theory, and geometry. Through detailed explanations and an authoritative and inspiring writing style, Rajendra Bhatia carefully develops general techniques that have wide applications in the study of such matrices. Bhatia introduces several key topics in functional analysis, operator theory, harmonic analysis, and differential geometry--all built around the central theme of positive definite matrices. He discusses positive and completely positive linear maps, and presents major theorems with simple and direct proofs. He examines matrix means and their applications, and shows how to use positive definite functions to derive operator inequalities that he and others proved in recent years. He guides the reader through the differential geometry of the manifold of positive definite matrices, and explains recent work on the geometric mean of several matrices. Positive Definite Matrices is an informative and useful reference book for mathematicians and other researchers and practitioners. The numerous exercises and notes at the end of each chapter also make it the ideal textbook for graduate-level courses.