Linear Models and Time-Series Analysis : Regression, ANOVA, ARMA and GARCH by Marc S. PaolellaDistribution Theory for Linear and Time-Series Models aims to set a strong foundation, in terms of distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling financial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's title, Fundamental Statistical Inference: A Computational Approach, which introduces the major concepts of statistical inference. Attention is explicitly paid to application and numeric computation, with examples of Matlab code throughout. The point of including code is to offer a framework for discussion and illustration of numerics, and to show the mapping from theory to computation. The book also includes: A tutorial on SAS A companion website containing various programs and a solutions manual for students Includes latest developments and topics such as financial returns data, notably also in a multivariate context. This book is suitable for advanced masters students in statistics and quantitative finance, as well as doctoral students in economics and finance. It is also useful for quantitative financial practitioners in large financial institutions (investment division, risk management division, and model validation division) to smaller finance outlets. The goal of this book project is to set a strong foundation, in terms of (usually small-sample) distribution theory, for the linear model (regression and ANOVA), univariate time series analysis (ARMAX and GARCH), and some multivariate models associated primarily with modeling nancial asset returns (copula-based structures and the discrete mixed normal and Laplace). It builds on the author's Fundamental Statistical Inference: A Computational Approach, which introduces the major concepts, and some extra material, on statistical inference in the i.i.d. case. I hereafter denoted it as book III (and likewise referring to my books on probability theory as books I and II). The target audiences are advanced masters students in statistics and quantitative nance, though should also serve well for less quantitatively oriented doctoral students in economics and nance who wish (or need) to take a course in econometrics.
Call Number: QA280 .P373 2019
Explorations in Numerical Analysis by James V. LambersThis textbook introduces advanced undergraduate and early-career graduate students to the field of numerical analysis. This field pertains to the design, analysis, and implementation of algorithms for the approximate solution of mathematical problems that arise in applications spanning science and engineering, and are not practical to solve using analytical techniques such as those taught in courses in calculus, linear algebra or differential equations. Topics covered include error analysis, computer arithmetic, solution of systems of linear equations, least squares problems, eigenvalue problems, polynomial interpolation and approximation, numerical differentiation and integration, nonlinear equations, optimization, ordinary differential equations, and partial differential equations. For each problem considered, the presentation includes the derivation of solution techniques, analysis of their efficiency, accuracy and robustness, and details of their implementation, illustrated through the MATLAB programming language. This text is suitable for a year-long sequence in numerical analysis, and can also be used for a one-semester course in numerical linear algebra.
Call Number: QA297 .L335 2019
A Course on Partial Differential Equations by Walter CraigThis book puts together the three main aspects of the topic of partial differential equations, namely theory, phenomenology, and applications, from a contemporary point of view. In addition to the three principal examples of the wave equation, the heat equation, and Laplace's equation, the book has chapters on dispersion and the Schrödinger equation, nonlinear hyperbolic conservation laws, and shock waves.
Call Number: QA377 .C85 2018
Algebraic Combinatorics : Walks, Trees, Tableaux, and More by Richard P. StanleyWritten by one of the foremost experts in the field, Algebraic Combinatorics is a unique undergraduate textbook that will prepare the next generation of pure and applied mathematicians. The combination of the author's extensive knowledge of combinatorics and classical and practical tools from algebra will inspire motivated students to delve deeply into the fascinating interplay between algebra and combinatorics. Readers will be able to apply their newfound understanding to mathematical, engineering, and business models. Prerequisites include a basic knowledge of linear algebra over a field, existence of finite fields, and rudiments of group theory. The topics in each chapter build on one another and include extensive problem sets as well as hints to selected exercises. Key topics include walks on graphs, cubes and the Radon transform, the Matrix-Tree Theorem, de Bruijn sequences, the Erdős-Moser conjecture, electrical networks, the Sperner property, shellability of simplicial complexes and face rings. There are also three appendices on purely enumerative aspects of combinatorics related to the chapter material: the RSK algorithm, plane partitions, and the enumeration of labeled trees. The new edition contains a bit more content than intended for a one-semester advanced undergraduate course in algebraic combinatorics, enumerative combinatorics, or graph theory. Instructors may pick and choose chapters/sections for course inclusion and students can immerse themselves in exploring additional gems once the course has ended. A chapter on combinatorial commutative algebra (Chapter 12) is the heart of added material in this new edition. The author gives substantial application without requisites needed for algebraic topology and homological algebra. A sprinkling of additional exercises and a new section (13.8) involving commutative algebra, have been added. From reviews of the first edition: "This gentle book provides the perfect stepping-stone up. The various chapters treat diverse topics ... . Stanley's emphasis on 'gems' unites all this --he chooses his material to excite students and draw them into further study. ... Summing Up: Highly recommended. Upper-division undergraduates and above." --D. V. Feldman, Choice, Vol. 51(8), April, 2014
A First Course in Fuzzy Logic, Fourth Edition by Hung T. Nguyen; Carol L. Walker; Elbert A. WalkerA First Course in Fuzzy Logic, Fourth Editionis an expanded version of the successful third edition. It provides a comprehensive introduction to the theory and applications of fuzzy logic. This popular text offers a firm mathematical basis for the calculus of fuzzy concepts necessary for designing intelligent systems and a solid background for readers to pursue further studies and real-world applications. New in the Fourth Edition: Features new results on fuzzy sets of type-2 Provides more information on copulas for modeling dependence structures Includes quantum probability for uncertainty modeling in social sciences, especially in economics With its comprehensive updates, this new edition presents all the background necessary for students, instructors and professionals to begin using fuzzy logic in its many--applications in computer science, mathematics, statistics, and engineering. About the Authors: Hung T. Nguyen is a Professor Emeritus at the Department of Mathematical Sciences, New Mexico State University. He is also an Adjunct Professor of Economics at Chiang Mai University, Thailand. Carol L. Walker is also a Professor Emeritus at the Department of Mathematical Sciences, New Mexico State University. Elbert A. Walkeris a Professor Emeritus, Department of Mathematical Sciences, New Mexico State University.
Call Number: QA297 .L335 2019
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Fundamentals of Linear Algebra by J. S. ChahalFundamentals of Linear Algebra is like no other book on the subject. By following a natural and unified approach to the subject it has, in less than 250 pages, achieved a more complete coverage of the subject than books with more than twice as many pages. For example, the textbooks in use in the United States prove the existence of a basis only for finite dimensional vector spaces. This book proves it for any given vector space. With his experience in algebraic geometry and commutative algebra, the author defines the dimension of a vector space as its Krull dimension. By doing so, most of the facts about bases when the dimension is finite, are trivial consequences of this definition. To name one, the replacement theorem is no longer needed. It becomes obvious that any two bases of a finite dimensional vector space contain the same number of vectors. Moreover, this definition of the dimension works equally well when the geometric objects are nonlinear. Features: Presents theories and applications in an attempt to raise expectations and outcomes The subject of linear algebra is presented over arbitrary fields Includes many non-trivial examples which address real-world problems About the Author: Dr. J.S. Chahalis a professor of mathematics at Brigham Young University. He received his Ph.D. from Johns Hopkins University and after spending a couple of years at the University of Wisconsin as a post doc, he joined Brigham Young University as an assistant professor and has been there ever since. He specializes and has published a number of papers about number theory. For hobbies, he likes to travel and hike, the reason he accepted the position at Brigham Young University
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Numerical Linear Algebra : an Introduction by Holger WendlandThis self-contained introduction to numerical linear algebra provides a comprehensive, yet concise, overview of the subject. It includes standard material such as direct methods for solving linear systems and least-squares problems, error, stability and conditioning, basic iterative methods and the calculation of eigenvalues. Later chapters cover more advanced material, such as Krylov subspace methods, multigrid methods, domain decomposition methods, multipole expansions, hierarchical matrices and compressed sensing. The book provides rigorous mathematical proofs throughout, and gives algorithms in general-purpose language-independent form. Requiring only a solid knowledge in linear algebra and basic analysis, this book will be useful for applied mathematicians, engineers, computer scientists, and all those interested in efficiently solving linear problems.
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Mathematics of Keno and Lotteries by Mark BollmanMathematics of Keno and Lotteriesis an elementary treatment of the mathematics, primarily probability and simple combinatorics, involved in lotteries and keno. Keno has a long history as a high-advantage, high-payoff casino game, and state lottery games such as Powerball are mathematically similar. MKL also considers such lottery games as passive tickets, daily number drawings, and specialized games offered around the world. In addition, there is a section on financial mathematics that explains the connection between lump-sum lottery prizes (as with Powerball) and their multi-year annuity options. So-called "winning systems" for keno and lotteries are examined mathematically and their flaws identified.
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An Introduction to Categorical Data Analysis by Alan AgrestiA valuable new edition of a standard reference The use of statistical methods for categorical data has increased dramatically, particularly for applications in the biomedical and social sciences. An Introduction to Categorical Data Analysis, Third Edition summarizes these methods and shows readers how to use them using software. Readers will find a unified generalized linear models approach that connects logistic regression and loglinear models for discrete data with normal regression for continuous data. Adding to the value in the new edition is: * Illustrations of the use of R software to perform all the analyses in the book * A new chapter on alternative methods for categorical data, including smoothing and regularization methods (such as the lasso), classification methods such as linear discriminant analysis and classification trees, and cluster analysis * New sections in many chapters introducing the Bayesian approach for the methods of that chapter * More than 70 analyses of data sets to illustrate application of the methods, and about 200 exercises, many containing other data sets * An appendix showing how to use SAS, Stata, and SPSS, and an appendix with short solutions to most odd-numbered exercises Written in an applied, nontechnical style, this book illustrates the methods using a wide variety of real data, including medical clinical trials, environmental questions, drug use by teenagers, horseshoe crab mating, basketball shooting, correlates of happiness, and much more. An Introduction to Categorical Data Analysis, Third Edition is an invaluable tool for statisticians and biostatisticians as well as methodologists in the social and behavioral sciences, medicine and public health, marketing, education, and the biological and agricultural sciences.
Call Number: QA278 .A355 2019
Einstein's Italian Mathematicians : Ricci, Levi-Civita, and the Birth of General Relativity by Judith R. GoodsteinIn the first decade of the twentieth century as Albert Einstein began formulating a revolutionary theory of gravity, the Italian mathematician Gregorio Ricci was entering the later stages of what appeared to be a productive if not particularly memorable career, devoted largely to what his colleagues regarded as the dogged development of a mathematical language he called the absolute differential calculus. In 1912, the work of these two dedicated scientists would intersect--and physics and mathematics would never be the same. Einstein's Italian Mathematicians chronicles the lives and intellectual contributions of Ricci and his brilliant student Tullio Levi-Civita, including letters, interviews, memoranda, and other personal and professional papers, to tell the remarkable, little-known story of how two Italian academicians, of widely divergent backgrounds and temperaments, came to provide the indispensable mathematical foundation--today known as the tensor calculus--for general relativity. A wonderfully written chronicle of the lives of two great mathematicians and how their work shaped Einstein's masterpiece as well as ushering in new fields of mathematics. The book is also an intriguing and insightful portrait of Italy during the period from Italian independence in 1870 until the onset of World War II. --Gino Segre, Physics Department, University of Pennsylvania Galileo said that mathematics is the language of nature. Einstein might have found himself mute when it came to describing gravity if it weren't for the mathematics of covariant derivatives developed by Galileo's countrymen Gregorio Ricci-Curbastro and Tullio Levi-Civita. Judy Goodstein tells their stories and their connection to Einstein with clarity and grace in a most readable book. --Barry Simon, California Institute of Technology
A History of Abstract Algebra : From Algebraic Equations to Modern Algebra by Jeremy GrayThis textbook provides an accessible account of the history of abstract algebra, tracing a range of topics in modern algebra and number theory back to their modest presence in the seventeenth and eighteenth centuries, and exploring the impact of ideas on the development of the subject. Beginning with Gauss's theory of numbers and Galois's ideas, the book progresses to Dedekind and Kronecker, Jordan and Klein, Steinitz, Hilbert, and Emmy Noether. Approaching mathematical topics from a historical perspective, the author explores quadratic forms, quadratic reciprocity, Fermat's Last Theorem, cyclotomy, quintic equations, Galois theory, commutative rings, abstract fields, ideal theory, invariant theory, and group theory. Readers will learn what Galois accomplished, how difficult the proofs of his theorems were, and how important Camille Jordan and Felix Klein were in the eventual acceptance of Galois's approach to the solution of equations. The book also describes the relationship between Kummer's ideal numbers and Dedekind's ideals, and discusses why Dedekind felt his solution to the divisor problem was better than Kummer's. Designed for a course in the history of modern algebra, this book is aimed at undergraduate students with an introductory background in algebra but will also appeal to researchers with a general interest in the topic. With exercises at the end of each chapter and appendices providing material difficult to find elsewhere, this book is self-contained and therefore suitable for self-study.
Call Number: QA162 .G73 2018
Functional Analysis by Theo Bühler; D. SalamonFunctional analysis is a central subject of mathematics with applications in many areas of geometry, analysis, and physics. This book provides a comprehensive introduction to the field for graduate students and researchers. It begins in Chapter 1 with an introduction to the necessary foundations, including the Arzela-Ascoli theorem, elementary Hilbert space theory, and the Baire Category Theorem. Chapter 2 develops the three fundamental principles of functional analysis (uniform boundedness, open mapping theorem, Hahn-Banach theorem) and discusses reflexive spaces and the James space. Chapter 3 introduces the weak and weak$^*$ topologies and includes the theorems of Banach-Alaoglu, Banach-Dieudonne, Eberlein-Smulyan, Krein-Milman, as well as an introduction to topological vector spaces and applications to ergodic theory. Chapter 4 is devoted to Fredholm theory. It includes an introduction to the dual operator and to compact operators, and it establishes the closed image theorem. Chapter 5 deals with the spectral theory of bounded linear operators. It introduces complex Banach and Hilbert spaces, the continuous functional calculus for self-adjoint and normal operators, the Gelfand spectrum, spectral measures, cyclic vectors, and the spectral theorem. Chapter 6 introduces unbounded operators and their duals. It establishes the closed image theorem in this setting and extends the functional calculus and spectral measure to unbounded self-adjoint operators on Hilbert spaces. Chapter 7 gives an introduction to strongly continuous semigroups and their infinitesimal generators. It includes foundational results about the dual semigroup and analytic semigroups, an exposition of measurable functions with values in a Banach space, and a discussion of solutions to the inhomogeneous equation and their regularity properties. The appendix establishes the equivalence of the Lemma of Zorn and the Axiom of Choice, and it contains a proof of Tychonoff's theorem. With 10 to 20 elaborate exercises at the end of each chapter, this book can be used as a text for a one-or-two-semester course on functional analysis for beginning graduate students. Prerequisites are first-year analysis and linear algebra, as well as some foundational material from the second-year courses on point set topology, complex analysis in one variable, and measure and integration.