Using Bishop's work on constructive analysis as a framework, this monograph gives a systematic, detailed and general constructive theory of probability theory and stochastic processes. It is the first extended account of this theory: almost all of the constructive existence and continuity theorems that permeate the book are original. It also contains results and methods hitherto unknown in the constructive and nonconstructive settings. The text features logic only in the common sense and, beyond a certain mathematical maturity, requires no prior training in either constructive mathematics or probability theory. It will thus be accessible and of interest, both to probabilists interested in the foundations of their speciality and to constructive mathematicians who wish to see Bishop's theory applied to a particular field.
Chromatic graph theory is a thriving area that uses various ideas of 'colouring' (of vertices, edges, and so on) to explore aspects of graph theory. It has links with other areas of mathematics, including topology, algebra and geometry, and is increasingly used in such areas as computer networks, where colouring algorithms form an important feature. While other books cover portions of the material, no other title has such a wide scope as this one, in which acknowledged international experts in the field provide a broad survey of the subject. All fifteen chapters have been carefully edited, with uniform notation and terminology applied throughout. Bjarne Toft (Odense, Denmark), widely recognized for his substantial contributions to the area, acted as academic consultant. The book serves as a valuable reference for researchers and graduate students in graph theory and combinatorics and as a useful introduction to the topic for mathematicians in related fields.
The Banach–Tarski Paradox is a most striking mathematical construction: it asserts that a solid ball can be taken apart into finitely many pieces that can be rearranged using rigid motions to form a ball twice as large. This volume explores the consequences of the paradox for measure theory and its connections with group theory, geometry, set theory, and logic. This new edition of a classic book unifies contemporary research on the paradox. It has been updated with many new proofs and results, and discussions of the many problems that remain unsolved. Among the new results presented are several unusual paradoxes in the hyperbolic plane, one of which involves the shapes of Escher's famous 'Angel and Devils' woodcut. A new chapter is devoted to a complete proof of the remarkable result that the circle can be squared using set theory, a problem that had been open for over sixty years.
Starting with elementary operator theory and matrix analysis, this book introduces the basic properties of the numerical range and gradually builds up the whole numerical range theory. Over 400 assorted problems, ranging from routine exercises to published research results, give you the chance to put the theory into practice and test your understanding. Interspersed throughout the text are numerous comments and references, allowing you to discover related developments and to pursue areas of interest in the literature. Also included is an appendix on basic convexity properties on the Euclidean space. Targeted at graduate students as well as researchers interested in functional analysis, this book provides a comprehensive coverage of classic and recent works on the numerical range theory. It serves as an accessible entry point into this lively and exciting research area.
The Banach–Tarski Paradox is a most striking mathematical construction: it asserts that a solid ball can be taken apart into finitely many pieces that can be rearranged using rigid motions to form a ball twice as large. This volume explores the consequences of the paradox for measure theory and its connections with group theory, geometry, set theory, and logic. This new edition of a classic book unifies contemporary research on the paradox. It has been updated with many new proofs and results, and discussions of the many problems that remain unsolved. Among the new results presented are several unusual paradoxes in the hyperbolic plane, one of which involves the shapes of Escher's famous 'Angel and Devils' woodcut. A new chapter is devoted to a complete proof of the remarkable result that the circle can be squared using set theory, a problem that had been open for over sixty years.
The authors explain in this work a new approach to observing and controlling linear systems whose inputs and outputs are not fixed in advance. They cover a class of linear time-invariant state/signal system that is general enough to include most of the standard classes of linear time-invariant dynamical systems, but simple enough that it is easy to understand the fundamental principles. They begin by explaining the basic theory of finite-dimensional and bounded systems in a way suitable for graduate courses in systems theory and control. They then proceed to the more advanced infinite-dimensional setting, opening up new ways for researchers to study distributed parameter systems, including linear port-Hamiltonian systems and boundary triplets. They include the general non-passive part of the theory in continuous and discrete time, and provide a short introduction to the passive situation. Numerous examples from circuit theory are used to illustrate the theory.
The relatively young theory of structured dependence between stochastic processes has many real-life applications in areas including finance, insurance, seismology, neuroscience, and genetics. With this monograph, the first to be devoted to the modeling of structured dependence between random processes, the authors not only meet the demand for a solid theoretical account but also develop a stochastic processes counterpart of the classical copula theory that exists for finite-dimensional random variables. Presenting both the technical aspects and the applications of the theory, this is a valuable reference for researchers and practitioners in the field, as well as for graduate students in pure and applied mathematics programs. Numerous theoretical examples are included, alongside examples of both current and potential applications, aimed at helping those who need to model structured dependence between dynamic random phenomena.
Algorithmic Aspects of Graph Connectivity is the first comprehensive book on this central notion in graph and network theory, emphasizing its algorithmic aspects. Because of its wide applications in the fields of communication, transportation, and production, graph connectivity has made tremendous algorithmic progress under the influence of the theory of complexity and algorithms in modern computer science. The book contains various definitions of connectivity, including edge-connectivity and vertex-connectivity, and their ramifications, as well as related topics such as flows and cuts. The authors thoroughly discuss new concepts and algorithms that allow for quicker and more efficient computing, such as maximum adjacency ordering of vertices. Covering both basic definitions and advanced topics, this book can be used as a textbook in graduate courses in mathematical sciences, such as discrete mathematics, combinatorics, and operations research, and as a reference book for specialists
Regular polytopes and their symmetry have a long history stretching back two and a half millennia, to the classical regular polygons and polyhedra. Much of modern research focuses on abstract regular polytopes, but significant recent developments have been made on the geometric side, including the exploration of new topics such as realizations and rigidity, which offer a different way of understanding the geometric and combinatorial symmetry of polytopes. This is the first comprehensive account of the modern geometric theory, and includes a wide range of applications, along with new techniques. While the author explores the subject in depth, his elementary approach to traditional areas such as finite reflexion groups makes this book suitable for beginning graduate students as well as more experienced researchers.
The wave equation, a classical partial differential equation, has been studied and applied since the eighteenth century. Solving it in the presence of an obstacle, the scatterer, can be achieved using a variety of techniques and has a multitude of applications. This book explains clearly the fundamental ideas of time-domain scattering, including in-depth discussions of separation of variables and integral equations. The author covers both theoretical and computational aspects, and describes applications coming from acoustics (sound waves), elastodynamics (waves in solids), electromagnetics (Maxwell's equations) and hydrodynamics (water waves). The detailed bibliography of papers and books from the last 100 years cement the position of this work as an essential reference on the topic for applied mathematicians, physicists and engineers.
Strongly regular graphs lie at the intersection of statistical design, group theory, finite geometry, information and coding theory, and extremal combinatorics. This monograph collects all the major known results together for the first time in book form, creating an invaluable text that researchers in algebraic combinatorics and related areas will refer to for years to come. The book covers the theory of strongly regular graphs, polar graphs, rank 3 graphs associated to buildings and Fischer groups, cyclotomic graphs, two-weight codes and graphs related to combinatorial configurations such as Latin squares, quasi-symmetric designs and spherical designs. It gives the complete classification of rank 3 graphs, including some new constructions. More than 100 graphs are treated individually. Some unified and streamlined proofs are featured, along with original material including a new approach to the (affine) half spin graphs of rank 5 hyperbolic polar spaces.
Mathematical models of bond markets are of interest to researchers working in applied mathematics, especially in mathematical finance. This book concerns bond market models in which random elements are represented by Lévy processes. These are more flexible than classical models and are well suited to describing prices quoted in a discontinuous fashion. The book's key aims are to characterize bond markets that are free of arbitrage and to analyze their completeness. Nonlinear stochastic partial differential equations (SPDEs) are an important tool in the analysis. The authors begin with a relatively elementary analysis in discrete time, suitable for readers who are not familiar with finance or continuous time stochastic analysis. The book should be of interest to mathematicians, in particular to probabilists, who wish to learn the theory of the bond market and to be exposed to attractive open mathematical problems.
In pioneering work in the 1950s, S. Karlin and J. McGregor showed that probabilistic aspects of certain Markov processes can be studied by analyzing orthogonal eigenfunctions of associated operators. In the decades since, many authors have extended and deepened this surprising connection between orthogonal polynomials and stochastic processes. This book gives a comprehensive analysis of the spectral representation of the most important one-dimensional Markov processes, namely discrete-time birth-death chains, birth-death processes and diffusion processes. It brings together the main results from the extensive literature on the topic with detailed examples and applications. Also featuring an introduction to the basic theory of orthogonal polynomials and a selection of exercises at the end of each chapter, it is suitable for graduate students with a solid background in stochastic processes as well as researchers in orthogonal polynomials and special functions who want to learn about
This 2001 book presents a unified approach to the foundations of mathematics in the theory of sets, covering both conventional and finitary (constructive) mathematics. It is based on a philosophical, historical and mathematical analysis of the relation between the concepts of 'natural number' and 'set'. This leads to an investigation of the logic of quantification over the universe of sets and a discussion of its role in second order logic, as well as in the analysis of proof by induction and definition by recursion. The subject matter of the book falls on the borderline between philosophy and mathematics, and should appeal to both philosophers and mathematicians with an interest in the foundations of mathematics.
Originally published in 1977, this volume is concerned with the relationship between symmetries of a linear second-order partial differential equation of mathematical physics, the coordinate systems in which the equation admits solutions via separation of variables, and the properties of the special functions that arise in this manner. Some group-theoretic twists in the ancient method of separation of variables that can be used to provide a foundation for much of special function theory are shown. In particular, it is shown explicitly that all special functions that arise via separation of variables in the equations of mathematical physics can be studied using group theory.
