- Table View
- List View
Markov Processes (Advances in Applied Mathematics)
by James R. KirkwoodClear, rigorous, and intuitive, Markov Processes provides a bridge from an undergraduate probability course to a course in stochastic processes and also as a reference for those that want to see detailed proofs of the theorems of Markov processes. It contains copious computational examples that motivate and illustrate the theorems. The text is desi
Markov Random Flights (Chapman & Hall/CRC Monographs and Research Notes in Mathematics)
by Alexander D. KolesnikMarkov Random Flights is the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions. Markov random flights is a stochastic dynamic system subject to the control of an external Poisson process and represented by the stochastic motion of a particle that moves at constant finite speed and changes its direction at random Poisson time instants. The initial (and each new) direction is taken at random according to some probability distribution on the unit sphere. Such stochastic motion is the basic model for describing many real finite-velocity transport phenomena arising in statistical physics, chemistry, biology, environmental science and financial markets. Markov random flights acts as an effective tool for modelling the slow and super-slow diffusion processes arising in various fields of science and technology. Features: Provides the first systematic presentation of the theory of Markov random flights in the Euclidean spaces of different dimensions. Suitable for graduate students and specialists and professionals in applied areas. Introduces a new unified approach based on the powerful methods of mathematical analysis, such as integral transforms, generalized, hypergeometric and special functions. Author Alexander D. Kolesnik is a professor, Head of Laboratory (2015–2019) and principal researcher (since 2020) at the Institute of Mathematics and Computer Science, Kishinev (Chișinău), Moldova. He graduated from Moldova State University in 1980 and earned his PhD from the Institute of Mathematics of the National Academy of Sciences of Ukraine, Kiev in 1991. He also earned a PhD Habilitation in mathematics and physics with specialization in stochastic processes, probability and statistics conferred by the Specialized Council at the Institute of Mathematics of the National Academy of Sciences of Ukraine and confirmed by the Supreme Attestation Commission of Ukraine in 2010. His research interests include: probability and statistics, stochastic processes, random evolutions, stochastic dynamic systems, random flights, diffusion processes, transport processes, random walks, stochastic processes in random environments, partial differential equations in stochastic models, statistical physics and wave processes. Dr. Kolesnik has published more than 70 scientific publications, mostly in high-standard international journals and a monograph. He has also acted as external referee for many outstanding international journals in mathematics and physics, being awarded by the "Certificate of Outstanding Contribution in Reviewing" from the journal "Stochastic Processes and their Applications." He was the visiting professor and scholarship holder at universities in Italy and Germany and member of the Board of Global Advisors of the International Federation of Nonlinear Analysts (IFNA), United States of America.
Markov Renewal and Piecewise Deterministic Processes (Probability Theory and Stochastic Modelling #100)
by Christiane Cocozza-ThiventThis book is aimed at researchers, graduate students and engineers who would like to be initiated to Piecewise Deterministic Markov Processes (PDMPs). A PDMP models a deterministic mechanism modified by jumps that occur at random times. The fields of applications are numerous : insurance and risk, biology, communication networks, dependability, supply management, etc. Indeed, the PDMPs studied so far are in fact deterministic functions of CSMPs (Completed Semi-Markov Processes), i.e. semi-Markov processes completed to become Markov processes. This remark leads to considerably broaden the definition of PDMPs and allows their properties to be deduced from those of CSMPs, which are easier to grasp. Stability is studied within a very general framework. In the other chapters, the results become more accurate as the assumptions become more precise. Generalized Chapman-Kolmogorov equations lead to numerical schemes. The last chapter is an opening on processes for which the deterministic flow of the PDMP is replaced with a Markov process. Marked point processes play a key role throughout this book.
Marktrisiken
by Jürgen KremerIn diesem Buch werden Konzepte zur Quantifizierung von Marktrisiken dargestellt. Im Rahmen der im ersten Kapitel vorgestellten Portfoliotheorie werden Kapitalanlagen charakterisiert, die nach Vorgabe eines Risikos eine möglichst hohe erwartete Rendite versprechen. Risiko wird hier definiert als die Standardabweichung der Portfoliorendite.Für arbitragefreie Ein-Perioden-Modelle lassen sich optimale Portfolios auch mithilfe von Wahrscheinlichkeitsdichten explizit angeben, und die Martingalmaße vollständiger arbitragefreier Marktmodelle lassen sich umgekehrt mithilfe des Marktportfolios und der Kovarianzmatrix der klassischen Portfoliotheorie darstellen, was im zweiten Kapitel ausgeführt wird.Im dritten Kapitel wird das wichtige Risikomaß Value at Risk vorgestellt, das den größten Verlust eines Portfolios quantifiziert, der mit einer vorgegebenen Wahrscheinlichkeit in einem vorgegebenen Zeitraum nicht überschritten wird. Neben der Delta-Normal-Methode zur näherungsweisen Berechnung des Value at Risk werden auch auf dieser Methode basierende Zerlegungen des Gesamtrisikos in Teilrisiken und Sensitivitäten des Value at Risk gegenüber Änderungen der Risikofaktoren behandelt.Der Value at Risk macht keine Aussagen über die Verteilung der hohen Verluste und er ist nicht subadditiv. Die Formulierung von Eigenschaften, die ein gutes Risikomaß haben sollte, führt zum Konzept der kohärenten Risikomaße, die im vierten Kapitel zusammen mit ihrem wichtigsten Vertreter, dem Expected Shortfall, vorgestellt werden. Der Expected Shortfall wird als kohärent nachgewiesen, und seine Berechnung wird für normalverteilte und lognormalverteilte Auszahlungen explizit angegeben.Jedes Kapitel endet mit einer Reihe von Aufgaben, für die sich im letzten Kapitel vollständige Lösungen finden.
Marriage And Fertility In Chile: Demographic Turning Points In The Petorca Valley, 1840-1976
by Robert MccaaRecent population increases in Latin America have forced population experts to search for historical precedents and to examine the latest demographic data in an attempt to forecast the likely course of future trends. This book is the first demographic study of a Latin American community based on the family genealogy method developed by French histo
Marriage and Fertility Behaviour in Japan: Economic Status and Value-Orientation
by Nobutaka FukudaThis monograph examines the influence of ideational and socio-economic factors on Japanese marriage and fertility behaviour. It also investigates the historical change in attitudes toward partnership and family in Japan, which, if current trends continue, can lead to population shrinkage and an asymmetrical age structure.The author first details the differences between ideational and economic approaches. He examines these two behavioural models from a viewpoint of rational choice theory, which he then follows with a discussion on the influence of institutional contexts on matrimony and childbirth. Next, the book considers salient features of Japanese marriage behaviour, including the relation between these patterns and changes in society and the influence of marriage on attitudes toward partnership and family relations. Coverage then goes on to explore the influence of ideational factors on fertility and analyse the impact of childbirth on couples' attitudes. The author also investigates attitudinal changes between generations in Japan. He provides a theoretical review on the relation between socio-economic development and value-orientation as well as looks at the difference in attitudes from a viewpoint of cohorts and periods. Overall, the book presents an authoritative, theoretical and empirical analysis using data from panel and repeated cross-sectional surveys. Throughout, the author clearly identifies the sources of his data as well as the methods used in his analysis.
Marshall Olkin Distributions - Advances in Theory and Applications
by Umberto Cherubini Sabrina Mulinacci Fabrizio DuranteThis book presents the latest advances in the theory and practice of Marshall-Olkin distributions. These distributions have been increasingly applied in statistical practice in recent years, as they make it possible to describe interesting features of stochastic models like non-exchangeability, tail dependencies and the presence of a singular component. The book presents cutting-edge contributions in this research area, with a particular emphasis on financial and economic applications. It is recommended for researchers working in applied probability and statistics, as well as for practitioners interested in the use of stochastic models in economics. This volume collects selected contributions from the conference "Marshall-Olkin Distributions: Advances in Theory and Applications," held in Bologna on October 2-3, 2013.
Martha the Mathemagician and the Medieval Castle (Martha the Mathemagician)
by Joh Amos Louise MatthewsMartha the Mathemagician lives on Calculation Island (where numbers grow on trees) with her life-long best friend Oscar the Owl and her grandfather Max, who is an old and wise mathemagician. In this second book of the series, Martha uses her magic calculator for the first time. She and Oscar are transported to a dramatic argument between Knights about who will save the Princess from the dragon. Again she meets the Halving Ladybird to solve the problem she faces. Oh, and empowers the Princess while she's at it... Beautifully and amusingly illustrated, the story is designed to be read with children by parent or teacher. But it will also serve young readers well as they explore the world— especially as there are so few stories that have mathematics at their heart. Martha the Mathemagician will charm children and adults alike and make the world of numbers a comfortable and exciting place to be.
Martha the Mathemagician and the Secret Code (Martha the Mathemagician)
by Joh Amos Louise MatthewsMartha the Mathemagician lives on Calculation Island (where numbers grow on trees) with her life-long best friend Oscar the Owl and her grandfather Max, who is an old and wise mathemagician. In this first book of the series, Martha is given her magic calculator and has to discover the secret code that will unlock its powers. She and Oscar meet the Halving Ladybird, the Number Eating Crocodile, the Doubling Butterfly, and the Making Five Starfish in their search for the answer. Beautifully and amusingly illustrated, the story is designed to be read with children by parent or teacher. But it will also serve young readers well as they explore the world— especially as there are so few stories that have mathematics at their heart. Martha the Mathemagician will charm children and adults alike and make the world of numbers a comfortable and exciting place to be.
Martingale Hardy Spaces and Summability of One-Dimensional Vilenkin-Fourier Series
by Ferenc Weisz Lars-Erik Persson George TephnadzeThis book discusses, develops and applies the theory of Vilenkin-Fourier series connected to modern harmonic analysis.The classical theory of Fourier series deals with decomposition of a function into sinusoidal waves. Unlike these continuous waves the Vilenkin (Walsh) functions are rectangular waves. Such waves have already been used frequently in the theory of signal transmission, multiplexing, filtering, image enhancement, code theory, digital signal processing and pattern recognition. The development of the theory of Vilenkin-Fourier series has been strongly influenced by the classical theory of trigonometric series. Because of this it is inevitable to compare results of Vilenkin-Fourier series to those on trigonometric series. There are many similarities between these theories, but there exist differences also. Much of these can be explained by modern abstract harmonic analysis, which studies orthonormal systems from the point of view of the structure of a topological group.The first part of the book can be used as an introduction to the subject, and the following chapters summarize the most recent research in this fascinating area and can be read independently. Each chapter concludes with historical remarks and open questions. The book will appeal to researchers working in Fourier and more broad harmonic analysis and will inspire them for their own and their students' research. Moreover, researchers in applied fields will appreciate it as a sourcebook far beyond the traditional mathematical domains.
Martingale Methods in Statistics (Chapman & Hall/CRC Monographs on Statistics and Applied Probability #1)
by Yoichi NishiyamaMartingale Methods in Statistics provides a unique introduction to statistics of stochastic processes written with the author’s strong desire to present what is not available in other textbooks. While the author chooses to omit the well-known proofs of some of fundamental theorems in martingale theory by making clear citations instead, the author does his best to describe some intuitive interpretations or concrete usages of such theorems. On the other hand, the exposition of relatively new theorems in asymptotic statistics is presented in a completely self-contained way. Some simple, easy-to-understand proofs of martingale central limit theorems are included. The potential readers include those who hope to build up mathematical bases to deal with high-frequency data in mathematical finance and those who hope to learn the theoretical background for Cox’s regression model in survival analysis. A highlight of the monograph is Chapters 8-10 dealing with Z-estimators and related topics, such as the asymptotic representation of Z-estimators, the theory of asymptotically optimal inference based on the LAN concept and the unified approach to the change point problems via "Z-process method". Some new inequalities for maxima of finitely many martingales are presented in the Appendix. Readers will find many tips for solving concrete problems in modern statistics of stochastic processes as well as in more fundamental models such as i.i.d. and Markov chain models.
Martingale in diskreter Zeit
by Harald LuschgyMartingale haben die Wahrscheinlichkeitstheorie derart revolutioniert, dass die Suche nach "guten" Martingalen inzwischen eine Standardmethode zur Untersuchung stochastischer Probleme ist. Das Buch führt in die Theorie der reellen Martingale in diskreter Zeit ein und zeigt in Teil 2 einige ihrer Anwendungen; dazu zählen u. a. das finanzmathematische Problem der Optionsbewertung, der Galton-Watson-Verzweigungsprozess, U-Statistiken und die unbedingte Basiseigenschaft von Martingal-Basen in Lp-Räumen. Mit zahlreichen Übungsaufgaben zu jedem Kapitel.
Martingales and Financial Mathematics in Discrete Time
by Benoîte de Saporta Mounir ZiliThis book is entirely devoted to discrete time and provides a detailed introduction to the construction of the rigorous mathematical tools required for the evaluation of options in financial markets. Both theoretical and practical aspects are explored through multiple examples and exercises, for which complete solutions are provided. Particular attention is paid to the Cox, Ross and Rubinstein model in discrete time.The book offers a combination of mathematical teaching and numerous exercises for wide appeal. It is a useful reference for students at the master’s or doctoral level who are specializing in applied mathematics or finance as well as teachers, researchers in the field of economics or actuarial science, or professionals working in the various financial sectors.Martingales and Financial Mathematics in Discrete Time is also for anyone who may be interested in a rigorous and accessible mathematical construction of the tools and concepts used in financial mathematics, or in the application of the martingale theory in finance
Martingales and Markov Chains: Solved Exercises and Elements of Theory
by Paolo Baldi Laurent Mazliak Pierre PriouretA thorough grounding in Markov chains and martingales is essential in dealing with many problems in applied probability, and is a gateway to the more complex situations encountered in the study of stochastic processes. Exercises are a fundamental and valuable training tool that deepen students' understanding of theoretical principles and prepare th
Martingales in Banach Spaces
by Gilles PisierThis book focuses on the major applications of martingales to the geometry of Banach spaces, and a substantial discussion of harmonic analysis in Banach space valued Hardy spaces is also presented. It covers exciting links between super-reflexivity and some metric spaces related to computer science, as well as an outline of the recently developed theory of non-commutative martingales, which has natural connections with quantum physics and quantum information theory. Requiring few prerequisites and providing fully detailed proofs for the main results, this self-contained study is accessible to graduate students with a basic knowledge of real and complex analysis and functional analysis. Chapters can be read independently, with each building from the introductory notes, and the diversity of topics included also means this book can serve as the basis for a variety of graduate courses.
Marvelous Modular Origami (Ak Peters Ser.)
by Meenakshi MukerjiThis richly illustrated book provides step-by-step instructions for the construction of over 30 different modular origami structures. The author describes basic folding techniques required to construct the “modules” that are used as building blocks to construct complex ornamental models. The diagrams are clear, crisp, and easy to follow, and are accompanied by inspiring color photographs. Additional tips encourage the reader to design their own original creations. Advance Praise for Marvelous Modular Origami "A must-have for any modular origami polyhedra enthusiast." -Rona Gurkewitz, co-author of Multimodular Origami Polyhedra "The models are paper folding in its purest form. They range from simple Sonobe to floral and geometrical constructions. All are eye-catching and satisfying to fold, and the finished constructions are pleasing to behold. Also included are short sections on the mathematics behind the shapes and optimum color choices." -David Petty, author of Origami A-B-C "In this colorful book, you'll find wonderful original origami modular creations. Meenakshi's clear instructions and helpful hints will have you zipping through these modules as well as improvising your own." -Rachel Katz, co-author of FUN FOLDS: Language Learning Through Paper Folding "Marvelous Modular Origami is a colorful addition to the literature of mathematical origami." -Florence Temko, author of many origami and other craft books
Maryam's Magic: The Story of Mathematician Maryam Mirzakhani
by Megan ReidFrom Althea Gibson author Megan Reid and rising star artist Aaliya Jaleel, illustrator of Under My Hijab, comes the first picture book about trailblazing mathematician Maryam Mirzakhani, the first woman to win the world’s most prestigious honor in mathematics. Perfect for fans of Hidden Figures and Mae Among the Stars. As a little girl, Maryam Mirzakhani was spellbound by stories. She loved reading in Tehran’s crowded bookstores, and at home she'd spend hours crafting her own tales on giant rolls of paper. Maryam loved school, especially her classes in reading and writing. But she did not like math. Numbers were nowhere near as interesting as the bold, adventurous characters she found in books. Until Maryam unexpectedly discovered a new genre of storytelling: In geometry, numbers became shapes, each with its own fascinating personality—making every equation a brilliant story waiting to be told. As an adult, Maryam became a professor, inventing new formulas to solve some of math's most complicated puzzles. And she made history by becoming the first woman—and the first Iranian—to win the Fields Medal, mathematics’ highest award. Maryam's Magic is the true story of a girl whose creativity and love of stories helped her—and the world—to see math in a new and inspiring way.
Maschinelles Lernen für die Ingenieurwissenschaften: Einführung in physikalisch informierte, erklärbare Lernverfahren für KI in technischen Anwendungen
by Marcus J NeuerMaschinelles Lernen und künstliche Intelligenz sind omnipräsente Begriffe zur Verbesserung von technischen Prozessen. Die praktische Umsetzung an realen Problemen gestaltet sich aber oft schwierig und komplex. Dieses Lehrbuch erklärt Lernverfahren anhand von analytischen Konzepten im Zusammenspiel mit vollständigen Programmierbeispielen in Python und bezieht sich auf dabei stets auf reale technische Anwendungsszenarien. Es zeigt den Einsatz physikalisch-informierter Lernstrategien, die Einbeziehung von Unsicherheit in die Modellierung und den Aufbau von erklärbarer, vertrauenswürdiger künstlicher Intelligenz mit Hilfe spezialisierter Datenbanken.Dieses Lehrbuch richtet sich somit sowohl an Studierende der Ingenieurswissenschaften, Naturwissenschaft, Medizin und Betriebswirtschaft als auch an Anwender aus der Industrie (vor allem Data Scientists), Entwickler*innen von Expertendatenbanken und Softwareentwickler*innen.
Masculinity and Mental Health of Muslim Men of Colour: Diaspora and Intersectionality of Canadian Youth (New Directions in Islam)
by Mustahid HusainThis book delves into the complexities of masculinity, mental health, and cultural identity among young Bangladeshi-Canadian men. Employing an anthropological, intersectional approach, it scrutinizes the interplay of neoliberal ideologies, Islamic values, and diasporic experiences in shaping their masculine trajectories. The study unravels the intergenerational trauma, parental pressures, and societal expectations that contribute to their deteriorating mental well-being. With a unique insider perspective and rich empirical data, this book fills a crucial gap in the literature by offering invaluable insights for scholars exploring the nuances of migration, ethnicity, gender, and psychological resilience. Strikingly, the author proposes evidence-based interventions and policy recommendations to address the mental health struggles of this underserved population, making it a must-read for academics and students in diaspora studies, migration studies, sociology of race and ethnicity, gender studies, anthropology, political science and development studies, as well as NGOs and policymakers alike.
Mass Customization
by Paolo Coletti Thomas AichnerMass Customization excites both Researchers and Practitioners because of the possibility to produce customized products with mass production efficiency. Mass Customization - An Exploration of European Characteristics gives an overview on the need for personalisation from a customer perspective, analyses Mass Customization theories and assesses relevant best practices of European and International markets. The results of a survey among more than 500 European customers show a declining willingness of customers to compromise on the issue of suitability of products to their personal needs and preferences, the possibility for companies to break brand loyalty and the influence of immediate availability, delivery time and price to the customer's willingness to take part in the co-creation process. Mass Customization has become important to business because of the difficulties of customers to find what they want despite an increase in product variety for many products over the past decades. The emergence of modern technologies in production and communication, however, allows companies to produce customized products without relinquishing economies of scale. With only few companies having taken this promising path, the authors believe that Mass Customization and Mass Customization related marketing strategies will play an essential role in the future and prompt both market leaders and their competitors to offer customization on a large scale for a vast variety of products.
Mass Dimension One Fermions (Cambridge Monographs on Mathematical Physics)
by Dharam AhluwaliaIn 2005, Dharam Ahluwalia and Daniel Grumiller reported an unexpected theoretical discovery of mass dimension one fermions. These are an entirely new class of spin one half particles, and because of their mass dimensionality mismatch with the standard model fermions they are a first-principle dark matter candidate. Written by one of the physicists involved in the discovery, this is the first book to outline the discovery of mass dimension one fermions. Using a foundation of Lorentz algebra it provides a detailed construction of the eigenspinors of the charge conjugation operator (Elko) and their properties. The theory of dual spaces is then covered, before mass dimension one fermions are discussed in detail. With mass dimension one fermions having applications to cosmology and high energy physics, this book is essential for graduate students and researchers in quantum field theory, mathematical physics, and particle theory.
Mass Metrology (Springer Series in Materials Science #155)
by S. V. GuptaThis second edition of Mass Metrology: The Newly Defined Kilogram has been thoroughly revised to reflect the recent redefinition of the kilogram in terms of Planck’s constant. The necessity of defining the kilogram in terms of physical constants was already underscored in the first edition. However, the kilogram can also be defined in terms of Avogadro’s number, using a collection of ions of heavy elements, by the levitation method, or using voltage and watt balances. The book also addresses the concepts of gravitational, inertial and conventional mass, and describes in detail the variation of acceleration due to gravity. <P><P> Further topics covered in this second edition include: the effect of gravity variations on the reading of electronic balances derived with respect to latitude, altitude and earth topography; the classification of weights by the OIML; and maximum permissible error in different categories of weights prescribed by national and international organizations. The book also discusses group weighing techniques and the use of nanotechnology for the detection of mass differences as small as 10-24 g. Last but not least, readers will find details on the XRCD method for defining the kilogram in terms of Planck’s constant.
Mass Term Effect on Fractional Quantum Hall States of Dirac Particles (Springer Theses)
by Kouki YonagaThis book presents the high-precision analysis of ground states and low-energy excitations in fractional quantum Hall states formed by Dirac electrons, which have attracted a great deal of attention. In particular the author focuses on the physics of fractional quantum Hall states in graphene on a hexagonal boron nitride substrate, which was recently implemented in experiments. The numerical approach employed in the book, which uses an exact numerical diagonalization of an effective model Hamiltonian on a Haldane’s sphere based on pseudopotential representation of electron interaction, provides a better understanding of the recent experiments. The book reviews various aspects of quantum Hall effect: a brief history, recent experiments with graphene, and fundamental theories on integer and fractional Hall effects. It allows readers to quickly grasp the physics of quantum Hall states of Dirac fermions, and to catch up on latest research on the quantum Hall effect in graphene.
Massive Graph Analytics (Chapman & Hall/CRC Data Science Series)
by David A. BaderExpertise in massive scale graph analytics is key for solving real-world grand challenges from health to sustainability to detecting insider threats, cyber defense, and more. Massive Graph Analytics provides a comprehensive introduction to massive graph analytics, featuring contributions from thought leaders across academia, industry, and government. The book will be beneficial to students, researchers and practitioners, in academia, national laboratories, and industry, who wish to learn about the state-of-the-art algorithms, models, frameworks, and software in massive scale graph analytics.
Massive MIMO Detection Algorithm and VLSI Architecture
by Leibo Liu Shaojun Wei Guiqiang PengThis book introduces readers to a reconfigurable chip architecture for future wireless communication systems, such as 5G and beyond. The proposed architecture perfectly meets the demands for future mobile communication solutions to support different standards, algorithms, and antenna sizes, and to accommodate the evolution of standards and algorithms. It employs massive MIMO detection algorithms, which combine the advantages of low complexity and high parallelism, and can fully meet the requirements for detection accuracy. Further, the architecture is implemented using ASIC, which offers high energy efficiency, high area efficiency and low detection error. After introducing massive MIMO detection algorithms and circuit architectures, the book describes the ASIC implementation for verifying the massive MIMO detection. In turn, it provides detailed information on the proposed reconfigurable architecture: the data path and configuration path for massive MIMO detection algorithms, including the processing unit, interconnections, storage mechanism, configuration information format, and configuration method.