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Semigroups of Linear Operators and Applications: Second Edition (Dover Books on Mathematics)

This advanced monograph of semigroup theory explores semigroups of linear operators and linear Cauchy problems. Suitable for graduate students in mathematics as well as professionals in science and engineering, the treatment begins with an introductory survey of the theory and applications of semigroups of operators. Two main sections follow, one dedicated to semigroups of linear operators, and the other to linear Cauchy problems. Author Jerome A. Goldstein emphasizes motivation and heuristics as well as applications. Each of the two sections concludes with further applications and historical notes. Challenging exercises appear throughout the text, which includes a substantial bibliography. This edition has been updated with supplementary transcripts of five lectures given by the author during a 1989 workshop at Blaubeuren, Germany.

Semigroups of Operators – Theory and Applications: SOTA, Kazimierz Dolny, Poland, September/October 2018 (Springer Proceedings in Mathematics & Statistics #325)

This book features selected and peer-reviewed lectures presented at the 3rd Semigroups of Operators: Theory and Applications Conference, held in Kazimierz Dolny, Poland, in October 2018 to mark the 85th birthday of Jan Kisyński. Held every five years, the conference offers a forum for mathematicians using semigroup theory to discover what is happening outside their particular field of research and helps establish new links between various sub-disciplines of semigroup theory, stochastic processes, differential equations and the applied fields. The book is intended for researchers, postgraduate and senior students working in operator theory, partial differential equations, probability and stochastic processes, analytical methods in biology and other natural sciences, optimisation and optimal control.The theory of semigroups of operators is a well-developed branch of functional analysis. Its foundations were laid at the beginning of the 20th century, while Hille and Yosida’s fundamental generation theorem dates back to the forties. The theory was originally designed as a universal language for partial differential equations and stochastic processes but, at the same time, it started to become an independent branch of operator theory. Today, it still has the same distinctive character: it develops rapidly by posing new ‘internal’ questions and, in answering them, discovering new methods that can be used in applications. On the other hand, it is being influenced by questions from PDE’s and stochastic processes as well as from applied sciences such as mathematical biology and optimal control and, as a result, it continually gathers new momentum. However, many results, both from semigroup theory itself and the applied sciences, are phrased in discipline-specific languages and are hardly known to the broader community.

Semigroups of Operators -Theory and Applications

Many results, both from semi group theory itself and from the applied sciences, are phrased in discipline-specific languages and hence are hardly known to a broader community. This volume contains a selection of lectures presented at a conference that was organised as a forum for all mathematicians using semi group theory to learn what is happening outside their own field of research. The collection will help to establish a number of new links between various sub-disciplines of semigroup theory, stochastic processes, differential equations and the applied fields. The theory of semigroups of operators is a well-developed branch of functional analysis. Its foundations were laid at the beginning of the 20th century, while the fundamental generation theorem of Hille and Yosida dates back to the forties. The theory was, from the very beginning, designed as a universal language for partial differential equations and stochastic processes, but at the same time it started to live as an independent branch of operator theory. Nowadays, it still has the same distinctive flavour: it develops rapidly by posing new 'internal' questions and in answering them, discovering new methods that can be used in applications. On the other hand, it is influenced by questions from PDEs and stochastic processes as well as from applied sciences such as mathematical biology and optimal control, and thus it continually gathers a new momentum. Researchers and postgraduate students working in operator theory, partial differential equations, probability and stochastic processes, analytical methods in biology and other natural sciences, optimization and optimal control will find this volume useful.

Semilinear Elliptic Equations for Beginners

Semilinear elliptic equations are of fundamental importance for the study of geometry, physics, mechanics, engineering and life sciences. The variational approach to these equations has experienced spectacular success in recent years, reaching a high level of complexity and refinement, with a multitude of applications. Additionally, some of the simplest variational methods are evolving as classical tools in the field of nonlinear differential equations. This book is an introduction to variational methods and their applications to semilinear elliptic problems. Providing a comprehensive overview on the subject, this book will support both student and teacher engaged in a first course in nonlinear elliptic equations. The material is introduced gradually, and in some cases redundancy is added to stress the fundamental steps in theory-building. Topics include differential calculus for functionals, linear theory, and existence theorems by minimization techniques and min-max procedures. Requiring a basic knowledge of Analysis, Functional Analysis and the most common function spaces, such as Lebesgue and Sobolev spaces, this book will be of primary use to graduate students based in the field of nonlinear partial differential equations. It will also serve as valuable reading for final year undergraduates seeking to learn about basic working tools from variational methods and the management of certain types of nonlinear problems.

Semilinear Evolution Equations and Their Applications

This book, which is a continuation of Almost Automorphic Type and Almost Periodic Type Functions in Abstract Spaces, presents recent trends and developments upon fractional, first, and second order semilinear difference and differential equations, including degenerate ones. Various stability, uniqueness, and existence results are established using various tools from nonlinear functional analysis and operator theory (such as semigroup methods). Various applications to partial differential equations and the dynamic of populations are amply discussed. This self-contained volume is primarily intended for advanced undergraduate and graduate students, post-graduates and researchers, but may also be of interest to non-mathematicians such as physicists and theoretically oriented engineers. It can also be used as a graduate text on evolution equations and difference equations and their applications to partial differential equations and practical problems arising in population dynamics. For completeness, detailed preliminary background on Banach and Hilbert spaces, operator theory, semigroups of operators, and almost periodic functions and their spectral theory are included as well.

Semimartingale Theory and Stochastic Calculus

Semimartingale Theory and Stochastic Calculus presents a systematic and detailed account of the general theory of stochastic processes, the semimartingale theory, and related stochastic calculus. The book emphasizes stochastic integration for semimartingales, characteristics of semimartingales, predictable representation properties and weak convergence of semimartingales. It also includes a concise treatment of absolute continuity and singularity, contiguity, and entire separation of measures by semimartingale approach. Two basic types of processes frequently encountered in applied probability and statistics are highlighted: processes with independent increments and marked point processes encountered frequently in applied probability and statistics. Semimartingale Theory and Stochastic Calculus is a self-contained and comprehensive book that will be valuable for research mathematicians, statisticians, engineers, and students.

Semimartingales and their Statistical Inference (Chapman And Hall/crc Monographs On Statistics And Applied Probability Ser. #83)

Statistical inference carries great significance in model building from both the theoretical and the applications points of view. Its applications to engineering and economic systems, financial economics, and the biological and medical sciences have made statistical inference for stochastic processes a well-recognized and important branch of statistics and probability. The class of semimartingales includes a large class of stochastic processes, including diffusion type processes, point processes, and diffusion type processes with jumps, widely used for stochastic modeling. Until now, however, researchers have had no single reference that collected the research conducted on the asymptotic theory for semimartingales.Semimartingales and their Statistical Inference, fills this need by presenting a comprehensive discussion of the asymptotic theory of semimartingales at a level needed for researchers working in the area of statistical inference for stochastic processes. The author brings together into one volume the state-of-the-art in the inferential aspect for such processes. The topics discussed include:Asymptotic likelihood theoryQuasi-likelihoodLikelihood and efficiencyInference for counting processesInference for semimartingale regression models The author addresses a number of stochastic modeling applications from engineering, economic systems, financial economics, and medical sciences. He also includes some of the new and challenging statistical and probabilistic problems facing today's active researchers working in the area of inference for stochastic processes.

Séminaire de Probabilités L (Lecture Notes in Mathematics #2252)

This milestone 50th volume of the "Séminaire de Probabilités" pays tribute with a series of memorial texts to one of its former editors, Jacques Azéma, who passed away in January. The founders of the "Séminaire de Strasbourg", which included Jacques Azéma, probably had no idea of the possible longevity and success of the process they initiated in 1967. Continuing in this long tradition, this volume contains contributions on state-of-art research on Brownian filtrations, stochastic differential equations and their applications, regularity structures, quantum diffusion, interlacing diffusions, mod-Ø convergence, Markov soup, stochastic billiards and other current streams of research.

Séminaire de Probabilités XLIX

This 49th volume offers a good sample of the main streams of current research on probability and stochastic processes, in particular those active in France. This includes articles on latest developments on diffusion processes, large deviations, martingale theory, quasi-stationary distribution, random matrices, and many more. All the contributions come from spontaneous submissions and their diversity illustrates the good health of this branch of mathematics. The featured contributors are E. Boissard, F. Bouguet, J. Brossard, M. Capitaine, P. Cattiaux, N. Champagnat, K. Abdoulaye Coulibaly-Pasquier, H. Elad Altman, A. Guillin, P. Kratz, A. Lejay, C. Leuridan, P. McGill, L. Miclo, G. Pagès, E. Pardoux, P. Petit, B. Rajeev, L. Serlet, H. Tsukada, D. Villeomannais and B. Wilbertz.

Séminaire de Probabilités XLVIII

In addition to its further exploration of the subject of peacocks, introduced in recent Séminaires de Probabilités, this volume continues the series' focus on current research themes in traditional topics such as stochastic calculus, filtrations and random matrices. Also included are some particularly interesting articles involving harmonic measures, random fields and loop soups. The featured contributors are Mathias Beiglböck, Martin Huesmann and Florian Stebegg, Nicolas Juillet, Gilles Pags, Dai Taguchi, Alexis Devulder, Mátyás Barczy and Peter Kern, I. Bailleul, Jürgen Angst and Camille Tardif, Nicolas Privault, Anita Behme, Alexander Lindner and Makoto Maejima, Cédric Lecouvey and Kilian Raschel, Christophe Profeta and Thomas Simon, O. Khorunzhiy and Songzi Li, Franck Maunoury, Stéphane Laurent, Anna Aksamit and Libo Li, David Applebaum, and Wendelin Werner.

Seminal Contributions to Modelling and Simulation

Marking the 30th anniversary of the European Conference on Modelling and Simulation (ECMS), this inspirational text/reference reviews significant advances in the field of modelling and simulation, as well as key applications of simulation in other disciplines. The broad-ranging volume presents contributions from a varied selection of distinguished experts chosen from high-impact keynote speakers and best paper winners from the conference, including a Nobel Prize recipient, and the first president of the European Council for Modelling and Simulation (also abbreviated to ECMS). This authoritative book will be of great value to all researchers working in the field of modelling and simulation, in addition to scientists from other disciplines who make use of modelling and simulation approaches in their work.

Seminal Ideas and Controversies in Statistics (Chapman & Hall/CRC Monographs on Statistics and Applied Probability)

Statistics has developed as a field through seminal ideas and fascinating controversies. Seminal Ideas and Controversies in Statistics concerns a wide-ranging set of 15 important statistical topics, grouped into three general areas: philosophical approaches to statistical inference, important statistical methodology for applications, and topics on statistical design, focusing on the role of randomization. The key papers on each topic are discussed with commentaries to help explain them. The goal is to expand reader knowledge of the statistics literature and encourage a historical perspective.Features Discusses a number of important ideas in the history of statistics, including the likelihood principle, Bayes vs. frequentist approaches to inference, alternative approaches to least squares regression, shrinkage estimation, hypothesis testing, and multiple comparisons Provides a deeper understanding and appreciation of the history of statistics Discusses disagreements in the literature, which make for interesting reading Gives guidance on various aspects of statistics research by reading good examples in the literature Promotes the use of good English style in the presentation of statistical ideas, by learning from well-written papers Includes an appendix of style tips on writing statistical papers This book is aimed at researchers and graduate students in statistics and biostatistics, who are interested in the history of statistics and would like to deepen their understanding of seminal ideas and controversies. It could be used to teach a special topics course or useful for any researchers keen to understand the subject better and improve their statistical presentation skills.

A Seminar on Graph Theory (Dover Books on Mathematics)

Presented in 1962–63 by experts at University College, London, these lectures offer a variety of perspectives on graph theory. Although the opening chapters form a coherent body of graph theoretic concepts, this volume is not a text on the subject but rather an introduction to the extensive literature of graph theory. The seminar's topics are geared toward advanced undergraduate students of mathematics.Lectures by this volume's editor, Frank Harary, include "Some Theorems and Concepts of Graph Theory," "Topological Concepts in Graph Theory," "Graphical Reconstruction," and other introductory talks. A series of invited lectures follows, featuring presentations by other authorities on the faculty of University College as well as visiting scholars. These include "Extremal Problems in Graph Theory" by Paul Erdös, "Complete Bipartite Graphs: Decomposition into Planar Subgraphs," by Lowell W. Beineke, "Graphs and Composite Games," by Cedric A. B. Smith, and several others.

Semiotic Approaches in Science Didactics

The sciences are, in essence, highly semiotized. Our ways of thinking and communicating about science are based on permanent transformations from one system of signs to another, such as scriptural, graphic, symbolic, oral and gestural signs. The semiotic focus studied in this book makes it possible to grasp part of the complexity of teaching and learning phenomena by focusing on the variety of possible interpretations of the signs that circulate within the science classroom. Semiotic Approaches in Science Didactics brings together contributions from didactic research involving various disciplines such as mathematics, chemistry, physics and geography, which mobilize different types of semiotic support. It offers the key to understanding and even reducing some of the misunderstandings that can arise between a speaker and a receiver in scientific teaching situations.

Semiotics in Mathematics Education

This volume discusses semiotics in mathematics education as an activity with a formal sign system, in which each sign represents something else. Theories presented by Saussure, Peirce, Vygotsky and other writers on semiotics are summarized in their relevance to the teaching and learning of mathematics. The significance of signs for mathematics education lies in their ubiquitous use in every branch of mathematics. Such use involves seeing the general in the particular, a process that is not always clear to learners. Therefore, in several traditional frameworks, semiotics has the potential to serve as a powerful conceptual lens in investigating diverse topics in mathematics education research. Topics that are implicated include (but are not limited to): the birth of signs; embodiment, gestures and artifacts; segmentation and communicative fields; cultural mediation; social semiotics; linguistic theories; chains of signification; semiotic bundles; relationships among various sign systems; intersubjectivity; diagrammatic and inferential reasoning; and semiotics as the focus of innovative learning and teaching materials.

Semiparametric and Nonparametric Methods in Econometrics

Standard methods for estimating empirical models in economics and many other fields rely on strong assumptions about functional forms and the distributions of unobserved random variables. Often, it is assumed that functions of interest are linear or that unobserved random variables are normally distributed. Such assumptions simplify estimation and statistical inference but are rarely justified by economic theory or other a priori considerations. Inference based on convenient but incorrect assumptions about functional forms and distributions can be highly misleading. Nonparametric and semiparametric statistical methods provide a way to reduce the strength of the assumptions required for estimation and inference, thereby reducing the opportunities for obtaining misleading results. These methods are applicable to a wide variety of estimation problems in empirical economics and other fields, and they are being used in applied research with increasing frequency. The literature on nonparametric and semiparametric estimation is large and highly technical. This book presents the main ideas underlying a variety of nonparametric and semiparametric methods. It is accessible to graduate students and applied researchers who are familiar with econometric and statistical theory at the level taught in graduate-level courses in leading universities. The book emphasizes ideas instead of technical details and provides as intuitive an exposition as possible. Empirical examples illustrate the methods that are presented. This book updates and greatly expands the author's previous book on semiparametric methods in econometrics. Nearly half of the material is new.

Semiparametric Odds Ratio Model and Its Applications

Beginning with familiar models and moving onto advanced semiparametric modelling tools Semiparametric Odds Ratio Model and its Applications introduces readers to a new range of flexible statistical models and provides guidance on their application using real data examples. This books range of real-world examples and exploration of common statistical problems makes it an invaluable reference for research professionals and graduate students of biostatistics, statistics, and other quantitative fields. Key Features: Introduces flexible statistical models that have yet to systematically introduced in course materials. Discusses applications of the proposed modelling framework in several important statistical problems, ranging from biased sampling designs and missing data, graphical models, survival analysis, Gibbs sampler and model compatibility, and density estimation. Includes real data examples to demonstrate the use of the proposed models, and estimation and inference tools.

Semiparametric Regression with R (Use R!)

This easy-to-follow applied book on semiparametric regression methods using R is intended to close the gap between the available methodology and its use in practice. Semiparametric regression has a large literature but much of it is geared towards data analysts who have advanced knowledge of statistical methods. While R now has a great deal of semiparametric regression functionality, many of these developments have not trickled down to rank-and-file statistical analysts. The authors assemble a broad range of semiparametric regression R analyses and put them in a form that is useful for applied researchers. There are chapters devoted to penalized spines, generalized additive models, grouped data, bivariate extensions of penalized spines, and spatial semi-parametric regression models. Where feasible, the R code is provided in the text, however the book is also accompanied by an external website complete with datasets and R code. Because of its flexibility, semiparametric regression has proven to be of great value with many applications in fields as diverse as astronomy, biology, medicine, economics, and finance. This book is intended for applied statistical analysts who have some familiarity with R.

Semisimple Lie Algebras

This book provides an account of part of the theory of Lie algebras most relevant to Lie groups. It discusses the basic theory of Lie algebras, including the classification of complex semisimple Lie algebras, and the Levi, Cartan and Iwasawa decompositions.

Semisupervised Learning for Computational Linguistics (Chapman & Hall/CRC Computer Science & Data Analysis)

The rapid advancement in the theoretical understanding of statistical and machine learning methods for semisupervised learning has made it difficult for nonspecialists to keep up to date in the field. Providing a broad, accessible treatment of the theory as well as linguistic applications, Semisupervised Learning for Computational Linguistics offer

Semstat Elements: (re)visiting The Foundations (Semstat Elements Series)

This snapshot of the current frontier of statistics and network analysis focuses on the foundational topics of modeling, sampling, and design. Primarily for graduate students and researchers in statistics and closely related fields, emphasis is not only on what has been done, but on what remains to be done.

Semstat Elements: Graphical Models For Categorical Data (Semstat Elements Series)

Senior Citizens of India: Emerging Challenges and Concerns

This book provides an overview of multiple facets of ageing and its evolving dynamics in various Indian states. It elaborates on key dimensions like health, dependence and disability, as well as living arrangements for the elderly. Drawing on information from National Sample Surveys to offer readers a broader and richer understanding of the evolving demographic reality in India, the book addresses a range of detailed policies and programmes for the elderly in India. Given its scope, the book is essential reading for students and researchers in the fields of sociology, demography, economics and development studies. It also offers a valuable reference guide for anyone engaged in planning and policy formulation for social security, welfare of the aged or mainstreaming ageing concerns.

Seniorenwirtschaft: Management und Perspektiven (Perspektiven Sozialwirtschaft und Sozialmanagement)

Der Band skizziert Seniorenwirtschaft als einen vielfältigen Bereich des Wirtschaftens, der sich im Kern mit dem Management von Dienst- und Versorgungsleistungen befasst, die für interessierte und bedürftige ältere Menschen und Hochbetagte am Markt angeboten und von ihnen in Anspruch genommen werden. Er fokussiert dabei die Bereiche soziale Dienstleistungen, Wohnen, Betreuung und insbesondere Pflege. Der Sammelband thematisiert die wachsenden Herausforderungen für das Management und gibt einen Einblick in relevante Grundlagen, Konzepte und Methoden des Managements der genannten Bereiche der Seniorenwirtschaft. Im Zentrum steht dabei die Perspektive der verantwortlichen Führungskräfte.

Sense and Nonsense of Statistical Inference: Controversy: Misuse, and Subtlety

This volume focuses on the abuse of statistical inference in scientific and statistical literature, as well as in a variety of other sources, presenting examples of misused statistics to show that many scientists and statisticians are unaware of, or unwilling to challenge the chaotic state of statistical practices.;The book: provides examples of ubiquitous statistical tests taken from the biomedical and behavioural sciences, economics and the statistical literature; discusses conflicting views of randomization, emphasizing certain aspects of induction and epistemology; reveals fallacious practices in statistical causal inference, stressing the misuse of regression models and time-series analysis as instant formulas to draw causal relationships; treats constructive uses of statistics, such as a modern version of Fisher's puzzle, Bayesian analysis, Shewhart control chart, descriptive statistics, chi-square test, nonlinear modeling, spectral estimation and Markov processes in quality control.