Hardback ISBN: 9781108424189
Hardback publication date: 29 August 2019
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Introduction to Linear Algebra
5th edition
, Massachusetts Institute of Technology
Textbook
Linear algebra is something all mathematics undergraduates and many other students, in subjects ranging from engineering to economics, have to learn. The fifth edition of this hugely successful textbook retains the quality of earlier editions while at the same time seeing numerous minor improvements and major additions. The latter include: a new chapter on singular values and singular vectors, including ways to analyze a matrix of data; a revised chapter on computing in linear algebra, with professional-level algorithms and code that can be downloaded for a variety of languages; a new section on linear algebra and cryptography; and a new chapter on linear algebra in probability and statistics. A dedicated and active website also offers solutions to exercises as well as new exercises from many different sources (e.g. practice problems, exams, development of textbook examples), plus codes in MATLAB, Julia, and Python.
Linear algebra is something all mathematics undergraduates and many other students, in subjects ranging from engineering to economics, have to learn. The fifth edition of this hugely successful textbook retains the quality of earlier editions while at the same time seeing numerous minor improvements and major additions. The latter include: a new chapter on singular values and singular vectors, including ways to analyze a matrix of data; a revised chapter on computing in linear algebra, with professional-level algorithms and code that can be downloaded for a variety of languages; a new section on linear algebra and cryptography; and a new chapter on linear algebra in probability and statistics. A dedicated and active website also offers solutions to exercises as well as new exercises from many different sources (e.g. practice problems, exams, development of textbook examples), plus codes in MATLAB, Julia, and Python.
How to Prove It
A Structured Approach
3rd edition
, Amherst College, Massachusetts
Online ISBN: 9781108539890
Online publication date:
04 July 2019
Paperback ISBN: 9781108439534
Paperback publication date: 29 August 2019
Textbook
Proofs play a central role in advanced mathematics and theoretical computer science, yet many students struggle the first time they take a course in which proofs play a significant role. This bestselling text's third edition helps students transition from solving problems to proving theorems by teaching them the techniques needed to read and write proofs. Featuring over 150 new exercises and a new chapter on number theory, this new edition introduces students to the world of advanced mathematics through the mastery of proofs. The book begins with the basic concepts of logic and set theory to familiarize students with the language of mathematics and how it is interpreted. These concepts are used as the basis for an analysis of techniques that can be used to build up complex proofs step by step, using detailed 'scratch work' sections to expose the machinery of proofs about numbers, sets, relations, and functions. Assuming no background beyond standard high school mathematics, this book will be useful to anyone interested in logic and proofs: computer scientists, philosophers, linguists, and, of course, mathematicians.
Proofs play a central role in advanced mathematics and theoretical computer science, yet many students struggle the first time they take a course in which proofs play a significant role. This bestselling text's third edition helps students transition from solving problems to proving theorems by teaching them the techniques needed to read and write proofs. Featuring over 150 new exercises and a new chapter on number theory, this new edition introduces students to the world of advanced mathematics through the mastery of proofs. The book begins with the basic concepts of logic and set theory to familiarize students with the language of mathematics and how it is interpreted. These concepts are used as the basis for an analysis of techniques that can be used to build up complex proofs step by step, using detailed 'scratch work' sections to expose the machinery of proofs about numbers, sets, relations, and functions. Assuming no background beyond standard high school mathematics, this book will be useful to anyone interested in logic and proofs: computer scientists, philosophers, linguists, and, of course, mathematicians.
Methods of Mathematical Physics
3rd edition
, University of Cambridge and St John's College, Cambridge, , Girton College, Cambridge
Online ISBN: 9781139168489
Online publication date:
12 September 2018
Paperback ISBN: 9780521664028
Paperback publication date: 13 January 2000
Textbook
This well-known text and reference contains an account of those parts of mathematics that are most frequently needed in physics. As a working rule, it includes methods which have applications in at least two branches of physics. The authors have aimed at a high standard of rigour and have not accepted the often-quoted opinion that 'any argument is good enough if it is intended to be used by scientists'. At the same time, they have not attempted to achieve greater generality than is required for the physical applications: this often leads to considerable simplification of the mathematics. Particular attention is also paid to the conditions under which theorems hold. Examples of the practical use of the methods developed are given in the text: these are taken from a wide range of physics, including dynamics, hydrodynamics, elasticity, electromagnetism, heat conduction, wave motion and quantum theory. Exercises accompany each chapter.
This well-known text and reference contains an account of those parts of mathematics that are most frequently needed in physics. As a working rule, it includes methods which have applications in at least two branches of physics. The authors have aimed at a high standard of rigour and have not accepted the often-quoted opinion that 'any argument is good enough if it is intended to be used by scientists'. At the same time, they have not attempted to achieve greater generality than is required for the physical applications: this often leads to considerable simplification of the mathematics. Particular attention is also paid to the conditions under which theorems hold. Examples of the practical use of the methods developed are given in the text: these are taken from a wide range of physics, including dynamics, hydrodynamics, elasticity, electromagnetism, heat conduction, wave motion and quantum theory. Exercises accompany each chapter.
Aerodynamics for Engineers
6th edition
, US Air Force Academy, , US Air Force Academy
Online ISBN: 9781009105842
Online publication date:
04 September 2021
Hardback ISBN: 9781009098625
Hardback publication date: 12 August 2021
Textbook
Now reissued by Cambridge University Press, this sixth edition covers the fundamentals of aerodynamics using clear explanations and real-world examples. Aerodynamics concept boxes throughout showcase real-world applications, chapter objectives provide readers with a better understanding of the goal of each chapter and highlight the key 'take-home' concepts, and example problems aid understanding of how to apply core concepts. Coverage also includes the importance of aerodynamics to aircraft performance, applications of potential flow theory to aerodynamics, high-lift military airfoils, subsonic compressible transformations, and the distinguishing characteristics of hypersonic flow. Supported online by a solutions manual for instructors, MATLAB® files for example problems, and lecture slides for most chapters, this is an ideal textbook for undergraduates taking introductory courses in aerodynamics, and for graduates taking preparatory courses in aerodynamics before progressing to more advanced study.
Now reissued by Cambridge University Press, this sixth edition covers the fundamentals of aerodynamics using clear explanations and real-world examples. Aerodynamics concept boxes throughout showcase real-world applications, chapter objectives provide readers with a better understanding of the goal of each chapter and highlight the key 'take-home' concepts, and example problems aid understanding of how to apply core concepts. Coverage also includes the importance of aerodynamics to aircraft performance, applications of potential flow theory to aerodynamics, high-lift military airfoils, subsonic compressible transformations, and the distinguishing characteristics of hypersonic flow. Supported online by a solutions manual for instructors, MATLAB® files for example problems, and lecture slides for most chapters, this is an ideal textbook for undergraduates taking introductory courses in aerodynamics, and for graduates taking preparatory courses in aerodynamics before progressing to more advanced study.
Fundamentals of Transport Processes with Applications
, Indian Institute of Science, Bangalore
Online ISBN: 9781009036658
Expected online publication date:
June 2024
Paperback ISBN: 9781009005333
Paperback publication date: 13 April 2023
Textbook
The study of transport phenomena is an essential part of chemical engineering, as well as other disciplines concerned with material transformations such as biomedical engineering, microfluidics, reactor design and metallurgy. Material transformations require the motion of constituents relative to each other, the transfer of heat across materials and fluid flow. This lucid textbook introduces the student to the fundamentals and applications of transport phenomena in a single volume and explains how the outcomes of transformation processes depend on fluid flow and heat/mass transfer. It demonstrates the progression from physical concepts to the mathematical formulation, followed by the solution techniques for predicting outcomes in industrial applications. The ordering of the topics, gradual build-up of complexity and easy to read language make it a vital resource for anyone looking for an introduction to the domain. It also provides a foundation for advanced courses in fluid mechanics, multiphase flows and turbulence.
The study of transport phenomena is an essential part of chemical engineering, as well as other disciplines concerned with material transformations such as biomedical engineering, microfluidics, reactor design and metallurgy. Material transformations require the motion of constituents relative to each other, the transfer of heat across materials and fluid flow. This lucid textbook introduces the student to the fundamentals and applications of transport phenomena in a single volume and explains how the outcomes of transformation processes depend on fluid flow and heat/mass transfer. It demonstrates the progression from physical concepts to the mathematical formulation, followed by the solution techniques for predicting outcomes in industrial applications. The ordering of the topics, gradual build-up of complexity and easy to read language make it a vital resource for anyone looking for an introduction to the domain. It also provides a foundation for advanced courses in fluid mechanics, multiphase flows and turbulence.
Introduction to Marine Dynamics
, University of Michigan, Ann Arbor
Coming soon
Online ISBN: 9781009418065
Expected online publication date:
May 2024
Hardback ISBN: 9781009418096
Expected Hardback publication date: 08 August 2024
Textbook
Master the fundamentals of complex marine systems with this introduction to marine dynamics, vibrations, hydrodynamics, and stochastic processes. It connects key theoretical concepts, including as the velocity potential, impulsive force and L'Hospital's rule, to real-world marine engineering applications such as such as marine platform dynamics, extreme motions and exceedance probabilities, and includes over 60 multi-part end-of-chapter problems, building from simplified questions to advanced exercises, enabling students to grow in confidence towards solving complex questions. Students will gain a deep understanding effective design and safe operation of offshore systems and ocean resources; and is supported by downloadable Matlab code, and online solutions for instructors. Including over 300 full-colour illustrations and worked examples, drawing on the author's 45 years of teaching experience in marine dynamics, this textbook provides the ideal introduction to marine dynamics for senior undergraduate and graduate students in marine engineering, and is a comprehensive reference for practitioners in industry.
Master the fundamentals of complex marine systems with this introduction to marine dynamics, vibrations, hydrodynamics, and stochastic processes. It connects key theoretical concepts, including as the velocity potential, impulsive force and L'Hospital's rule, to real-world marine engineering applications such as such as marine platform dynamics, extreme motions and exceedance probabilities, and includes over 60 multi-part end-of-chapter problems, building from simplified questions to advanced exercises, enabling students to grow in confidence towards solving complex questions. Students will gain a deep understanding effective design and safe operation of offshore systems and ocean resources; and is supported by downloadable Matlab code, and online solutions for instructors. Including over 300 full-colour illustrations and worked examples, drawing on the author's 45 years of teaching experience in marine dynamics, this textbook provides the ideal introduction to marine dynamics for senior undergraduate and graduate students in marine engineering, and is a comprehensive reference for practitioners in industry.
The Atmospheric General Circulation
, University of Washington, , University of Washington, , Colorado State University, , University of Washington
Online ISBN: 9781108563857
Online publication date:
26 May 2023
Hardback ISBN: 9781108474245
Hardback publication date: 20 April 2023
An engaging, comprehensive, richly illustrated textbook about the atmospheric general circulation, written by leading researchers in the field. The book elucidates the pervasive role of atmospheric dynamics in the Earth System, interprets the structure and evolution of atmospheric motions across a range of space and time scales in terms of fundamental theoretical principles, and includes relevant historical background and tutorials on research methodology. The book includes over 300 exercises and is accompanied by extensive online resources, including solutions manuals, an animations library, and an introduction to online visualization and analysis tools. This textbook is suitable as a textbook for advanced undergraduate and graduate level courses in atmospheric sciences and geosciences curricula and as a reference textbook for researchers.
An engaging, comprehensive, richly illustrated textbook about the atmospheric general circulation, written by leading researchers in the field. The book elucidates the pervasive role of atmospheric dynamics in the Earth System, interprets the structure and evolution of atmospheric motions across a range of space and time scales in terms of fundamental theoretical principles, and includes relevant historical background and tutorials on research methodology. The book includes over 300 exercises and is accompanied by extensive online resources, including solutions manuals, an animations library, and an introduction to online visualization and analysis tools. This textbook is suitable as a textbook for advanced undergraduate and graduate level courses in atmospheric sciences and geosciences curricula and as a reference textbook for researchers.
Stochastic Finance
An Introduction with Examples
, University of Leeds, , Lancaster University
Online ISBN: 9781009049672
Online publication date:
16 February 2023
Hardback ISBN: 9781316511251
Hardback publication date: 06 April 2023
Paperback ISBN: 9781009048941
Paperback publication date: 06 April 2023
Textbook
Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have identified common pain points for students, and their approach takes great care to help the reader to overcome these difficulties and to foster understanding where comparable texts often do not. Written for advanced undergraduate students, and making use of numerous detailed examples to illustrate key concepts, this text provides all the mathematical foundations necessary to model transactions in the world of finance. A first course in probability is the only necessary background. The book begins with the discrete binomial model and the finite market model, followed by the continuous Black–Scholes model. It studies the pricing of European options by combining financial concepts such as arbitrage and self-financing trading strategies with probabilistic tools such as sigma algebras, martingales and stochastic integration. All these concepts are introduced in a relaxed and user-friendly fashion.
Stochastic Finance provides an introduction to mathematical finance that is unparalleled in its accessibility. Through classroom testing, the authors have identified common pain points for students, and their approach takes great care to help the reader to overcome these difficulties and to foster understanding where comparable texts often do not. Written for advanced undergraduate students, and making use of numerous detailed examples to illustrate key concepts, this text provides all the mathematical foundations necessary to model transactions in the world of finance. A first course in probability is the only necessary background. The book begins with the discrete binomial model and the finite market model, followed by the continuous Black–Scholes model. It studies the pricing of European options by combining financial concepts such as arbitrage and self-financing trading strategies with probabilistic tools such as sigma algebras, martingales and stochastic integration. All these concepts are introduced in a relaxed and user-friendly fashion.
Actions of Groups
A Second Course in Algebra
, Vassar College, New York
Online ISBN: 9781009158107
Online publication date:
03 May 2023
Hardback ISBN: 9781009158121
Hardback publication date: 05 January 2023
Paperback ISBN: 9781009158114
Paperback publication date: 05 January 2023
Textbook
Using the unifying notion of group actions, this second course in modern algebra introduces the deeper algebraic tools needed to get into topics only hinted at in a first course, like the successful classification of finite simple groups and how groups play a role in the solutions of polynomial equations. Because groups may act as permutations of a set, as linear transformations on a vector space, or as automorphisms of a field, the deeper structure of a group may emerge from these viewpoints, two different groups can be distinguished, or a polynomial equation can be shown to be solvable by radicals. By developing the properties of these group actions, readers encounter essential algebra topics like the Sylow theorems and their applications, Galois theory, and representation theory. Warmup chapters that review and build on the first course and active learning modules help students transition to a deeper understanding of ideas.
Using the unifying notion of group actions, this second course in modern algebra introduces the deeper algebraic tools needed to get into topics only hinted at in a first course, like the successful classification of finite simple groups and how groups play a role in the solutions of polynomial equations. Because groups may act as permutations of a set, as linear transformations on a vector space, or as automorphisms of a field, the deeper structure of a group may emerge from these viewpoints, two different groups can be distinguished, or a polynomial equation can be shown to be solvable by radicals. By developing the properties of these group actions, readers encounter essential algebra topics like the Sylow theorems and their applications, Galois theory, and representation theory. Warmup chapters that review and build on the first course and active learning modules help students transition to a deeper understanding of ideas.
Finite Element and Finite Volume Methods for Heat Transfer and Fluid Dynamics
, Texas A & M University, , Texas A & M University, , Lawrence Livermore National Laboratory, California
Online ISBN: 9781009275453
Online publication date:
27 January 2023
Hardback ISBN: 9781009275484
Hardback publication date: 26 January 2023
Textbook
Introduces the two most common numerical methods for heat transfer and fluid dynamics equations, using clear and accessible language. This unique approach covers all necessary mathematical preliminaries at the beginning of the book for the reader to sail smoothly through the chapters. Students will work step-by-step through the most common benchmark heat transfer and fluid dynamics problems, firmly grounding themselves in how the governing equations are discretized, how boundary conditions are imposed, and how the resulting algebraic equations are solved. Providing a detailed discussion of the discretization steps and time approximations, and clearly presenting concepts of explicit and implicit formulations, this graduate textbook has everything an instructor needs to prepare students for their exams and future careers. Each illustrative example shows students how to draw comparisons between the results obtained using the two numerical methods, and at the end of each chapter they can test and extend their understanding by working through the problems provided. A solutions manual is also available for instructors.
Introduces the two most common numerical methods for heat transfer and fluid dynamics equations, using clear and accessible language. This unique approach covers all necessary mathematical preliminaries at the beginning of the book for the reader to sail smoothly through the chapters. Students will work step-by-step through the most common benchmark heat transfer and fluid dynamics problems, firmly grounding themselves in how the governing equations are discretized, how boundary conditions are imposed, and how the resulting algebraic equations are solved. Providing a detailed discussion of the discretization steps and time approximations, and clearly presenting concepts of explicit and implicit formulations, this graduate textbook has everything an instructor needs to prepare students for their exams and future careers. Each illustrative example shows students how to draw comparisons between the results obtained using the two numerical methods, and at the end of each chapter they can test and extend their understanding by working through the problems provided. A solutions manual is also available for instructors.
An Elementary Course on Partial Differential Equations
, Aligarh Muslim University, India, , Aligarh Muslim University, India
Online ISBN: 9781009201469
Online publication date:
15 September 2022
Paperback ISBN: 9781009201445
Paperback publication date: 23 February 2023
Textbook
Partial differential equations are a vital part of any course in pure or applied mathematics. This book will be invaluable to anyone looking for a lucid but comprehensive introduction to PDEs. Designed to strike a balance between theory and practical problems, it covers all major methods as well as their historical backgrounds, theoretical rigour, and geometric significance. The book is divided into three parts. It starts with basic topics like ordinary differential equations, multivariable calculus, and geometry. This is followed by important techniques to solve certain types of partial differential equations. The last part is devoted to first, second, and higher-order PDEs. The chapters have been arranged to help students develop their knowledge gradually and systematically. Each method is discussed through theoretical descriptions in the form of theorems followed by illustrative problems to help the readers. Finally, numerous solved examples and practice problems helps the student learn to apply this knowledge.
Partial differential equations are a vital part of any course in pure or applied mathematics. This book will be invaluable to anyone looking for a lucid but comprehensive introduction to PDEs. Designed to strike a balance between theory and practical problems, it covers all major methods as well as their historical backgrounds, theoretical rigour, and geometric significance. The book is divided into three parts. It starts with basic topics like ordinary differential equations, multivariable calculus, and geometry. This is followed by important techniques to solve certain types of partial differential equations. The last part is devoted to first, second, and higher-order PDEs. The chapters have been arranged to help students develop their knowledge gradually and systematically. Each method is discussed through theoretical descriptions in the form of theorems followed by illustrative problems to help the readers. Finally, numerous solved examples and practice problems helps the student learn to apply this knowledge.
Game Theory Basics
, London School of Economics and Political Science
Online ISBN: 9781108910118
Online publication date:
22 October 2021
Hardback ISBN: 9781108843300
Hardback publication date: 04 November 2021
Paperback ISBN: 9781108824231
Paperback publication date: 04 November 2021
Textbook
Game theory is the science of interaction. This textbook, derived from courses taught by the author and developed over several years, is a comprehensive, straightforward introduction to the mathematics of non-cooperative games. It teaches what every game theorist should know: the important ideas and results on strategies, game trees, utility theory, imperfect information, and Nash equilibrium. The proofs of these results, in particular existence of an equilibrium via fixed points, and an elegant direct proof of the minimax theorem for zero-sum games, are presented in a self-contained, accessible way. This is complemented by chapters on combinatorial games like Go; and, it has introductions to algorithmic game theory, traffic games, and the geometry of two-player games. This detailed and lively text requires minimal mathematical background and includes many examples, exercises, and pictures. It is suitable for self-study or introductory courses in mathematics, computer science, or economics departments.
Game theory is the science of interaction. This textbook, derived from courses taught by the author and developed over several years, is a comprehensive, straightforward introduction to the mathematics of non-cooperative games. It teaches what every game theorist should know: the important ideas and results on strategies, game trees, utility theory, imperfect information, and Nash equilibrium. The proofs of these results, in particular existence of an equilibrium via fixed points, and an elegant direct proof of the minimax theorem for zero-sum games, are presented in a self-contained, accessible way. This is complemented by chapters on combinatorial games like Go; and, it has introductions to algorithmic game theory, traffic games, and the geometry of two-player games. This detailed and lively text requires minimal mathematical background and includes many examples, exercises, and pictures. It is suitable for self-study or introductory courses in mathematics, computer science, or economics departments.
A First Course in Quantitative Finance
, Ernst-Moritz-Arndt-Universität Greifswald, Germany
Online ISBN: 9781108303606
Online publication date:
06 August 2018
Paperback ISBN: 9781108411431
Paperback publication date: 22 March 2018
Hardback ISBN: 9781108419574
Hardback publication date: 25 April 2018
Textbook
This new and exciting book offers a fresh approach to quantitative finance and utilises novel features, including stereoscopic images which permit 3D visualisation of complex subjects without the need for additional tools. Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the concepts and models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Subjects are organised throughout in a way that encourages a gradual and parallel learning process of both the economic concepts and their mathematical descriptions, framed by additional perspectives from classical utility theory, financial economics and behavioural finance. Suitable for postgraduate students studying courses in quantitative finance, financial engineering and financial econometrics as part of an economics, finance, econometric or mathematics program, this book contains all necessary theoretical and mathematical concepts and numerical methods, as well as the necessary programming code for porting algorithms onto a computer.
This new and exciting book offers a fresh approach to quantitative finance and utilises novel features, including stereoscopic images which permit 3D visualisation of complex subjects without the need for additional tools. Offering an integrated approach to the subject, A First Course in Quantitative Finance introduces students to the architecture of complete financial markets before exploring the concepts and models of modern portfolio theory, derivative pricing and fixed income products in both complete and incomplete market settings. Subjects are organised throughout in a way that encourages a gradual and parallel learning process of both the economic concepts and their mathematical descriptions, framed by additional perspectives from classical utility theory, financial economics and behavioural finance. Suitable for postgraduate students studying courses in quantitative finance, financial engineering and financial econometrics as part of an economics, finance, econometric or mathematics program, this book contains all necessary theoretical and mathematical concepts and numerical methods, as well as the necessary programming code for porting algorithms onto a computer.
A Second Course in Linear Algebra
1st edition
, Pomona College, California, , University of Utah
Online ISBN: 9781316218419
Online publication date:
11 August 2019
Textbook
Linear algebra is a fundamental tool in many fields, including mathematics and statistics, computer science, economics, and the physical and biological sciences. This undergraduate textbook offers a complete second course in linear algebra, tailored to help students transition from basic theory to advanced topics and applications. Concise chapters promote a focused progression through essential ideas, and contain many examples and illustrative graphics. In addition, each chapter contains a bullet list summarising important concepts, and the book includes over 600 exercises to aid the reader's understanding. Topics are derived and discussed in detail, including the singular value decomposition, the Jordan canonical form, the spectral theorem, the QR factorization, normal matrices, Hermitian matrices (of interest to physics students), and positive definite matrices (of interest to statistics students).
Linear algebra is a fundamental tool in many fields, including mathematics and statistics, computer science, economics, and the physical and biological sciences. This undergraduate textbook offers a complete second course in linear algebra, tailored to help students transition from basic theory to advanced topics and applications. Concise chapters promote a focused progression through essential ideas, and contain many examples and illustrative graphics. In addition, each chapter contains a bullet list summarising important concepts, and the book includes over 600 exercises to aid the reader's understanding. Topics are derived and discussed in detail, including the singular value decomposition, the Jordan canonical form, the spectral theorem, the QR factorization, normal matrices, Hermitian matrices (of interest to physics students), and positive definite matrices (of interest to statistics students).
A Course on Cooperative Game Theory
, Indian Statistical Institute, Kolkata, , Indian Statistical Institute, Kolkata, , Indian Statistical Institute, Kolkata
Online ISBN: 9781107415997
Online publication date:
28 May 2018
Hardback ISBN: 9781107058798
Hardback publication date: 09 February 2015
Paperback ISBN: 9781107691322
Paperback publication date: 17 October 2014
Textbook
Cooperative game theory deals with situations where objectives of participants of the game are partially cooperative and partially conflicting. It is in the interest of participants to cooperate in the sense of making binding agreements to achieve the maximum possible benefit. When it comes to distribution of benefit/payoffs, participants have conflicting interests. Such situations are usually modelled as cooperative games. While the book mainly discusses transferable utility games, there is also a brief analysis of non-transferable utility games. Alternative solution concepts to cooperative game theoretic problems are presented in chapters 1-9 and the next four chapters present issues related to computations of solutions discussed in the earlier chapters. The proofs of all results presented in the book are quite explicit. Additionally the mathematical techniques employed in demonstrating the results will be helpful to those who wish to learn application of mathematics for solving problems in game theory.
Cooperative game theory deals with situations where objectives of participants of the game are partially cooperative and partially conflicting. It is in the interest of participants to cooperate in the sense of making binding agreements to achieve the maximum possible benefit. When it comes to distribution of benefit/payoffs, participants have conflicting interests. Such situations are usually modelled as cooperative games. While the book mainly discusses transferable utility games, there is also a brief analysis of non-transferable utility games. Alternative solution concepts to cooperative game theoretic problems are presented in chapters 1-9 and the next four chapters present issues related to computations of solutions discussed in the earlier chapters. The proofs of all results presented in the book are quite explicit. Additionally the mathematical techniques employed in demonstrating the results will be helpful to those who wish to learn application of mathematics for solving problems in game theory.
Communication Theory
, University of Sussex,
Online ISBN: 9781139172448
Online publication date:
28 May 2018
Paperback ISBN: 9780521406062
Paperback publication date: 29 November 1991
Textbook
This book is an introduction, for mathematics students, to the theories of information and codes. They are usually treated separately but, as both address the problem of communication through noisy channels (albeit from different directions), the authors have been able to exploit the connection to give a reasonably self-contained treatment, relating the probabilistic and algebraic viewpoints. The style is discursive and, as befits the subject, plenty of examples and exercises are provided. Some examples and exercises are provided. Some examples of computer codes are given to provide concrete illustrations of abstract ideas.
This book is an introduction, for mathematics students, to the theories of information and codes. They are usually treated separately but, as both address the problem of communication through noisy channels (albeit from different directions), the authors have been able to exploit the connection to give a reasonably self-contained treatment, relating the probabilistic and algebraic viewpoints. The style is discursive and, as befits the subject, plenty of examples and exercises are provided. Some examples and exercises are provided. Some examples of computer codes are given to provide concrete illustrations of abstract ideas.
Probability with Martingales
, Statistical Laboratory, University of Cambridge
Online ISBN: 9780511813658
Online publication date:
05 June 2012
Paperback ISBN: 9780521406055
Paperback publication date: 22 February 1991
Textbook
Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rôle. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction.
Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing feature is its determination to keep the probability flowing at a nice tempo. It achieves this by being selective rather than encyclopaedic, presenting only what is essential to understand the fundamentals; and it assumes certain key results from measure theory in the main text. These measure-theoretic results are proved in full in appendices, so that the book is completely self-contained. The book is written for students, not for researchers, and has evolved through several years of class testing. Exercises play a vital rôle. Interesting and challenging problems, some with hints, consolidate what has already been learnt, and provide motivation to discover more of the subject than can be covered in a single introduction.
Computability
An Introduction to Recursive Function Theory
, University of York
Online ISBN: 9781139171496
Online publication date:
28 May 2018
Paperback ISBN: 9780521294652
Paperback publication date: 30 June 1980
Textbook
What can computers do in principle? What are their inherent theoretical limitations? These are questions to which computer scientists must address themselves. The theoretical framework which enables such questions to be answered has been developed over the last fifty years from the idea of a computable function: intuitively a function whose values can be calculated in an effective or automatic way. This book is an introduction to computability theory (or recursion theory as it is traditionally known to mathematicians). Dr Cutland begins with a mathematical characterisation of computable functions using a simple idealised computer (a register machine); after some comparison with other characterisations, he develops the mathematical theory, including a full discussion of non-computability and undecidability, and the theory of recursive and recursively enumerable sets. The later chapters provide an introduction to more advanced topics such as Gödel's incompleteness theorem, degrees of unsolvability, the Recursion theorems and the theory of complexity of computation. Computability is thus a branch of mathematics which is of relevance also to computer scientists and philosophers. Mathematics students with no prior knowledge of the subject and computer science students who wish to supplement their practical expertise with some theoretical background will find this book of use and interest.
What can computers do in principle? What are their inherent theoretical limitations? These are questions to which computer scientists must address themselves. The theoretical framework which enables such questions to be answered has been developed over the last fifty years from the idea of a computable function: intuitively a function whose values can be calculated in an effective or automatic way. This book is an introduction to computability theory (or recursion theory as it is traditionally known to mathematicians). Dr Cutland begins with a mathematical characterisation of computable functions using a simple idealised computer (a register machine); after some comparison with other characterisations, he develops the mathematical theory, including a full discussion of non-computability and undecidability, and the theory of recursive and recursively enumerable sets. The later chapters provide an introduction to more advanced topics such as Gödel's incompleteness theorem, degrees of unsolvability, the Recursion theorems and the theory of complexity of computation. Computability is thus a branch of mathematics which is of relevance also to computer scientists and philosophers. Mathematics students with no prior knowledge of the subject and computer science students who wish to supplement their practical expertise with some theoretical background will find this book of use and interest.
Principles of Optimal Design
Modeling and Computation
3rd edition
, University of Michigan, Ann Arbor, , Stanford University, California
Online ISBN: 9781316451038
Online publication date:
28 May 2018
Hardback ISBN: 9781107132672
Hardback publication date: 09 January 2017
Textbook
Design optimization is a standard concept in engineering design, and in other disciplines which utilize mathematical decision-making methods. This textbook focuses on the close relationship between a design problem's mathematical model and the solution-driven methods which optimize it. Along with extensive material on modeling problems, this book also features useful techniques for checking whether a model is suitable for computational treatment. Throughout, key concepts are discussed in the context of why and when a particular algorithm may be successful, and a large number of examples demonstrate the theory or method right after it is presented. This book also contains step-by-step instructions for executing a design optimization project - from building the problem statement to interpreting the computer results. All chapters contain exercises from which instructors can easily build quizzes, and a chapter on 'principles and practice' offers the reader tips and guidance based on the authors' vast research and instruction experience.
Design optimization is a standard concept in engineering design, and in other disciplines which utilize mathematical decision-making methods. This textbook focuses on the close relationship between a design problem's mathematical model and the solution-driven methods which optimize it. Along with extensive material on modeling problems, this book also features useful techniques for checking whether a model is suitable for computational treatment. Throughout, key concepts are discussed in the context of why and when a particular algorithm may be successful, and a large number of examples demonstrate the theory or method right after it is presented. This book also contains step-by-step instructions for executing a design optimization project - from building the problem statement to interpreting the computer results. All chapters contain exercises from which instructors can easily build quizzes, and a chapter on 'principles and practice' offers the reader tips and guidance based on the authors' vast research and instruction experience.
An Elementary Introduction to Mathematical Finance
3rd edition
, University of Southern California
Online ISBN: 9780511921483
Online publication date:
05 June 2012
Hardback ISBN: 9780521192538
Hardback publication date: 28 February 2011
Textbook
This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.
This textbook on the basics of option pricing is accessible to readers with limited mathematical training. It is for both professional traders and undergraduates studying the basics of finance. Assuming no prior knowledge of probability, Sheldon M. Ross offers clear, simple explanations of arbitrage, the Black-Scholes option pricing formula, and other topics such as utility functions, optimal portfolio selections, and the capital assets pricing model. Among the many new features of this third edition are new chapters on Brownian motion and geometric Brownian motion, stochastic order relations and stochastic dynamic programming, along with expanded sets of exercises and references for all the chapters.