Probability on Real Lie Algebras

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Author: Uwe Franz,Nicolas Privault

Publisher: Cambridge University Press

ISBN: 110712865X

Category: Mathematics

Page: 302

View: 8367

This monograph is a progressive introduction to non-commutativity in probability theory, summarizing and synthesizing recent results about classical and quantum stochastic processes on Lie algebras. In the early chapters, focus is placed on concrete examples of the links between algebraic relations and the moments of probability distributions. The subsequent chapters are more advanced and deal with Wigner densities for non-commutative couples of random variables, non-commutative stochastic processes with independent increments (quantum Lévy processes), and the quantum Malliavin calculus. This book will appeal to advanced undergraduate and graduate students interested in the relations between algebra, probability, and quantum theory. It also addresses a more advanced audience by covering other topics related to non-commutativity in stochastic calculus, Lévy processes, and the Malliavin calculus.

Analysis and Geometry on Groups

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Author: Nicholas T. Varopoulos,L. Saloff-Coste,T. Coulhon

Publisher: Cambridge University Press

ISBN: 9780521088015

Category: Mathematics

Page: 172

View: 9153

The geometry and analysis that is discussed in this book extends to classical results for general discrete or Lie groups, and the methods used are analytical, but are not concerned with what is described these days as real analysis. Most of the results described in this book have a dual formulation: they have a "discrete version" related to a finitely generated discrete group and a continuous version related to a Lie group. The authors chose to center this book around Lie groups, but could easily have pushed it in several other directions as it interacts with the theory of second order partial differential operators, and probability theory, as well as with group theory.

Dynamical Systems and Semisimple Groups

An Introduction

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Author: Renato Feres

Publisher: Cambridge University Press

ISBN: 9780521591621

Category: Mathematics

Page: 245

View: 4328

This 1998 book provides an introduction to dynamical systems and ergodic theory with an emphasis on smooth actions of noncompact Lie groups. The main goal is to serve as an entry into the literature on the ergodic theory of measure preserving actions of semisimple Lie groups. The author develops in a detailed and self-contained way the main results on Lie groups, Lie algebras, and semisimple groups, including basic facts on manifolds and Lie groups plus topics such as integration of infinitesimal actions of Lie groups. He then derives the basic structure theorems for the real semisimple Lie groups, such as the Cartan and Iwasawa decompositions and gives an extensive exposition of the general facts and concepts from topological dynamics and ergodic theory, including detailed proofs of the multiplicative ergodic theorem and Moore's ergodicity theorem. This book should appeal to anyone interested in Lie theory, differential geometry and dynamical systems.

A Primer on the Dirichlet Space

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Author: Omar El-Fallah,Karim Kellay,Javad Mashreghi,Thomas Ransford

Publisher: Cambridge University Press

ISBN: 1107729777

Category: Mathematics

Page: 227

View: 6796

The Dirichlet space is one of the three fundamental Hilbert spaces of holomorphic functions on the unit disk. It boasts a rich and beautiful theory, yet at the same time remains a source of challenging open problems and a subject of active mathematical research. This book is the first systematic account of the Dirichlet space, assembling results previously only found in scattered research articles, and improving upon many of the proofs. Topics treated include: the Douglas and Carleson formulas for the Dirichlet integral, reproducing kernels, boundary behaviour and capacity, zero sets and uniqueness sets, multipliers, interpolation, Carleson measures, composition operators, local Dirichlet spaces, shift-invariant subspaces, and cyclicity. Special features include a self-contained treatment of capacity, including the strong-type inequality. The book will be valuable to researchers in function theory, and with over 100 exercises it is also suitable for self-study by graduate students.

Rings and Factorization

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Author: David Sharpe

Publisher: CUP Archive

ISBN: 9780521337182

Category: Mathematics

Page: 111

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This textbook is an introduction to the concept of factorization and its application to problems in algebra and number theory. With the minimum of prerequisites, the reader is introduced to the notion of rings, fields, prime elements and unique factorization. The author shows how concepts can be applied to a variety of examples such as factorizing polynomials, finding determinants of matrices and Fermat's 'two-squares theorem'. Based on an undergraduate course given at the University of Sheffield, Dr Sharpe has included numerous examples which demonstrate how frequently these ideas are useful in concrete, rather than abstract, settings. The book also contains many exercises of varying degrees of difficulty together with hints and solutions. Second and third year undergraduates will find this a readable and enjoyable account of a subject lying at the heart of much of mathematics.

Understanding Markov Chains

Examples and Applications

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Author: Nicolas Privault

Publisher: Springer Science & Business Media

ISBN: 9814451517

Category: Mathematics

Page: 354

View: 1647

This book provides an undergraduate introduction to discrete and continuous-time Markov chains and their applications. A large focus is placed on the first step analysis technique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes, are also covered. Two major examples (gambling processes and random walks) are treated in detail from the beginning, before the general theory itself is presented in the subsequent chapters. An introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times is also provided, and the book includes a chapter on spatial Poisson processes with some recent results on moment identities and deviation inequalities for Poisson stochastic integrals. The concepts presented are illustrated by examples and by 72 exercises and their complete solutions.

Spectral Decomposition and Eisenstein Series

A Paraphrase of the Scriptures

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Author: C. Moeglin,J. L. Waldspurger

Publisher: Cambridge University Press

ISBN: 9780521418935

Category: Mathematics

Page: 338

View: 4545

A self-contained introduction to automorphic forms, and Eisenstein series and pseudo-series, proving some of Langlands' work at the intersection of number theory and group theory.

Induced Representations of Locally Compact Groups

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Author: Eberhard Kaniuth,Keith F. Taylor

Publisher: Cambridge University Press

ISBN: 052176226X

Category: Mathematics

Page: 343

View: 3584

"Locally compact groups arise in many diverse areas of mathematics, the physical sciences, and engineering and the presence of the group is usually felt through unitary representations of the group. This observation underlies the importance of understanding such representations and how they may be constructed, combined, or decomposed. Of particular importance are the irreducible unitary representations. In the middle of the last century, G.W. Mackey initiated a program to develop a systematic method for identifying all the irreducible unitary representations of a given locally compact group G. We denote the set of all unitary equivalence classes of irreducible unitary representations of G by G. Mackey's methods are only effective when G has certain restrictive structural characteristics; nevertheless, time has shown that many of the groups that arise in important problems are appropriate for Mackey's approach. The program Mackey initiated received contributions from many researchers with some of the mostsubstantial advances made by R.J. Blattner and J.M.G. Fell. Fell'swork is particularly important in studying Gas a topological space. At the core of this program is the inducing construction, which is a method of building a unitary representation of a group from a representation of a subgroup"--

The Mathieu Groups

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Author: A. A. Ivanov

Publisher: Cambridge University Press

ISBN: 1108429785

Category: Mathematics

Page: 186

View: 1547

The Mathieu Groups are presented in the context of finite geometry and the theory of group amalgams.

Representations of Elementary Abelian p-Groups and Vector Bundles

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Author: David J. Benson

Publisher: Cambridge University Press

ISBN: 1316802736

Category: Mathematics

Page: N.A

View: 8231

Questions about modular representation theory of finite groups can often be reduced to elementary abelian subgroups. This is the first book to offer a detailed study of the representation theory of elementary abelian groups, bringing together information from many papers and journals, as well as unpublished research. Special attention is given to recent work on modules of constant Jordan type, and the methods involve producing and examining vector bundles on projective space and their Chern classes. Extensive background material is provided, which will help the reader to understand vector bundles and their Chern classes from an algebraic point of view, and to apply this to modular representation theory of elementary abelian groups. The final section, addressing problems and directions for future research, will also help to stimulate further developments in the subject. With no similar books on the market, this will be an invaluable resource for graduate students and researchers working in representation theory.

Math on Trial

How Numbers Get Used and Abused in the Courtroom

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Author: Leila Schneps,Coralie Colmez

Publisher: Basic Books

ISBN: 0465037941

Category: Mathematics

Page: 272

View: 7773

In the wrong hands, math can be deadly. Even the simplest numbers can become powerful forces when manipulated by journalists, politicians or other public figures, but in the case of the law your liberty—and your life—can depend on the right calculation. Math on Trial tells the story of ten trials in which mathematical arguments were used—and disastrously misused—as evidence. Despite years of math classes, most people (and most jurors) fail to detect even simple mathematical sophistry, resulting in such horrors as a medical expert’s faulty calculation of probabilities providing the key evidence for a British mother’s conviction for the murder of her two babies. The conviction was later overturned, but three years in prison took its toll—Sally Clark died of acute alcohol intoxication in March of 2007. Mathematicians Leila Schneps and Coralie Colmez use a wide range of examples, from a mid-19th-century dispute over wills that became a signal case in the forensic use of mathematics, to the conviction and subsequent exoneration of Amanda Knox, to show how the improper application of mathematical concepts can mean the difference between walking free and life in prison. The cases discussed include: -The Case of Amanda Knox (How a judge’s denial of a second DNA test may have destroyed a chance to reveal the truth about Meredith Kercher’s murder) -The Case of Joe Sneed (How a fabricated probability framed a son for his parents’ grisly killing) -The Case of Sally Clark (How multiplying non-independent probabilities landed an innocent mother in jail for the murder of her children) -The Case of Janet Collins (How unjustified estimates combined with a miscalculated probability convicted an innocent couple of violent robbery) A colorful narrative of mathematical abuse featuring such characters as Charles Ponzi, Alfred Dreyfus, Hetty Green, and Oliver Wendell Holmes, Math on Trial shows that legal expertise isn’t everything when it comes to proving a man innocent.

Mathematics of Two-Dimensional Turbulence

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Author: Sergei Kuksin,Armen Shirikyan

Publisher: Cambridge University Press

ISBN: 113957695X

Category: Mathematics

Page: N.A

View: 3300

This book is dedicated to the mathematical study of two-dimensional statistical hydrodynamics and turbulence, described by the 2D Navier–Stokes system with a random force. The authors' main goal is to justify the statistical properties of a fluid's velocity field u(t,x) that physicists assume in their work. They rigorously prove that u(t,x) converges, as time grows, to a statistical equilibrium, independent of initial data. They use this to study ergodic properties of u(t,x) – proving, in particular, that observables f(u(t,.)) satisfy the strong law of large numbers and central limit theorem. They also discuss the inviscid limit when viscosity goes to zero, normalising the force so that the energy of solutions stays constant, while their Reynolds numbers grow to infinity. They show that then the statistical equilibria converge to invariant measures of the 2D Euler equation and study these measures. The methods apply to other nonlinear PDEs perturbed by random forces.

The Large Sieve and its Applications

Arithmetic Geometry, Random Walks and Discrete Groups

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Author: E. Kowalski

Publisher: Cambridge University Press

ISBN: 1139472976

Category: Mathematics

Page: N.A

View: 3070

Among the modern methods used to study prime numbers, the 'sieve' has been one of the most efficient. Originally conceived by Linnik in 1941, the 'large sieve' has developed extensively since the 1960s, with a recent realisation that the underlying principles were capable of applications going well beyond prime number theory. This book develops a general form of sieve inequality, and describes its varied applications, including the study of families of zeta functions of algebraic curves over finite fields; arithmetic properties of characteristic polynomials of random unimodular matrices; homological properties of random 3-manifolds; and the average number of primes dividing the denominators of rational points on elliptic curves. Also covered in detail are the tools of harmonic analysis used to implement the forms of the large sieve inequality, including the Riemann Hypothesis over finite fields, and Property (T) or Property (tau) for discrete groups.

Discrete Groups, Expanding Graphs and Invariant Measures

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Author: Alex Lubotzky

Publisher: Springer Science & Business Media

ISBN: 3034603320

Category: Mathematics

Page: 196

View: 7675

In the last ?fteen years two seemingly unrelated problems, one in computer science and the other in measure theory, were solved by amazingly similar techniques from representation theory and from analytic number theory. One problem is the - plicit construction of expanding graphs («expanders»). These are highly connected sparse graphs whose existence can be easily demonstrated but whose explicit c- struction turns out to be a dif?cult task. Since expanders serve as basic building blocks for various distributed networks, an explicit construction is highly des- able. The other problem is one posed by Ruziewicz about seventy years ago and studied by Banach [Ba]. It asks whether the Lebesgue measure is the only ?nitely additive measure of total measure one, de?ned on the Lebesgue subsets of the n-dimensional sphere and invariant under all rotations. The two problems seem, at ?rst glance, totally unrelated. It is therefore so- what surprising that both problems were solved using similar methods: initially, Kazhdan’s property (T) from representation theory of semi-simple Lie groups was applied in both cases to achieve partial results, and later on, both problems were solved using the (proved) Ramanujan conjecture from the theory of automorphic forms. The fact that representation theory and automorphic forms have anything to do with these problems is a surprise and a hint as well that the two questions are strongly related.

The Taming of Chance

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Author: Ian Hacking

Publisher: Cambridge University Press

ISBN: 9780521388849

Category: History

Page: 264

View: 3412

This book combines detailed scientific historical research with characteristic philosophic breadth and verve.

Lie Groups, Physics, and Geometry

An Introduction for Physicists, Engineers and Chemists

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Author: Robert Gilmore

Publisher: Cambridge University Press

ISBN: 113946907X

Category: Science

Page: N.A

View: 1779

Describing many of the most important aspects of Lie group theory, this book presents the subject in a 'hands on' way. Rather than concentrating on theorems and proofs, the book shows the applications of the material to physical sciences and applied mathematics. Many examples of Lie groups and Lie algebras are given throughout the text. The relation between Lie group theory and algorithms for solving ordinary differential equations is presented and shown to be analogous to the relation between Galois groups and algorithms for solving polynomial equations. Other chapters are devoted to differential geometry, relativity, electrodynamics, and the hydrogen atom. Problems are given at the end of each chapter so readers can monitor their understanding of the materials. This is a fascinating introduction to Lie groups for graduate and undergraduate students in physics, mathematics and electrical engineering, as well as researchers in these fields.

An Elementary Introduction to Stochastic Interest Rate Modeling

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Author: Nicolas Privault

Publisher: World Scientific

ISBN: 9814390860

Category: Business & Economics

Page: 228

View: 9328

Interest rate modeling and the pricing of related derivatives remain subjects of increasing importance in financial mathematics and risk management. This book provides an accessible introduction to these topics by a step-by-step presentation of concepts with a focus on explicit calculations. Each chapter is accompanied with exercises and their complete solutions, making the book suitable for advanced undergraduate and graduate level students. This second edition retains the main features of the first edition while incorporating a complete revision of the text as well as additional exercises with their solutions, and a new introductory chapter on credit risk. The stochastic interest rate models considered range from standard short rate to forward rate models, with a treatment of the pricing of related derivatives such as caps and swaptions under forward measures. Some more advanced topics including the BGM model and an approach to its calibration are also covered.

Stochastic Finance

An Introduction with Market Examples

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Author: Nicolas Privault

Publisher: CRC Press

ISBN: 1466594020

Category: Business & Economics

Page: 441

View: 5016

Stochastic Finance: An Introduction with Market Examples presents an introduction to pricing and hedging in discrete and continuous time financial models without friction, emphasizing the complementarity of analytical and probabilistic methods. It demonstrates both the power and limitations of mathematical models in finance, covering the basics of finance and stochastic calculus, and builds up to special topics, such as options, derivatives, and credit default and jump processes. It details the techniques required to model the time evolution of risky assets. The book discusses a wide range of classical topics including Black–Scholes pricing, exotic and American options, term structure modeling and change of numéraire, as well as models with jumps. The author takes the approach adopted by mainstream mathematical finance in which the computation of fair prices is based on the absence of arbitrage hypothesis, therefore excluding riskless profit based on arbitrage opportunities and basic (buying low/selling high) trading. With 104 figures and simulations, along with about 20 examples based on actual market data, the book is targeted at the advanced undergraduate and graduate level, either as a course text or for self-study, in applied mathematics, financial engineering, and economics.

Non-homogeneous Random Walks

Lyapunov Function Methods for Near-Critical Stochastic Systems

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Author: Mikhail Menshikov,Serguei Popov,Andrew Wade

Publisher: Cambridge University Press

ISBN: 1316867366

Category: Mathematics

Page: N.A

View: 9278

Stochastic systems provide powerful abstract models for a variety of important real-life applications: for example, power supply, traffic flow, data transmission. They (and the real systems they model) are often subject to phase transitions, behaving in one way when a parameter is below a certain critical value, then switching behaviour as soon as that critical value is reached. In a real system, we do not necessarily have control over all the parameter values, so it is important to know how to find critical points and to understand system behaviour near these points. This book is a modern presentation of the 'semimartingale' or 'Lyapunov function' method applied to near-critical stochastic systems, exemplified by non-homogeneous random walks. Applications treat near-critical stochastic systems and range across modern probability theory from stochastic billiards models to interacting particle systems. Spatially non-homogeneous random walks are explored in depth, as they provide prototypical near-critical systems.

Lévy Processes in Lie Groups

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Author: Ming Liao

Publisher: Cambridge University Press

ISBN: 9780521836531

Category: Mathematics

Page: 266

View: 1877

Up-to-the minute research on important stochastic processes.