Probability and statistics Books
Cambridge University Press Combinatorial Methods in Discrete Mathematics 55 Encyclopedia of Mathematics and its Applications Series Number 55
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£51.29
Cambridge University Press Portfolio Theory and Risk Management Mastering Mathematical Finance
Book SynopsisWith its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR by means of hedging techniques. A moderate pace, careful motivation and more than 70 exercises give students confidence in handling risk assessments in modern finance. Solutions and additional materials for instructors are available at www.cambridge.org/9781107003675.Table of ContentsPreface; 1. Risk and return; 2. Portfolios consisting of two assets; 3. Lagrange multipliers; 4. Portfolios of multiple assets; 5. The capital asset pricing model; 6. Utility functions; 7. Value at risk; 8. Coherent measures of risk; Index.
£35.14
Cambridge University Press Computation and Automata 25 Encyclopedia of Mathematics and its Applications Series Number 25
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£65.54
Cambridge University Press Product Integration With Application to Differential Equations 10 Encyclopedia of Mathematics and its Applications Series Number 10
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£60.89
Cambridge University Press Statistics Explained An Introductory Guide for Life Scientists
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£33.24
Cambridge University Press Association Schemes Designed Experiments Algebra and Combinatorics 84 Cambridge Studies in Advanced Mathematics Series Number 84
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£45.59
Cambridge University Press Introduction to Statistical Methods for Biosurveillance
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£47.49
Cambridge University Press Digital Nets and Sequences
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£85.49
Cambridge University Press Exponential Random Graph Models for Social Networks Theory Methods and Applications 35 Structural Analysis in the Social Sciences Series Number 35
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£67.45
Cambridge University Press The Essential Guide to Effect Sizes Statistical Power MetaAnalysis and the Interpretation of Research Results
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£90.25
Cambridge University Press An Outline of Ergodic Theory 122 Cambridge Studies in Advanced Mathematics Series Number 122
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£55.09
Cambridge University Press An Introduction to Random Matrices 118 Cambridge Studies in Advanced Mathematics Series Number 118
Book SynopsisThe theory of random matrices plays an important role in many areas of pure mathematics and employs a variety of sophisticated mathematical tools (analytical, probabilistic and combinatorial). This diverse array of tools, while attesting to the vitality of the field, presents several formidable obstacles to the newcomer, and even the expert probabilist. This rigorous introduction to the basic theory is sufficiently self-contained to be accessible to graduate students in mathematics or related sciences, who have mastered probability theory at the graduate level, but have not necessarily been exposed to advanced notions of functional analysis, algebra or geometry. Useful background material is collected in the appendices and exercises are also included throughout to test the reader's understanding. Enumerative techniques, stochastic analysis, large deviations, concentration inequalities, disintegration and Lie algebras all are introduced in the text, which will enable readers to approachTrade Review' … this is a very valuable new reference for the subject, incorporating many modern results and perspectives that are not present in earlier texts on this topic … this book would serve as an excellent foundation with which to begin studying other aspects of random matrix theory.' Terence Tao, Mathematical Reviews'… the book aims to introduce some of the modern techniques of random matrix theory in a comprehensive and rigorous way. It has a broad range of topics and most of them are fairly accessible. The focus is on introducing and explaining the main techniques, rather than obtaining the most general results. Additional references are given for the reader who wants to continue the study of a certain topic. The writing style is careful and the book is mostly self-contained with complete proofs. This is an excellent new contribution to random matrix theory.' Journal of Approximation TheoryTable of ContentsPreface; 1. Introduction; 2. Real and complex Wigner matrices; 3. Hermite polynomials, spacings, and limit distributions for the Gaussian ensembles; 4. Some generalities; 5. Free probability; Appendices; Bibliography; General conventions; Glossary; Index.
£63.64
Cambridge University Press DataHandling in Biomedical Science
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£61.75
Cambridge University Press Bayesian Time Series Models
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£101.65
Cambridge University Press LMS12 Syposium on Complex Analysis London Mathematical Society Lecture Note Series Series Number 12
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£55.09
Cambridge University Press Complex Analysis and Algebraic Geometry
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£122.55
Cambridge University Press LMS 45 Recursion Theory Applns London Mathematical Society Lecture Note Series Series Number 45
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£69.99
Cambridge University Press Comparison of Statistical Experiments 36 Encyclopedia of Mathematics and its Applications Series Number 36
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£212.80
Cambridge University Press Estimation Inference and Specification Analysis 22 Econometric Society Monographs
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£77.90
Cambridge University Press An Introduction to Probability Theory 001
Book SynopsisProfessor Ità is one of the most distinguished probability theorists in the world, and in this modern, concise introduction to the subject he explains basic probabilistic concepts rigorously and yet gives at the same time an intuitive understanding of random phenomena. In the first chapter he considers finite situations, but from an advanced standpoint that enables the transition to greater generality to be achieved more easily. Chapter 2 deals with probability measures and includes a discussion of the fundamental concepts of probability theory. These concepts are formulated abstractly but without sacrificing intuition. The last chapter is devoted to infinite sums of independent real random variables. Each chapter is divided into sections that end with a set of problems with hints for solution. This textbook will be particularly valuable to students of mathematics taking courses in probability theory who need a modern introduction to the subject that yet does not allow overemphasis on Table of ContentsPreface; 1. Finite trials; 2. Probability measures; 3. Fundamental concepts in probability theory; 4. Sums of independent random variables; Index.
£41.79
Cambridge University Press Models of Category Counts
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£27.76
Cambridge University Press LMS 89 An F Space Sampler London Mathematical Society Lecture Note Series Series Number 89
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£79.10
Cambridge University Press A Second Course on Real Functions
Book SynopsisWhen considering a mathematical theorem one ought not only to know how to prove it but also why and whether any given conditions are necessary. All too often little attention is paid to to this side of the theory and in writing this account of the theory of real functions the authors hope to rectify matters.Table of Contents1. Monotone functions; 2. Subsets of R; 3. Continuity; 4. Differentiation; 5. Borel measurability; 6. Integration.
£38.94
Cambridge University Press LMS 76 Spectral Thry Linear Operts London Mathematical Society Lecture Note Series Series Number 76
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£74.13
Cambridge University Press Statistical Tables for the Social Biological and Physical Sciences
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£35.14
Cambridge University Press LMS 79 Probability Stats Analys London Mathematical Society Lecture Note Series Series Number 79
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£61.71
Cambridge University Press The Design of Experiments Statistical Principles For Practical Applications
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£85.49
Cambridge University Press LMS 67 Classification Problems London Mathematical Society Lecture Note Series Series Number 67
Book SynopsisThe isomorphism problem of ergodic theory has been extensively studied since Kolmogorov's introduction of entropy into the subject and especially since Ornstein's solution for Bernoulli processes. Much of this research has been in the abstract measure-theoretic setting of pure ergodic theory. However, there has been growing interest in isomorphisms of a more restrictive and perhaps more realistic nature which recognize and respect the state structure of processes in various ways. These notes give an account of some recent developments in this direction. A special feature is the frequent use of the information function as an invariant in a variety of special isomorphism problems. Lecturers and postgraduates in mathematics and research workers in communication engineering will find this book of use and interest.Table of Contents1. Introduction; 2. The Information Cocycle; 3. Finitary Isomorphisms; 4. Block-codes; 5. Classifications of Topological Markov Chains.
£45.16
Cambridge University Press Principles of Statistical Techniques
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£31.34
Cambridge University Press Introduction to Probability and Statistics from a Bayesian Viewpoint
Book SynopsisThe two parts of this book treat probability and statistics as mathematical disciplines and with the same degree of rigour as is adopted for other branches of applied mathematics at the level of a British honours degree. They contain the minimum information about these subjects that any honours graduate in mathematics ought to know. They are written primarily for general mathematicians, rather than for statistical specialists or for natural scientists who need to use statistics in their work. No previous knowledge of probability or statistics is assumed, though familiarity with calculus and linear algebra is required. The first volume takes the theory of probability sufficiently far to be able to discuss the simpler random processes, for example, queueing theory and random walks. The second volume deals with statistics, the theory of making valid inferences from experimental data, and includes an account of the methods of least squares and maximum likelihood; it uses the results of theTable of Contents1. Probability; 2. Probability distributions: one variable; 3. Probability distributions: several variables; 4. Stochastic processes.
£41.79
Cambridge University Press The Foundations of Topological Analysis
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£42.74
Cambridge University Press Product Integration with Application to Differential Equations 10 Encyclopedia of Mathematics and its Applications Series Number 10
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£105.45
Cambridge University Press Individual Forecasting and Aggregate Outcomes
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£46.54
Cambridge University Press Forecasting Structural Time Series Models the Kalman Filter
Book SynopsisThis book is concerned with modelling economic and social time series and with addressing the special problems which the treatment of such series pose. It is unique in its use of Kalman filtering with econometric and time series modelling.Trade Review'… if you're looking for a state of the art monograph on applied aspects of state-space representations, and Kalman filtering … then Harvey's book is required reading.' Econometric TheoryTable of ContentsList of figures; Acknowledgement; Preface; Notation and conventions; List of abbreviations; 1. Introduction; 2. Univariate time series models; 3. State space models and the Kalman filter; 4. Estimation, prediction and smoothing for univariate structural time series models; 5. Testing and model selection; 6. Extensions of the univariate model; 7. Explanatory variables; 8. Multivariate models; 9. Continuous time; Appendices; Selected answers to exercises; References; Author index; Subject index.
£125.48
Cambridge University Press Econometrics of Qualitative Dependent Variables
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£85.49
Cambridge University Press Lectures on Stochastic Analysis Diffusion Theory
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£25.64
Cambridge University Press LMS 115 Independence for Analysts London Mathematical Society Lecture Note Series Series Number 115
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£61.71
Cambridge University Press Factorization Calculus and Geometric Probability 33 Encyclopedia of Mathematics and its Applications Series Number 33
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£95.95
Cambridge University Press LMS 127 New Directions Dynamical London Mathematical Society Lecture Note Series Series Number 127
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£61.71
Cambridge University Press Summing and Nuclear Norms in Banach Space Theory 8 London Mathematical Society Student Texts Series Number 8
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£41.79
Cambridge University Press Stopping Times and Directed Processes 47 Encyclopedia of Mathematics and its Applications Series Number 47
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£131.10
Cambridge University Press Spectral Analysis for Physical Applications
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£190.95
Cambridge University Press Computational Methods for Integral Equations
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£45.59
Cambridge University Press Nonstandard Analysis and its Applications 10 London Mathematical Society Student Texts Series Number 10
Book SynopsisThis textbook is an introduction to non-standard analysis and to its many applications. Non standard analysis (NSA) is a subject of great research interest both in its own right and as a tool for answering questions in subjects such as functional analysis, probability, mathematical physics and topology. The book arises from a conference held in July 1986 at the University of Hull which was designed to provide both an introduction to the subject through introductory lectures, and surveys of the state of research. The first part of the book is devoted to the introductory lectures and the second part consists of presentations of applications of NSA to dynamical systems, topology, automata and orderings on words, the non- linear Boltzmann equation and integration on non-standard hulls of vector lattices. One of the book's attractions is that a standard notation is used throughout so the underlying theory is easily applied in a number of different settings. Consequently this book will be idTable of ContentsPreface; Contributors; 1. An invitation to non standard analysis Tom Lindstrøm; 2. Infinitesimal in probability theory H. Jerome Keisler; 3. Infinitesimals in functional analysis C. Ward Henson; 4. Applications of non standard analysis in mathematical physics Sergio Albervio; 5. A lattice formulation of real and vector valued integrals Peter A. Loeb; 6. An application of non standard methods to computational group theory B. Benninghofen and M.M. Richter; 7. Syntactical methods in infinitesimal analysis Francine Deiner and Keith D. Stroyan; 8. Some asymptotic results in ordinary differential equations Francine and Marc Diener; 9. Superinfinitesimals and inductive limits Keith D. Stroyan; 10. The non-linear boltzmann equation far from equilibrium Leif Arkeryd; Index.
£54.14
Cambridge University Press LMS 135 Operator Algebras v1 Volume 1 Structure Theory KTheory Geometry and Topology London Mathematical Society Lecture Note Series Series Number 135
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£61.71
Cambridge University Press LMS 136 Operator Algebras v2 Volume 2 Mathematical Physics and Subfactors London Mathematical Society Lecture Note Series Series Number 136
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£60.89
Cambridge University Press LMS 142 Geometry of Jet Bundles London Mathematical Society Lecture Note Series Series Number 142
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£78.28
Cambridge University Press Biological Kinetics 12 Cambridge Studies in Mathematical Biology Series Number 12
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£79.79