Book picks similar to
Diffusions, Markov Processes and Martingales: Volume 2, Itô Calculus by L.C.G. Rogers
stochastic
mathematics
processes
probability
Elements of Information Theory
Thomas M. Cover - 1991
Readers are provided once again with an instructive mix of mathematics, physics, statistics, and information theory.All the essential topics in information theory are covered in detail, including entropy, data compression, channel capacity, rate distortion, network information theory, and hypothesis testing. The authors provide readers with a solid understanding of the underlying theory and applications. Problem sets and a telegraphic summary at the end of each chapter further assist readers. The historical notes that follow each chapter recap the main points.The Second Edition features: * Chapters reorganized to improve teaching * 200 new problems * New material on source coding, portfolio theory, and feedback capacity * Updated referencesNow current and enhanced, the Second Edition of Elements of Information Theory remains the ideal textbook for upper-level undergraduate and graduate courses in electrical engineering, statistics, and telecommunications.
In the Wonderland of Numbers: Maths and Your Child
Shakuntala Devi - 2006
The specialities of each individual number, from zero to nine, and the little mathematical tricks as shown by Shakuntala Devi, all combine to make the reader learn to befriend numbers and excel at maths.
Linear Algebra
Georgi E. Shilov - 1971
Shilov, Professor of Mathematics at the Moscow State University, covers determinants, linear spaces, systems of linear equations, linear functions of a vector argument, coordinate transformations, the canonical form of the matrix of a linear operator, bilinear and quadratic forms, Euclidean spaces, unitary spaces, quadratic forms in Euclidean and unitary spaces, finite-dimensional algebras and their representations, with an appendix on categories of finite-dimensional spaces.The author begins with elementary material and goes easily into the advanced areas, covering all the standard topics of an advanced undergraduate or beginning graduate course. The material is presented in a consistently clear style. Problems are included, with a full section of hints and answers in the back.Keeping in mind the unity of algebra, geometry and analysis in his approach, and writing practically for the student who needs to learn techniques, Professor Shilov has produced one of the best expositions on the subject. Because it contains an abundance of problems and examples, the book will be useful for self-study as well as for the classroom.
Essentials of Econometrics
Damodar N. Gujarati - 1998
This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to matrix algebra, calculus, or statistics beyond the introductory level. The fourth edition continues that tradition.
Partial Differential Equations for Scientists and Engineers
Stanley J. Farlow - 1982
Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing the mathematical model) and how to solve the equation (along with initial and boundary conditions). Written for advanced undergraduate and graduate students, as well as professionals working in the applied sciences, this clearly written book offers realistic, practical coverage of diffusion-type problems, hyperbolic-type problems, elliptic-type problems, and numerical and approximate methods. Each chapter contains a selection of relevant problems (answers are provided) and suggestions for further reading.
The Unreasonable Effectiveness of Mathematics in the Natural Sciences
Eugene Paul Wigner - 1959
In the paper, Wigner observed that the mathematical structure of a physical theory often points the way to further advances in that theory and even to empirical predictions.
Introduction to Probability
Dimitri P. Bertsekas - 2002
This is the currently used textbook for "Probabilistic Systems Analysis," an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students. The book covers the fundamentals of probability theory (probabilistic models, discrete and continuous random variables, multiple random variables, and limit theorems), which are typically part of a first course on the subject. It also contains, a number of more advanced topics, from which an instructor can choose to match the goals of a particular course. These topics include transforms, sums of random variables, least squares estimation, the bivariate normal distribution, and a fairly detailed introduction to Bernoulli, Poisson, and Markov processes. The book strikes a balance between simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis has been just intuitively explained in the text, but is developed in detail (at the level of advanced calculus) in the numerous solved theoretical problems. The book has been widely adopted for classroom use in introductory probability courses within the USA and abroad.
The Golden Ratio: The Divine Beauty of Mathematics
Gary B. Meisner - 2018
This gorgeous book features clear, entertaining, and enlightening commentary alongside stunning full-color illustrations by Venezuelan artist and architect Rafael Araujo. From the pyramids of Giza, to quasicrystals, to the proportions of the human face, the golden ratio has an infinite capacity to generate shapes with exquisite properties. With its lush format and layflat dimensions that closely approximate the golden ratio, this is the ultimate coffee table book for math enthusiasts, architects, designers, and fans of sacred geometry.
Graph Theory With Applications To Engineering And Computer Science
Narsingh Deo - 2004
GRAPH THEORY WITH APPLICATIONS TO ENGINEERING AND COMPUTER SCIENCE-PHI-DEO, NARSINGH-1979-EDN-1
Schaum's Outline of Differential Equations
Richard Bronson - 2006
Thoroughly updated, this edition offers new, faster techniques for solving differential equations generated by the emergence of high-speed computers.
Burn Math Class: And Reinvent Mathematics for Yourself
Jason Wilkes - 2016
In Burn Math Class, Jason Wilkes takes the traditional approach to how we learn math -- with its unwelcoming textbooks, unexplained rules, and authoritarian assertions-and sets it on fire. Focusing on how mathematics is created rather than on mathematical facts, Wilkes teaches the subject in a way that requires no memorization and no prior knowledge beyond addition and multiplication. From these simple foundations, Burn Math Class shows how mathematics can be (re)invented from scratch without preexisting textbooks and courses. We can discover math on our own through experimentation and failure, without appealing to any outside authority. When math is created free from arcane notations and pretentious jargon that hide the simplicity of mathematical concepts, it can be understood organically -- and it becomes fun! Following this unconventional approach, Burn Math Class leads the reader from the basics of elementary arithmetic to various "advanced" topics, such as time-dilation in special relativity, Taylor series, and calculus in infinite-dimensional spaces. Along the way, Wilkes argues that orthodox mathematics education has been teaching the subject backward: calculus belongs before many of its so-called prerequisites, and those prerequisites cannot be fully understood without calculus. Like the smartest, craziest teacher you've ever had, Wilkes guides you on an adventure in mathematical creation that will radically change the way you think about math. Revealing the beauty and simplicity of this timeless subject, Burn Math Class turns everything that seems difficult about mathematics upside down and sideways until you understand just how easy math can be.
The Art of Mathematics
Jerry P. King - 1992
Jerry King is no exception. His informal, nontechnical book, as its title implies, is organized around what Bertrand Russell called the 'supreme beauty' of mathematics--a beauty 'capable of a stern perfection such as only the greatest art can show.'NATUREIn this clear, concise, and superbly written volume, mathematics professor and poet Jerry P. King reveals the beauty that is at the heart of mathematics--and he makes that beauty accessible to all readers. Darting wittily from Euclid to Yeats, from Poincare to Rembrandt, from axioms to symphonies, THE ART OF MATHEMATICS explores the difference between real, rational, and complex numbers; analyzes the intellectual underpinnings of pure and applied mathematics; and reveals the fundamental connection between aesthetics and mathematics. King also sheds light on how mathematicians pursue their research and how our educational system perpetuates the damaging divisions between the two cultures.
Real and Complex Analysis
Walter Rudin - 1970
The basic techniques and theorems of analysis are presented in such a way that the intimate connections between its various branches are strongly emphasized. The traditionally separate subjects of 'real analysis' and 'complex analysis' are thus united in one volume. Some of the basic ideas from functional analysis are also included. This is the only book to take this unique approach. The third edition includes a new chapter on differentiation. Proofs of theorems presented in the book are concise and complete and many challenging exercises appear at the end of each chapter. The book is arranged so that each chapter builds upon the other, giving students a gradual understanding of the subject.This text is part of the Walter Rudin Student Series in Advanced Mathematics.
Game Theory at Work: How to Use Game Theory to Outthink and Outmaneuver Your Competition
James D. Miller - 2003
It has also often required oppressive and incomprehensible mathematics. Game Theory at Work steers around math and pedagogy to make this innovative tool accessible to a larger audience and allow all levels of business to use it to both improve decision-making skills and eliminate potentially lethal uncertainty.This proven tool requires everyone in an organization to look at the competition, guage his or her own responses to their actions, and then establish an appropriate strategy. Game Theory at Work will help business leaders at all levels improve their overall performance in:NegotiatingDecision makingEstablishing strategic alliancesMarketingPositioningBrandingPricing