Book picks similar to
Stochastic Processes by S.R.S. Varadhan
math
mathematics
mathematics-probability
probability-theory
Dice World: Science and Life in a Random Universe
Brian Clegg - 2013
Admittedly real life wasn’t like that. But only, they argued, because we didn’t have enough data to be certain.Then the cracks began to appear. It proved impossible to predict exactly how three planets orbiting each other would move. Meteorologists discovered that the weather was truly chaotic – so dependent on small variations that it could never be predicted for more than a few days out. And the final nail in the coffin was quantum theory, showing that everything in the universe has probability at its heart.That gives human beings a problem. We understand the world through patterns. Randomness and probability will always be alien to us. But it’s time to plunge into this fascinating, shadowy world, because randomness crops up everywhere. Probability and statistics are the only way to get a grip on nature’s workings. They may even seal the fate of free will and predict how the universe will end.Forget Newton’s clockwork universe. Welcome to Dice World.
Social and Economic Networks
Matthew O. Jackson - 2008
The many aspects of our lives that are governed by social networks make it critical to understand how they impact behavior, which network structures are likely to emerge in a society, and why we organize ourselves as we do. In Social and Economic Networks, Matthew Jackson offers a comprehensive introduction to social and economic networks, drawing on the latest findings in economics, sociology, computer science, physics, and mathematics. He provides empirical background on networks and the regularities that they exhibit, and discusses random graph-based models and strategic models of network formation. He helps readers to understand behavior in networked societies, with a detailed analysis of learning and diffusion in networks, decision making by individuals who are influenced by their social neighbors, game theory and markets on networks, and a host of related subjects. Jackson also describes the varied statistical and modeling techniques used to analyze social networks. Each chapter includes exercises to aid students in their analysis of how networks function.This book is an indispensable resource for students and researchers in economics, mathematics, physics, sociology, and business.
Neural Networks for Pattern Recognition
Christopher M. Bishop - 1996
After introducing the basic concepts, the book examines techniques for modeling probability density functions and the properties and merits of the multi-layerperceptron and radial basis function network models. Also covered are various forms of error functions, principal algorithms for error function minimalization, learning and generalization in neural networks, and Bayesian techniques and their applications. Designed as a text, with over 100exercises, this fully up-to-date work will benefit anyone involved in the fields of neural computation and pattern recognition.
Mathematics: Its Content, Methods and Meaning
A.D. Aleksandrov - 1963
. . Nothing less than a major contribution to the scientific culture of this world." — The New York Times Book ReviewThis major survey of mathematics, featuring the work of 18 outstanding Russian mathematicians and including material on both elementary and advanced levels, encompasses 20 prime subject areas in mathematics in terms of their simple origins and their subsequent sophisticated developement. As Professor Morris Kline of New York University noted, "This unique work presents the amazing panorama of mathematics proper. It is the best answer in print to what mathematics contains both on the elementary and advanced levels."Beginning with an overview and analysis of mathematics, the first of three major divisions of the book progresses to an exploration of analytic geometry, algebra, and ordinary differential equations. The second part introduces partial differential equations, along with theories of curves and surfaces, the calculus of variations, and functions of a complex variable. It furthur examines prime numbers, the theory of probability, approximations, and the role of computers in mathematics. The theory of functions of a real variable opens the final section, followed by discussions of linear algebra and nonEuclidian geometry, topology, functional analysis, and groups and other algebraic systems.Thorough, coherent explanations of each topic are further augumented by numerous illustrative figures, and every chapter concludes with a suggested reading list. Formerly issued as a three-volume set, this mathematical masterpiece is now available in a convenient and modestly priced one-volume edition, perfect for study or reference."This is a masterful English translation of a stupendous and formidable mathematical masterpiece . . ." — Social Science
The Signal and the Noise: Why So Many Predictions Fail—But Some Don't
Nate Silver - 2012
He solidified his standing as the nation's foremost political forecaster with his near perfect prediction of the 2012 election. Silver is the founder and editor in chief of FiveThirtyEight.com. Drawing on his own groundbreaking work, Silver examines the world of prediction, investigating how we can distinguish a true signal from a universe of noisy data. Most predictions fail, often at great cost to society, because most of us have a poor understanding of probability and uncertainty. Both experts and laypeople mistake more confident predictions for more accurate ones. But overconfidence is often the reason for failure. If our appreciation of uncertainty improves, our predictions can get better too. This is the "prediction paradox": The more humility we have about our ability to make predictions, the more successful we can be in planning for the future.In keeping with his own aim to seek truth from data, Silver visits the most successful forecasters in a range of areas, from hurricanes to baseball, from the poker table to the stock market, from Capitol Hill to the NBA. He explains and evaluates how these forecasters think and what bonds they share. What lies behind their success? Are they good-or just lucky? What patterns have they unraveled? And are their forecasts really right? He explores unanticipated commonalities and exposes unexpected juxtapositions. And sometimes, it is not so much how good a prediction is in an absolute sense that matters but how good it is relative to the competition. In other cases, prediction is still a very rudimentary-and dangerous-science.Silver observes that the most accurate forecasters tend to have a superior command of probability, and they tend to be both humble and hardworking. They distinguish the predictable from the unpredictable, and they notice a thousand little details that lead them closer to the truth. Because of their appreciation of probability, they can distinguish the signal from the noise.
Beat the Dealer: A Winning Strategy for the Game of Twenty-One
Edward O. Thorp - 1966
Thorp is the father of card counting, and in this classic guide he shares the revolutionary point system that has been successfully used by professional and amateur card players for generations. This book provides:o an overview of the basic rules of the game o proven winning strategies ranging from simple to advanced o methods to overcome casino counter measures o ways to spot cheating o charts and tables that clearly illustrate key conceptsA fascinating read and an indispensable resource for winning big, Beat the Dealer is the bible for players of this game of chance.**Bring these strategies into the casino: Perforated cards included in the book**
Vince Flynn Collection: Executive Power, the Third Option, Separation of Power
Vince Flynn
Convex Optimization
Stephen Boyd - 2004
A comprehensive introduction to the subject, this book shows in detail how such problems can be solved numerically with great efficiency. The focus is on recognizing convex optimization problems and then finding the most appropriate technique for solving them. The text contains many worked examples and homework exercises and will appeal to students, researchers and practitioners in fields such as engineering, computer science, mathematics, statistics, finance, and economics.
The Calculus Diaries: How Math Can Help You Lose Weight, Win in Vegas, and Survive a Zombie Apocalypse
Jennifer Ouellette - 2010
But then the English-major-turned-award-winning-science-writer had a change of heart and decided to revisit the equations and formulas that had haunted her for years. The Calculus Diaries is the fun and fascinating account of her year spent confronting her math phobia head on. With wit and verve, Ouellette shows how she learned to apply calculus to everything from gas mileage to dieting, from the rides at Disneyland to shooting craps in Vegas-proving that even the mathematically challenged can learn the fundamentals of the universal language.
How to Ace Calculus: The Streetwise Guide
Colin Conrad Adams - 1998
Capturing the tone of students exchanging ideas among themselves, this unique guide also explains how calculus is taught, how to get the best teachers, what to study, and what is likely to be on exams—all the tricks of the trade that will make learning the material of first-semester calculus a piece of cake. Funny, irreverent, and flexible, How to Ace Calculus shows why learning calculus can be not only a mind-expanding experience but also fantastic fun.
Statistical Rethinking: A Bayesian Course with Examples in R and Stan
Richard McElreath - 2015
Reflecting the need for even minor programming in today's model-based statistics, the book pushes readers to perform step-by-step calculations that are usually automated. This unique computational approach ensures that readers understand enough of the details to make reasonable choices and interpretations in their own modeling work.The text presents generalized linear multilevel models from a Bayesian perspective, relying on a simple logical interpretation of Bayesian probability and maximum entropy. It covers from the basics of regression to multilevel models. The author also discusses measurement error, missing data, and Gaussian process models for spatial and network autocorrelation.By using complete R code examples throughout, this book provides a practical foundation for performing statistical inference. Designed for both PhD students and seasoned professionals in the natural and social sciences, it prepares them for more advanced or specialized statistical modeling.Web ResourceThe book is accompanied by an R package (rethinking) that is available on the author's website and GitHub. The two core functions (map and map2stan) of this package allow a variety of statistical models to be constructed from standard model formulas.
In Pursuit of the Unknown: 17 Equations That Changed the World
Ian Stewart - 2012
We often overlook the historical link between mathematics and technological advances, says Stewart—but this connection is integral to any complete understanding of human history.Equations are modeled on the patterns we find in the world around us, says Stewart, and it is through equations that we are able to make sense of, and in turn influence, our world. Stewart locates the origins of each equation he presents—from Pythagoras's Theorem to Newton's Law of Gravity to Einstein's Theory of Relativity—within a particular historical moment, elucidating the development of mathematical and philosophical thought necessary for each equation's discovery. None of these equations emerged in a vacuum, Stewart shows; each drew, in some way, on past equations and the thinking of the day. In turn, all of these equations paved the way for major developments in mathematics, science, philosophy, and technology. Without logarithms (invented in the early 17th century by John Napier and improved by Henry Briggs), scientists would not have been able to calculate the movement of the planets, and mathematicians would not have been able to develop fractal geometry. The Wave Equation is one of the most important equations in physics, and is crucial for engineers studying the vibrations in vehicles and the response of buildings to earthquakes. And the equation at the heart of Information Theory, devised by Claude Shannon, is the basis of digital communication today.An approachable and informative guide to the equations upon which nearly every aspect of scientific and mathematical understanding depends, In Pursuit of the Unknown is also a reminder that equations have profoundly influenced our thinking and continue to make possible many of the advances that we take for granted.
Mathematics In The Modern World: Readings From Scientific American
Morris Kline - 1968
Learning SAS by Example: A Programmer's Guide
Ron Cody - 2007
In an instructive and conversational tone, Cody clearly explains how to program SAS, illustrating with one or more real-life examples and giving a detailed description of how the program works.