birkhäuser boston mrz 2001 (2 resultados)

Taschenbuch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -'And what is the use,' thought Alice, 'of a book without pictures or conversations in it ' -Lewis Carroll This book is written for modem undergraduate students - not the ideal stu dents that mathematics professors wish for (and who occasionally grace our campuses), but the students like many the author has taught: talented but ap preciating review and reinforcement of past course work; willing to work hard, but demanding context and motivation for the mathematics they are learning. To suit this audience, the author eschews density of topics and efficiency of presentation in favor of a gentler tone, a coherent story, digressions on mathe maticians, physicists and their notations, simple examples worked out in detail, and reinforcement of the basics. Dense and efficient texts play a crucial role in the education of budding (and budded) mathematicians and physicists. This book does not presume to improve on the classics in that genre. Rather, it aims to provide those classics with a large new generation of appreciative readers. This text introduces some basic constructs of modern symplectic geometry in the context of an old celestial mechanics problem, the two-body problem. We present the derivation of Kepler's laws of planetary motion from Newton's laws of gravitation, first in the style of an undergraduate physics course, and x Preface then again in the language of symplectic geometry. No previous exposure to symplectic geometry is required: we introduce and illustrate all necessary con structs. 208 pp. Englisch.

Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -A Lévy process is a continuous-time analogue of a random walk, and as such, is at the cradle of modern theories of stochastic processes. Martingales, Markov processes, and diffusions are extensions and generalizations of these processes. In the past, representatives of the Lévy class were considered most useful for applications to either Brownian motion or the Poisson process. Nowadays the need for modeling jumps, bursts, extremes and other irregular behavior of phenomena in nature and society has led to a renaissance of the theory of general Lévy processes. Researchers and practitioners in fields as diverse as physics, meteorology, statistics, insurance, and finance have rediscovered the simplicity of Lévy processes and their enormous flexibility in modeling tails, dependence and path behavior. This volume, with an excellent introductory preface, describes the state-of-the-art of this rapidly evolving subject with special emphasis on the non-Brownian world. Leading experts present surveys of recent developments, or focus on some most promising applications. Despite its special character, every topic is aimed at the non- specialist, keen on learning about the new exciting face of a rather aged class of processes. An extensive bibliography at the end of each article makes this an invaluable comprehensive reference text. For the researcher and graduate student, every article contains open problems and points out directions for futurearch. The accessible nature of the work makes this an ideal introductory text for graduate seminars in applied probability, stochastic processes, physics, finance, and telecommunications, and a unique guide to the world of Lévy processes. 436 pp. Englisch.