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Language and Automata Theory and Applications: 13th International Conference, LATA 2019, St. Petersburg, Russia, March 26-29, 2019, Proceedings (Lecture Notes in Computer Science #11417)
by Carlos Martín-Vide Alexander Okhotin Dana ShapiraThis book constitutes the refereed proceedings of the 13th International Conference on Language and Automata Theory and Applications, LATA 2019, held in St. Petersburg, Russia, in March 2019. The 31 revised full papers presented together with 5 invited talks were carefully reviewed and selected from 98 submissions. The papers cover the following topics: Automata; Complexity; Grammars; Languages; Graphs, trees and rewriting; and Words and codes.
Functor Categories, Model Theory, Algebraic Analysis and Constructive Methods: FCMTCCT2 2022, Almería, Spain, July 11–15, Invited and Selected Contributions (Springer Proceedings in Mathematics & Statistics #450)
by Alexander MartsinkovskyThis volume comprises selected contributions by the participants of the second "Functor Categories, Model Theory, Algebraic Analysis and Constructive Methods" conference, which took place at the University of Almería, Spain, in July 2022.The conference was devoted to several seemingly unrelated fields: functor categories, model theory of modules, algebraic analysis (including linear control systems), and constructive category theory, to mention just a few. The fact that these fields are actually related is a very recent realization. The connections between these disciplines are changing in real time, and the goal of this volume is to provide an initial reference point for this emerging interdisciplinary field.Besides research articles, the volume includes two extended lectures: one on constructive methods in algebraic analysis and the other on the functorial approach to algebraic systems theory. Hence, in addition to its interestfor researchers, the volume will also be an invaluable resource for newcomers.
Fixed Income Analytics: Bonds in High and Low Interest Rate Environments
by Wolfgang MartyThis book analyses and discusses bonds and bond portfolios. Different yields and duration measures are investigated for negative and positive interest rates. The transition from a single bond to a bond portfolio leads to the equation for the internal rate of return. Its solution is analysed and compared to different approaches proposed in the financial industry. The impact of different yield scenarios on a model bond portfolio is illustrated. Market and credit risk are introduced as independent sources of risk. Different concepts for assessing credit markets are described. Lastly, an overview of the benchmark industry is offered and an introduction to convertible bonds is given. This second edition also includes a chapter on multi-currency portfolios as well as a discussion on currency hedging. This book is a valuable resource not only for students and researchers but also for professionals in the financial industry.
Stability Theory for Dynamic Equations on Time Scales
by Anatoly A. MartynyukThis monograph is a first in the world to present three approaches for stability analysis of solutions of dynamic equations. The first approach is based on the application of dynamic integral inequalities and the fundamental matrix of solutions of linear approximation of dynamic equations. The second is based on the generalization of the direct Lyapunovs method for equations on time scales, using scalar, vector and matrix-valued auxiliary functions. The third approach is the application of auxiliary functions (scalar, vector, or matrix-valued ones) in combination with differential dynamic inequalities. This is an alternative comparison method, developed for time continuous and time discrete systems. In recent decades, automatic control theory in the study of air- and spacecraft dynamics and in other areas of modern applied mathematics has encountered problems in the analysis of the behavior of solutions of time continuous-discrete linear and/or nonlinear equations of perturbed motion. In the book "Men of Mathematics," 1937, E. T. Bell wrote: "A major task of mathematics today is to harmonize the continuous and the discrete, to include them in one comprehensive mathematics, and to eliminate obscurity from both. " Mathematical analysis on time scales accomplishes exactly this. This research has potential applications in such areas as theoretical and applied mechanics, neurodynamics, mathematical biology and finance among others.
Moduli of Vector Bundles (Lecture Notes In Pure And Applied Mathematics Ser.)
by Masaki Maruyama"Contains papers presented at the 35th Taniguchi International Symposium held recently in Sanda and Kyoto, Japan. Details the latest developments concerning moduli spaces of vector bundles or instantons and their application. Covers a broad array of topics in both differential and algebraic geometry."
Advances in Mathematical Economics: Volume 23 (Advances in Mathematical Economics #23)
by Toru MaruyamaThe series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories.
Fourier Analysis of Economic Phenomena (Monographs in Mathematical Economics #2)
by Toru MaruyamaThis is the first monograph that discusses in detail the interactions between Fourier analysis and dynamic economic theories, in particular, business cycles.Many economic theories have analyzed cyclical behaviors of economic variables. In this book, the focus is on a couple of trials: (1) the Kaldor theory and (2) the Slutsky effect. The Kaldor theory tries to explain business fluctuations in terms of nonlinear, 2nd-order ordinary differential equations (ODEs). In order to explain periodic behaviors of a solution, the Hopf-bifurcation theorem frequently plays a key role. Slutsky's idea is to look at the periodic movement as an overlapping effect of random shocks. The Slutsky process is a weakly stationary process, the periodic (or almost periodic) behavior of which can be analyzed by the Bochner theorem. The goal of this book is to give a comprehensive and rigorous justification of these ideas. Therefore, the aim is first to give a complete theory that supports the Hopf theorem and to prove the existence of periodic solutions of ODEs; and second to explain the mathematical structure of the Bochner theorem and its relation to periodic (or almost periodic) behaviors of weakly stationary processes.Although these two targets are the principal ones, a large number of results from Fourier analysis must be prepared in order to reach these goals. The basic concepts and results from classical as well as generalized Fourier analysis are provided in a systematic way.Prospective readers are assumed to have sufficient knowledge of real, complex analysis. However, necessary economic concepts are explained in the text, making this book accessible even to readers without a background in economics.
Marginal Revolution in Economics: A Reappraisal (Monographs in Mathematical Economics #6)
by Toru MaruyamaThis volume is devoted to a reappraisal of the Marginal Revolution on the occasion of its 150th anniversary. The year 1871 should be remembered as one of the most important turning points in the history of economics. W. S. Jevons, C. Menger, and L. Walras published epochal works at the very beginning of the 1870s. Although these works were written independently, they shared a common mathematical structure based on classical analysis. For this reason, the emergence of the trio is called the Marginal Revolution. Indeed, 1871 is the starting point of modern economics in the proper sense. In 1971, several academic conferences were held on the occasion of the 100th anniversary of the Revolution, which exerted the stimulating influence upon the historical researches into the Revolution. Now more than fifty years have passed since then. Economic theory has experienced further substantial changes in researchers’ central interest, the way of reasonings and the styles of description during this period. In view of the new achievements acquired in recent fifty years, it seems an indispensable task for us to review and reevaluate the Marginal Revolution based upon the present status of economics.We also keep in mind that some concepts and doctrines once discarded could reappear in a later stage of history in a more or less transfigured form. The introductory chapter will be a guide for readers not only from the economics community but also from the mathematics community.
Advances in Mathematical Economics: Volume 22 (Advances in Mathematical Economics #22)
by Toru Maruyama Shigeo KusuokaThe series is designed to bring together those mathematicians who are seriously interested in getting new challenging stimuli from economic theories with those economists who are seeking effective mathematical tools for their research. A lot of economic problems can be formulated as constrained optimizations and equilibration of their solutions. Various mathematical theories have been supplying economists with indispensable machineries for these problems arising in economic theory. Conversely, mathematicians have been stimulated by various mathematical difficulties raised by economic theories.
Stein Estimation (SpringerBriefs in Statistics)
by Yuzo Maruyama Tatsuya Kubokawa William E. StrawdermanThis book provides a self-contained introduction of Stein/shrinkage estimation for the mean vector of a multivariate normal distribution. The book begins with a brief discussion of basic notions and results from decision theory such as admissibility, minimaxity, and (generalized) Bayes estimation. It also presents Stein's unbiased risk estimator and the James-Stein estimator in the first chapter. In the following chapters, the authors consider estimation of the mean vector of a multivariate normal distribution in the known and unknown scale case when the covariance matrix is a multiple of the identity matrix and the loss is scaled squared error. The focus is on admissibility, inadmissibility, and minimaxity of (generalized) Bayes estimators, where particular attention is paid to the class of (generalized) Bayes estimators with respect to an extended Strawderman-type prior. For almost all results of this book, the authors present a self-contained proof. The book is helpful for researchers and graduate students in various fields requiring data analysis skills as well as in mathematical statistics.
Vibration Problems ICOVP 2011
by Bohdana Marvalová Ferdinand Verhulst Jaromír Horáček Jerzy T. Sawicki Jiří Náprstek Miloslav OkrouhlíkThis volume presents the Proceedings of the 10th International Conference on Vibration Problems, 2011, Prague, Czech Republic. ICOVP 2011 brings together again scientists from different backgrounds who are actively working on vibration-related problems of engineering both in theoretical and applied fields, thus facilitating a lively exchange of ideas, methods and results between the many different research areas. The aim is that reciprocal intellectual fertilization will take place and ensure a broad interdisciplinary research field. The topics, indeed, cover a wide variety of vibration-related subjects, from wave problems in solid mechanics to vibration problems related to biomechanics. The first ICOVP conference was held in 1990 at A.C. College, Jalpaiguri, India, under the co-chairmanship of Professor M.M. Banerjee and Professor P. Biswas. Since then it has been held every 2 years at various venues across the World.
Access to Science: Curriculum Planning and Practical Activities for Pupils with Learning Difficulties
by Claire Marvin Chris StokoeThis accessible and practical teaching resource focuses on access to the science curriculum for pupils with learning difficulties. Within an inclusive framework of participation and achievement for all, the core of the book provides support and ideas for the effective planning and implementation of well-differentiated science-focused activities. The book offers activities that are designed to motivate and challenge pupils with diverse individual needs; guidance on differentiation in early years and across all key stages; suggestions for teaching early developmental skills through sensory science; defined learning outcomes that demonstrate progression in curriculum content and experience; assessment and recording opportunities; and guidance on how to incorporate science in a cross-curricular way. Written by authors who have direct experience in the field, this book will provide practical help to all those working with pupils with learning difficulties in early years settings and in mainstream and special schools.
Economic Modeling Using Artificial Intelligence Methods
by Tshilidzi MarwalaEconomic Modeling Using Artificial Intelligence Methods examines the application of artificial intelligence methods to model economic data. Traditionally, economic modeling has been modeled in the linear domain where the principles of superposition are valid. The application of artificial intelligence for economic modeling allows for a flexible multi-order non-linear modeling. In addition, game theory has largely been applied in economic modeling. However, the inherent limitation of game theory when dealing with many player games encourages the use of multi-agent systems for modeling economic phenomena. The artificial intelligence techniques used to model economic data include: multi-layer perceptron neural networksradial basis functionssupport vector machinesrough setsgenetic algorithmparticle swarm optimizationsimulated annealingmulti-agent systemincremental learningfuzzy networksSignal processing techniques are explored to analyze economic data, and these techniques are the time domain methods, time-frequency domain methods and fractals dimension approaches. Interesting economic problems such as causality versus correlation, simulating the stock market, modeling and controling inflation, option pricing, modeling economic growth as well as portfolio optimization are examined. The relationship between economic dependency and interstate conflict is explored, and knowledge on how economics is useful to foster peace - and vice versa - is investigated. Economic Modeling Using Artificial Intelligence Methods deals with the issue of causality in the non-linear domain and applies the automatic relevance determination, the evidence framework, Bayesian approach and Granger causality to understand causality and correlation. Economic Modeling Using Artificial Intelligence Methods makes an important contribution to the area of econometrics, and is a valuable source of reference for graduate students, researchers and financial practitioners.
Translational Recurrences
by Norbert Marwan Michael Riley Alessandro Giuliani Charles L. WebberThis book features 13 papers presented at the Fifth International Symposium on Recurrence Plots, held August 2013 in Chicago, IL. It examines recent applications and developments in recurrence plots and recurrence quantification analysis (RQA) with special emphasis on biological and cognitive systems and the analysis of coupled systems using cross-recurrence methods. Readers will discover new applications and insights into a range of systems provided by recurrence plot analysis and new theoretical and mathematical developments in recurrence plots. Recurrence plot based analysis is a powerful tool that operates on real-world complex systems that are nonlinear, non-stationary, noisy, of any statistical distribution, free of any particular model type and not particularly long. Quantitative analyses promote the detection of system state changes, synchronized dynamical regimes or classification of system states. The book will be of interest to an interdisciplinary audience of recurrence plot users and researchers interested in time series analysis of complex systems in general.
Regression: Models, Methods and Applications
by Brian Marx Ludwig Fahrmeir Stefan Lang Thomas KneibThe aim of this book is an applied and unified introduction into parametric, non- and semiparametric regression that closes the gap between theory and application. The most important models and methods in regression are presented on a solid formal basis, and their appropriate application is shown through many real data examples and case studies. Availability of (user-friendly) software has been a major criterion for the methods selected and presented. Thus, the book primarily targets an audience that includes students, teachers and practitioners in social, economic, and life sciences, as well as students and teachers in statistics programs, and mathematicians and computer scientists with interests in statistical modeling and data analysis. It is written on an intermediate mathematical level and assumes only knowledge of basic probability, calculus, and statistics. The most important definitions and statements are concisely summarized in boxes. Two appendices describe required matrix algebra, as well as elements of probability calculus and statistical inference.
Dynamics of the Axially Moving Orthotropic Web
by Krzysztof MarynowskiA material continuum moving axially at high speed can be met in numerous different technical applications. These comprise band saws, web papers during manufacturing, processing and printing processes, textile bands during manufacturing and processing, pipes transporting fluids, transmission belts as well as flat objects moving at high speeds in space. In all these so varied technical applications, the maximum transport speed or the transportation speed is aimed at in order to increase efficiency and optimize investment and performance costs of sometimes very expensive and complex machines and installations. The dynamic behavior of axially moving systems very often hinders from reaching these aims. The book is devoted to dynamics of axially moving material objects of low flexural stiffness that are referred to as webs. Webs are moving at high speed, for example, in paper production the paper webs are transported with longitudinal speeds of up to 3000 m/min. Above the critical speed one can expect various dynamical instabilities mainly of divergent and flutter type. The up-to-date state of investigations conducted in the field of the axially moving system dynamics is presented in the beginning of the book. Special attention is paid on nonlinear dynamic investigations of translating systems. In the next chapters various mathematical models that can be employed in dynamic investigations of such objects and the results of analysis of the dynamic behavior of the axially moving orthotropic material web are presented. To make tracing the dynamic considerations easier, a paper web is the main object of investigations in the book.
New Diagnostic, Therapeutic and Organizational Strategies for Acute Coronary Syndromes Patients
by Maurizio Marzegalli Niccolò Grieco Anna Maria PaganoniThis book collects several contributions, written both by statisticians and medical doctors, which focus on the identification of new diagnostic, therapeutic and organizational strategies in order to improve the occurrence of clinical outcomes for Acute Coronary Syndromes (ACS) patients. The work is structured in two different parts: the first one is focused on cooperative project mainly on statistical analysis of large clinical and administrative databases; the second one faces the development of innovative diagnostic techniques, with specific reference to genetic and proteomic, and the evolution of new imaging techniques for the early identification of patients at major risk of thrombotic, arrhythmic complications and at risk of poor revascularization.
Quantum Triangulations
by Annalisa Marzuoli Mauro CarforaResearch on polyhedral manifolds often points to unexpected connections between very distinct aspects of Mathematics and Physics. In particular triangulated manifolds play quite a distinguished role in such settings as Riemann moduli space theory, strings and quantum gravity, topological quantum field theory, condensed matter physics, and critical phenomena. Not only do they provide a natural discrete analogue to the smooth manifolds on which physical theories are typically formulated, but their appearance is rather often a consequence of an underlying structure which naturally calls into play non-trivial aspects of representation theory, of complex analysis and topology in a way which makes manifest the basic geometric structures of the physical interactions involved. Yet, in most of the existing literature, triangulated manifolds are still merely viewed as a convenient discretization of a given physical theory to make it more amenable for numerical treatment. The motivation for these lectures notes is thus to provide an approachable introduction to this topic, emphasizing the conceptual aspects, and probing, through a set of cases studies, the connection between triangulated manifolds and quantum physics to the deepest. This volume addresses applied mathematicians and theoretical physicists working in the field of quantum geometry and its applications.
Game Theory
by Michael Maschler Eilon Solan Shmuel ZamirCovering both noncooperative and cooperative games, this comprehensive introduction to game theory also includes some advanced chapters on auctions, games with incomplete information, games with vector payoffs, stable matchings and the bargaining set. Mathematically oriented, the book presents every theorem alongside a proof. The material is presented clearly and every concept is illustrated with concrete examples from a broad range of disciplines. With numerous exercises the book is a thorough and extensive guide to game theory from undergraduate through graduate courses in economics, mathematics, computer science, engineering and life sciences to being an authoritative reference for researchers.
Derivatives of Inner Functions
by Javad MashreghiInner functions form an important subclass of bounded analytic functions. Since they have unimodular boundary values, they appear in many extremal problems of complex analysis. They have been extensively studied since early last century, and the literature on this topic is vast. Therefore, this book is devoted to a concise study of derivatives of these objects, and confined to treating the integral means of derivatives and presenting a comprehensive list of results on Hardy and Bergman means. The goal is to provide rapid access to the frontiers of research in this field. This monograph will allow researchers to get acquainted with essentials on inner functions, and it is self-contained, which makes it accessible to graduate students.
Lectures on Analytic Function Spaces and their Applications (Fields Institute Monographs #39)
by Javad MashreghiThe focus program on Analytic Function Spaces and their Applications took place at Fields Institute from July 1st to December 31st, 2021. Hilbert spaces of analytic functions form one of the pillars of complex analysis. These spaces have a rich structure and for more than a century have been studied by many prominent mathematicians. They have essential applications in other fields of mathematics and engineering. The most important Hilbert space of analytic functions is the Hardy class H2. However, its close cousins—the Bergman space A2, the Dirichlet space D, the model subspaces Kt, and the de Branges-Rovnyak spaces H(b)—have also garnered attention in recent decades. Leading experts on function spaces gathered and discussed new achievements and future venues of research on analytic function spaces, their operators, and their applications in other domains.With over 250 hours of lectures by prominent mathematicians, the program spanned a wide variety of topics. More explicitly, there were courses and workshops on Interpolation and Sampling, Riesz Bases, Frames and Signal Processing, Bounded Mean Oscillation, de Branges-Rovnyak Spaces, Blaschke Products and Inner Functions, and Convergence of Scattering Data and Non-linear Fourier Transform, among others. At the end of each week, there was a high-profile colloquium talk on the current topic. The program also contained two advanced courses on Schramm Loewner Evolution and Lattice Models and Reproducing Kernel Hilbert Space of Analytic Functions.This volume features the courses given on Hardy Spaces, Dirichlet Spaces, Bergman Spaces, Model Spaces, Operators on Function Spaces, Truncated Toeplitz Operators, Semigroups of weighted composition operators on spaces of holomorphic functions, the Corona Problem, Non-commutative Function Theory, and Drury-Arveson Space. This volume is a valuable resource for researchers interested in analytic function spaces.
New Trends in Approximation Theory: In Memory Of André Boivin (Fields Institute Communications Ser. #81)
by Javad Mashreghi Myrto Manolaki Paul GauthierThe international conference entitled "New Trends in Approximation Theory" was held at the Fields Institute, in Toronto, from July 25 until July 29, 2016. The conference was fondly dedicated to the memory of our unique friend and colleague, André Boivin, who gave tireless service in Canada until his very last moment of his life in October 2014. The impact of his warm personality and his fine work on Complex Approximation Theory was reflected by the mathematical excellence and the wide research range of the 37 participants. In total there were 27 talks, delivered by well-established mathematicians and young researchers. In particular, 19 invited lectures were delivered by leading experts of the field, from 8 different countries. The wide variety of presentations composed a mosaic of aspects of approximation theory, highlighting interesting connections with important contemporary areas of Analysis. Primary topics discussed include application of approximation theory (isoperimetric inequalities, construction of entire order-isomorphisms, dynamical sampling); approximation by harmonic and holomorphic functions (especially uniform and tangential approximation), polynomial and rational approximation; zeros of approximants and zero-free approximation; tools used in approximation theory; approximation on complex manifolds, in product domains, and in function spaces; and boundary behaviour and universality properties of Taylor and Dirichlet series.
Storytelling with Data in Healthcare
by Kevin Masick Eric BouillonWith the constant evolution of change in healthcare from both a technology and governmental perspective, it is imperative to take a step back and view the big picture. Relying on hunches or beliefs is no longer sustainable, so avoid jumping to conclusions and making decisions without thoroughly understanding the statistics being analyzed. The triple aim of statistics is a conceptual model laying the foundation for improving healthcare outcomes through statistics. This foundation is: know your numbers; develop behavioral interventions; and set goals to drive change.With the availability of electronic data sources, the quantity and quality of data have grown exponentially to the point of information overload. Translating all this data into words that tell a meaningful story is overwhelming. This book takes the reader on a journey that navigates through this data to tell a story that everyone can understand and use to drive improvement. Readers will learn to tell a narrative story based on data, to develop creative, innovative and effective solutions to improve processes and outcomes utilizing the authors’ tools. Topics include mortality and readmission, patient experience, patient safety survey, governmental initiatives, CMS Star Rating and Hospital Compare.Storytelling with Data in Healthcare combines methodology and statistics in the same course material, making it coherent and easier to put into practice. It uses storytelling as a tool for knowledge acquisition and retention and will be valuable for courses in nursing schools, medical schools, pharmacy schools or any healthcare profession that has a research design or statistics course offered to students. The book will be of interest to researchers, academics, healthcare professionals, and students in the fields of healthcare management and operations as well as statistics and data visualization.
Variational Methods in Lorentzian Geometry (Chapman And Hall/crc Research Notes In Mathematics Ser. #309)
by Antonio MasielloAppliies variational methods and critical point theory on infinite dimenstional manifolds to some problems in Lorentzian geometry which have a variational nature, such as existence and multiplicity results on geodesics and relations between such geodesics and the topology of the manifold.
Mathematics For Elementary Teachers Via Problem Solving: Student Activity Manual
by Joanna O. Masingila Frank K. Lester Anne Miller RaymondThis combination activity manual and resource handbook provides a two-part learning system for prospective K-6 teachers. It uses activities to help develop a deep and lasting understanding of the mathematical concepts, procedures, and skills that are essential for teaching mathematics to elementary school children. Chapter topics include getting started in learning mathematics via problem solving; numeration; operations on natural numbers, whole numbers and integers; number theory; data and chance; fraction models and operations; real numbers: rationals and irrationals; patterns and functions; geometry; and measurement. For teachers of mathematics at the elementary school level.