The standard rules of probability can be interpreted as uniquely valid principles in logic. In this book, E. T. Jaynes dispels the imaginary distinction between 'probability theory' and 'statistical inference', leaving a logical unity and simplicity, which provides greater technical power and flexibility in applications. This book goes beyond the conventional mathematics of probability theory, viewing the subject in a wider context. New results are discussed, along with applications of pro...

The worlds of Wall Street and The City have always held a certain allure, but in recent years have left an indelible mark on the wider public consciousness and there has been a need to become more financially literate. The quantitative nature of complex financial transactions makes them a fascinating subject area for mathematicians of all types, whether for general interest or because of the enormous monetary rewards on offer. An Introduction to Quantitative Finance concerns financial deri...

Exploring Monte Carlo Methods is a basic text that describes the numerical methods that have come to be known as "Monte Carlo." The book treats the subject generically through the first eight chapters and, thus, should be of use to anyone who wants to learn to use Monte Carlo. The next two chapters focus on applications in nuclear engineering, which are illustrative of uses in other fields. Five appendices are included, which provide useful information on probability distributions, general...

Over the last century quantum field theory has made a significant impact on the formulation and solution of mathematical problems and inspired powerful advances in pure mathematics. However, most accounts are written by physicists, and mathematicians struggle to find clear definitions and statements of the concepts involved. This graduate-level introduction presents the basic ideas and tools from quantum field theory to a mathematical audience. Topics include classical and quantum mechanic...

The area of coalgebra has emerged within theoretical computer science with a unifying claim: to be the mathematics of computational dynamics. It combines ideas from the theory of dynamical systems and from the theory of state-based computation. Although still in its infancy, it is an active area of research that generates wide interest. Written by one of the founders of the field, this book acts as the first mature and accessible introduction to coalgebra. It provides clear mathematical ex...

This book focuses on the major applications of martingales to the geometry of Banach spaces, and a substantial discussion of harmonic analysis in Banach space valued Hardy spaces is also presented. It covers exciting links between super-reflexivity and some metric spaces related to computer science, as well as an outline of the recently developed theory of non-commutative martingales, which has natural connections with quantum physics and quantum information theory. Requiring few prerequis...

Focusing on p-adic and adelic analogues of pseudodifferential equations, this monograph presents a very general theory of parabolic-type equations and their Markov processes motivated by their connection with models of complex hierarchic systems. The Gelfand-Shilov method for constructing fundamental solutions using local zeta functions is developed in a p-adic setting and several particular equations are studied, such as the p-adic analogues of the Klein-Gordon equation. Pseudodifferentia...

This textbook is the result of the enhancement of several courses on non-equilibrium statistics, stochastic processes, stochastic differential equations, anomalous diffusion and disorder. The target audience includes students of physics, mathematics, biology, chemistry, and engineering at undergraduate and graduate level with a grasp of the basic elements of mathematics and physics of the fourth year of a typical undergraduate course. The little-known physical and mathematical concepts are...

This monograph, now in a thoroughly revised second edition, offers the latest research on random sets. It has been extended to include substantial developments achieved since 2005, some of them motivated by applications of random sets to econometrics and finance.The present volume builds on the foundations laid by Matheron and others, including the vast advances in stochastic geometry, probability theory, set-valued analysis, and statistical inference. It shows the various interdis...

In the past decade, a number of different research communities within the computational sciences have studied learning in networks, starting from a number of different points of view. There has been substantial progress in these different communities and surprising convergence has developed between the formalisms. The awareness of this convergence and the growing interest of researchers in understanding the essential unity of the subject underlies the current volume.Two research com...

These lecture notes study the interplay between randomness and geometry of graphs. The first part of the notes reviews several basic geometric concepts, before moving on to examine the manifestation of the underlying geometry in the behavior of random processes, mostly percolation and random walk.The study of the geometry of infinite vertex transitive graphs, and of Cayley graphs in particular, is fairly well developed. One goal of these notes is to point to some random metric spac...

The fascinating correspondence between Paul Lévy and Maurice Fréchet spans an extremely active period in French mathematics during the twentieth century. The letters of these two Frenchmen show their vicissitudes of research and passionate enthusiasm for the emerging field of modern probability theory. The letters cover various topics of mathematical importance including academic careers and professional travels, issues concerning students and committees, and the difficulties both mathemat...