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This textbook covers the general theory of Lie groups. By first considering the case of linear groups (following von Neumann''s method) before proceeding to the general case, the reader is naturally introduced to Lie theory.Written by a master of the subject and influential member of the Bourbaki group, the French edition of this textbook has been used by several generations of students. This translation preserves the distinctive style and lively exposition of the original. Requiring only basics of topology and algebra, this book offers an engaging introduction to Lie groups for graduate students and a valuable resource for researchers.

Based on three series of lectures by the author at the University of Strasbourg, this book presents functional analysis in a non-traditional way by generalizing elementary theorems of plane geometry to spaces of arbitrary dimension, leading naturally to the basic notions and theorems. Most results are illustrated by the small lp spaces.

Covering the theory of derivatives pricing and hedging and techniques in mathematical finance, this book starts with basics and moves to applications, presenting theoretical developments alongside exercises, with many practical examples. It includes concepts and mathematical tools that are usually found in separate monographs.

This book is an introduction to stochastic analysis and quantitative finance; Stochastic Analysis for Finance with Simulations is designed for readers who want to have a deeper understanding of the delicate theory of quantitative finance by doing computer simulations in addition to theoretical study.

This book presents a wide range of well-known and less common methods used for estimating the accuracy of probabilistic approximations, including the Esseen type inversion formulas, the Stein method as well as the methods of convolutions and triangle function.

This textbook treats two important and related matters in convex geometry: the quantification of symmetry of a convex set-measures of symmetry-and the degree to which convex sets that nearly minimize such measures of symmetry are themselves nearly symmetric-the phenomenon of stability.

Designed for intermediate graduate studies, this text will broaden students' core knowledge of differential geometry providing foundational material to relevant topics in classical differential geometry.

This book is devoted to background material and recently developed mathematical methods in the study of infinite-dimensional dissipative systems.

Volume III sets out classical Cauchy theory. It is much more geared towards its innumerable applications than towards a more or less complete theory of analytic functions. Cauchy-type curvilinear integrals are then shown to generalize to any number of real variables (differential forms, Stokes-type formulas). The fundamentals of the theory of manifolds are then presented, mainly to provide the reader with a "canonical'''' language and with some important theorems (change of variables in integration, differential equations). A final chapter shows how these theorems can be used to construct the compact Riemann surface of an algebraic function, a subject that is rarely addressed in the general literature though it only requires elementary techniques.Besides the Lebesgue integral, Volume IV will set out a piece of specialized mathematics towards which the entire content of the previous volumes will converge: Jacobi, Riemann, Dedekind series and infinite products, elliptic functions, classical theory of modular functions and its modern version using the structure of the Lie algebra of SL(2,R).

Mod Two Homology and Cohomology

Starting with a survey, in non-category-theoretic terms, of many familiar and not-so-familiar constructions in algebra (plus two from topology for perspective), the reader is guided to an understanding and appreciation of the general concepts and tools unifying these constructions.

This books gives an introduction to discrete mathematics for beginning undergraduates. One of original features of this book is that it begins with a presentation of the rules of logic as used in mathematics. With this logical framework firmly in place, the book describes the major axioms of set theory and introduces the natural numbers.

§1 Faced by the questions mentioned in the Preface I was prompted to write this book on the assumption that a typical reader will have certain characteristics. He will presumably be familiar with conventional accounts of certain portions of mathematics and with many so-called mathematical statements, some of which (the theorems) he will know (either because he has himself studied and digested a proof or because he accepts the authority of others) to be true, and others of which he will know (by the same token) to be false. He will nevertheless be conscious of and perturbed by a lack of clarity in his own mind concerning the concepts of proof and truth in mathematics, though he will almost certainly feel that in mathematics these concepts have special meanings broadly similar in outward features to, yet different from, those in everyday life; and also that they are based on criteria different from the experimental ones used in science. He will be aware of statements which are as yet not known to be either true or false (unsolved problems). Quite possibly he will be surprised and dismayed by the possibility that there are statements which are "definite" (in the sense of involving no free variables) and which nevertheless can never (strictly on the basis of an agreed collection of axioms and an agreed concept of proof) be either proved or disproved (refuted).

Unlike many other texts on differential geometry, this textbook also offers interesting applications to geometric mechanics and general relativity. The first part is a concise and self-contained introduction to the basics of manifolds, differential forms, metrics and curvature.

Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs.

Several applications to quantum information are also included.Introduction to Matrix Analysis and Applications is appropriate for an advanced graduate course on matrix analysis, particularly aimed at studying quantum information.

This book is a revised version of the first edition and is intended as a Linear Algebra sequel and companion volume to the fourth edition of (Graduate Texts in Mathematics 23). In this new version of Multilinear Algebra, Chapters 1-5 remain essen tially unchanged from the previous edition.

This book is a textbook for graduate or advanced undergraduate students in mathematics and (or) mathematical physics. It is not primarily aimed, therefore, at specialists (or those who wish to become specialists) in integra­ tion theory, Fourier theory and harmonic analysis, although even for these there might be some points of interest in the book (such as for example the simple remarks in Section 15). At many universities the students do not yet get acquainted with Lebesgue integration in their first and second year (or sometimes only with the first principles of integration on the real line ). The Lebesgue integral, however, is indispensable for obtaining a familiarity with Fourier series and Fourier transforms on a higher level; more so than by us­ ing only the Riemann integral. Therefore, we have included a discussion of integration theory - brief but with complete proofs - for Lebesgue measure in Euclidean space as well as for abstract measures. We give some emphasis to subjectsof which an understanding is necessary for the Fourier theory in the later chapters. In view of the emphasis in modern mathematics curric­ ula on abstract subjects (algebraic geometry, algebraic topology, algebraic number theory) on the one hand and computer science on the other, it may be useful to have a textbook available (not too elementary and not too spe­ cialized) on the subjects - classical but still important to-day - which are mentioned in the title of this book.

This book examines the theory and application of Levy processes from the perspective of their path fluctuations. It covers the decomposition of paths in terms of excursions from the running maximum as well as an understanding of short- and long-term behaviour.

Synthesizing two key texts from Frederic Pham's groundbreaking research in algebraic geometry, this essential introduction to the singularities of integrals focuses on topological and geometrical aspects before moving on to explain the analytical approach.

This self-contained, comprehensive book tackles the principal problems and advanced questions of probability theory and random processes in 22 chapters, presented in a logical order but also suitable for dipping into.

In two comprehensive volumes, updated and revised in a second edition, this textbook spans elliptic, parabolic, and hyperbolic types, and several variables. This second part emphasizes functional analytic methods and applications to differential geometry.

The first of two volumes that comprehensively treat partial differential equations, this revised second edition focuses on geometric and complex variable methods involving integral representations. Topics such as Brouwer's mapping degree are treated in detail.

Linear Algebra and Linear Models comprises a concise and rigorous introduction to linear algebra required for statistics followed by the basic aspects of the theory of linear estimation and hypothesis testing.

The reader is expected to have some familiarity with cohomology theory and differential and integral calculus on smooth manifolds. Some features of the second edition include added applications, such as Morse theory and the curvature of knots, the cohomology of the moduli space of planar polygons, and the Duistermaat-Heckman formula.

This book gives an elementary treatment of the basic material about graph spectra, both for ordinary, and Laplace and Seidel spectra. The text progresses systematically, by covering standard topics before presenting some new material on trees, strongly regular graphs, two-graphs, association schemes, p-ranks of configurations and similar topics.