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1.

図書

図書
A. Ehrenfeucht, T. Harju, G. Rozenberg
出版情報: Singapore : World Scientific, c1999  xvi, 290 p. ; 23 cm
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Preface
Preliminaries / Chapter 1:
Notations / 1.1:
Sets and functions / 1.1.1:
Closure operators / 1.1.2:
Relations / 1.1.3:
Equivalence relations / 1.1.4:
Partial orders / 1.2:
Downsets / 1.2.1:
Order embeddings / 1.2.2:
Linear orders / 1.2.3:
Semigroups and groups / 1.3:
Notations for semigroups and monoids / 1.3.1:
Free monoids (with involution) / 1.3.2:
Preliminaries on groups / 1.3.3:
Group actions / 1.3.4:
Free groups, commutators and verbal identities / 1.3.5:
Graph Theoretical Preliminaries / Chapter 2:
Directed and Undirected Graphs / 2.1:
Basic notions / 2.1.1:
Connectivity of graphs / 2.1.2:
Some special graphs / 2.1.3:
Comparability graphs / 2.2:
Transitively oriented graphs / 2.2.1:
Permutation graphs and cographs / 2.2.2:
Construction trees of cographs / 2.2.3:
2-Structures and Their Clans / Chapter 3:
Introduction and representations / 3.1:
Definition of a 2-structure / 3.1.1:
Isomorphic 2-structures / 3.1.2:
Reversibility / 3.1.3:
Substructures and clans / 3.2:
Substructures, clans and factors / 3.2.1:
Refinements and similarity / 3.2.2:
Reversible version / 3.2.3:
Graphs and packed components / 3.2.4:
Some special 2-structures / 3.2.5:
Closure properties of clans / 3.3:
Basic closures / 3.3.1:
Sibas: set theoretic closure properties / 3.3.2:
Clans of factors / 3.3.3:
Prime clans / 3.4:
Prime members in sibas / 3.4.1:
Minimal overlapping clans / 3.4.2:
Quotients and Homomorphisms / Chapter 4:
Quotients / 4.1:
Factorizations and quotients / 4.1.1:
Homomorphisms / 4.1.2:
Natural epimorphisms and decompositions / 4.1.3:
Clans and epimorphisms / 4.2:
Homomorphism theorem / 4.2.1:
Prime clans in quotients / 4.2.2:
Primitive quotients / 4.2.3:
Other operations / 4.3:
Premorphisms / 4.3.1:
Extensions / 4.3.2:
Clan Decomposition / Chapter 5:
The clan decomposition theorem / 5.1:
Maximal prime clans / 5.1.1:
Special sibas and 2-structures / 5.1.2:
The relationship of sibas to 2-structures / 5.1.3:
The shape of a 2-structure / 5.2:
The shape and its representation as a tree / 5.2.1:
Same shapes / 5.2.2:
A construction of prime clans / 5.3:
A construction of clans / 5.3.1:
Primitive 2-Structures / 5.3.2:
Small primitive substructures / 6.1:
Uniformly imprimitive 2-structures / 6.1.1:
Primitive substructures of 3 or 4 nodes / 6.1.2:
Hereditary properties / 6.2:
Local and global nodes / 6.2.1:
Critically primitive 2-structures / 6.2.2:
The parity theorem / 6.3.1:
The list of critically primitive 2-structures / 6.3.2:
Angular 2-Structures / Chapter 7:
Angularity / 7.1:
All-connectivity / 7.1.1:
All-connected skew angular 2-structures / 7.1.2:
T-structures / 7.2:
T-structures and partial orders / 7.2.1:
T[subscript 2]-structures / 7.2.2:
Linear orders and Schroder numbers / 7.3:
Bi-orders and linear orders / 7.3.1:
Uniformly imprimitive linear orders / 7.3.2:
Parenthesis words and Schroder numbers / 7.3.3:
Labelled 2-Structures / Chapter 8:
Introduction to l2-structures / 8.1:
Definitions / 8.1.1:
Substructures, clans and quotients / 8.1.2:
Clan decomposition of l2-structures / 8.2:
Uniqueness of decompositions / 8.2.1:
The shape of an l2-structure / 8.2.2:
Graphs and their representations / 8.2.3:
Graphs as l2-structures / 8.3.1:
On comparability graphs / 8.3.2:
Unstable Labelled 2-Structures / Chapter 9:
Triangle free and unstable l2-structures / 9.1:
Removable edges / 9.1.1:
Internal and external nodes / 9.1.2:
Triangle-free l2-structures / 9.1.3:
Heredity in unstable l2-structures / 9.2:
The partition of nodes / 9.2.1:
Alternating structures / 9.2.2:
Degrees of nodes / 9.2.3:
A composition of unstable l2-structures / 9.3:
A constructive reduction of primitive l2-structures / 9.3.1:
Pendant components / 9.3.2:
Automorphisms of Labelled 2-Structures / Chapter 10:
Label preserving automorphisms / 10.1:
The l-automorphism groups / 10.1.1:
Transitivity / 10.1.2:
Automorphic actions on factors / 10.1.3:
Universality of l-automorphism groups / 10.1.4:
Nonpreserving automorphisms / 10.2:
Connections to l-automorphisms / 10.2.1:
Transitivity and associated permutations / 10.2.2:
Representing labels by automorphisms / 10.2.3:
Switching of Graphs / Chapter 11:
Introduction to switching / 11.1:
The group of graphs / 11.1.1:
Switching classes / 11.1.3:
Structural properties of switching classes / 11.2:
A local characterization / 11.2.1:
Automorphisms / 11.2.2:
Special problems on undirected graphs / 11.3:
Two-graphs / 11.3.1:
Eulerian graphs / 11.3.2:
Pancyclic graphs / 11.3.3:
Trees / 11.3.4:
Labelled Structures over Groups / Chapter 12:
Introduction / 12.1:
Groups and involutions / 12.1.1:
Selectors and switching classes / 12.1.2:
An interpretation in networks / 12.2:
Concurrent behaviour in networks / 12.2.1:
Reducing the actions to groups / 12.2.2:
Introducing reversibility / 12.2.3:
Examples for some special groups / 12.3:
The cyclic groups Z[subscript 3] and Z[subscript 4] / 12.3.1:
The symmetric group S[subscript 3] / 12.3.2:
Clans of Switching Classes / Chapter 13:
Associated groups / 13.1:
The group of selectors / 13.1.1:
The group of abelian switching classes / 13.1.2:
Clans and horizons / 13.2:
Spanning trees / 13.2.1:
Horizons and constant selectors / 13.2.2:
Clans / 13.2.3:
Cardinalities of switching classes / 13.3:
Some special cases / 13.3.1:
Centralizers / 13.3.2:
Some improvements / 13.3.3:
Quotients and Plane Trees / Chapter 14:
Quotients of switching classes / 14.1:
Planes and plane trees / 14.1.1:
Planes / 14.2.1:
Plane trees / 14.2.2:
Bijective correspondence of plane trees / 14.2.3:
Forms / 14.2.4:
Invariants / Chapter 15:
Free invariants / 15.1:
General invariants / 15.1.1:
Edge monoids / 15.1.2:
Variable functions and free invariants / 15.1.3:
Group properties of free invariants / 15.2:
Abelian property / 15.2.1:
Graphs of words / 15.2.2:
Verbal identities / 15.2.3:
Invariants on abelian groups / 15.3:
Independency of free invariants / 15.3.1:
Complete sets of invariants / 15.3.2:
Invariants on nonabelian groups / 15.4:
General observations / 15.4.1:
Central characters / 15.4.2:
A characterization theorem / 15.4.3:
Bibliography
Index
Preface
Preliminaries / Chapter 1:
Notations / 1.1:
2.

図書

図書
Helena E. Nusse, James A. Yorke
出版情報: New York : Springer, c1998  xvi, 608 p., [8] p. of plates ; 25 cm
シリーズ名: Applied mathematical sciences ; v. 101
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Preface
Getting the program running / 1:
The Dynamics program and hardware Smalldyn: a small version of Dynamics / 1.1:
Getting started with Dynamics Using the mouse Appendix: description of the interrupts / 1.2:
Questions / 1.3:
Samples of Dynamics: pictures you can make simply / 2:
Introduction Example / 2.1:
Plot a trajectory Example / 2-1a:
Draw a box Example / 2-1b:
Viewing the Parameter Menu Example / 2-1c:
Refresh the screen and continue plotting Example / 2-1d:
Clear the screen and continue plotting Example / 2-1e:
Single stepping through a trajectory Example / 2-1f:
Plot a cross at current position Example / 2-1g:
Draw axes and print picture Example / 2-1h:
Initializing Example / 2-1i:
Viewing the Y Vectors Example / 2-1j:
Find a fixed point Example / 2-1k:
Find a period 2 orbit Example / 2-1l:
Search for all periodic points of period 5 Example / 2-1m:
Change RHO Example / 2-1n:
Plotting permanent crosses Example / 2-1o:
Set storage vector y1 and initialize Example / 2-1p:
Change X Scale or Y Scale / 2-1q:
Complex pictures that are simple to make Example / 2.2:
Chaotic attractor Example / 2-2a:
Computing Lyapunov exponents Example / 2-2b:
Plotting trajectory versus time Example / 2-2c:
Graph of iterate of one dimensional map Example / 2-3a:
Cobweb plot of a trajectory Example / 2-3b:
The Henon attractor Example / 2-3c:
The first iterate of a quadrilateral Example / 2-5:
Plotting direction field and trajectories Example / 2-6:
Bifurcation diagram for the quadratic map Example / 2-7:
Bifurcation diagram with bubbles Example / 2-8:
All the Basins and Attractors Example / 2-9:
Metamorphoses in the basin of infinity Example / 2-10:
Search for all periodic points with period 10 Example / 2-11:
Search for all period 1 and period 2 points Example / 2-12:
Following orbits as a parameter is varied Example / 2-13:
The Mandelbrot set Example / 2-14:
3-Dimensional views on the Lorenz attractor Example / 2-15:
Unstable manifold of a fixed point Example / 2-17:
Stable and unstable manifolds Example / 2-18:
Plotting a Saddle Straddle Trajectory Example / 2-19a:
The unstable manifold of a fixed point Example / 2-19b:
The stable manifold of a fixed point Example / 2-19c:
Saddle Straddle Trajectory, and manifolds Example / 2-19d:
The basin of attraction of infinity Example / 2-20:
A trajectory on a basin boundary Example / 2-21:
A BST trajectory for the Tinkerbell map Example / 2-22:
Lyapunov exponent bifurcation diagram Example / 2-23:
Chaotic parameters Example / 2-24:
Box-counting dimension of an attractor Example / 2-25:
Zooming in on the Tinkerbell attractor Example / 2-26:
Period plot in the Mandelbrot set Appendix Commands for plotting a graph Commands from the Numerical / 2-27:
Explorations Menu Plotting multiple trajectories simultaneously
Screen utilities / 3:
Basic screen features (Screen Menu SM) / 3.1:
Commands for clearing the screen Commands for controlling the screen Level of Text output
Writing on pictures
The arrow keys and boxes (BoX Menu, BXM) / 3.2:
Initializing trajectories, plotting crosses, drawing circles and their iterates (Kruis Menu KM) / 3.3:
Drawing axes (AXes Menu AXM) / 3.4:
Windows and rescaling (Window Menu WM) Detailed view on the structure of an attractor / 3.5:
Zooming in or zooming out (ZOOm Menu ZOOM) / 3.6:
Setting colors (Color Menu CM and Color Table Menu CTM) Color screens Core copy of the picture / 3.7:
Color planes Commands for erasing colors
Utilities / 4:
Setting parameters (Parameter Menu PM) / 4.1:
Setting and replacing a vector (Vector Menu VM) Y Vectors "Own" and the coordinates of yÃââÇ ÃâÅô / 4.2:
Setting step size (Differential Equation Menu DEM) / 4.3:
Saving pictures and data (Disk Menu DM) Creating a batch file of commands Commands for reading disk files / 4.4:
Setting the size of the core (Size of Core Menu SCM) / 4.5:
Printing pictures (PriNter Menu PNM) Commands for specifying printer / 4.6:
Encapsulated PostScript Commands for printer options
Text to printer Printing color pictures
Printing pictures with any p
Preface
Getting the program running / 1:
The Dynamics program and hardware Smalldyn: a small version of Dynamics / 1.1:
3.

図書

図書
Guy Fayolle, Roudolf Iasnogorodski, Vadim Malyshev
出版情報: Berlin ; New York : Springer, c1999  xv, 156 p. ; 25 cm
シリーズ名: Applications of mathematics ; 40
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Introduction and History
Probabilistic Background / 1:
Markov Chains / 1.1:
Random Walks in a Quarter Plane / 1.2:
Functional Equations for the Invariant Measure / 1.3:
Foundations of the Analytic Approach / 2:
Fundamental Notions and Definitions / 2.1:
Covering Manifolds / 2.1.1:
Algebraic Functions / 2.1.2:
Elements of Galois Theory / 2.1.3:
Universal Cover and Uniformization / 2.1.4:
Abelian Differentials and Divisors / 2.1.5:
Restricting the Equation to an Algebraic Curve / 2.2:
First Insight (Algebraic Functions) / 2.2.1:
Second Insight (Algebraic Curve) / 2.2.2:
Third Insight (Factorization) / 2.2.3:
Fourth Insight (Riemann Surfaces) / 2.2.4:
The Algebraic Curve Q(x,y) = 0 / 2.3:
Branches of the Algebraic Functions on the Unit Circle / 2.3.1:
Branch Points / 2.3.2:
Galois Automorphisms and the Group of the Random Walk / 2.4:
? and ? on S / 2.4.1:
Reduction of the Main Equation to the Riemann Torus / 2.5:
Analytic Continuation of the Unknown Functions in the Genus Case / 3:
Lifting the Fundamental Equation onto the Universal Covering / 3.1:
Lifting of the Branch Points / 3.1.1:
Lifting of the Automorphisms on the Universal Covering / 3.1.2:
Analytic Continuation / 3.2:
More about Uniformization / 3.3:
The Case of a Finite Group / 4:
On the Conditions for H to be Finite / 4.1:
Explicit Conditions for Groups of Order 4 or 6 / 4.1.1:
The General Case / 4.1.2:
Rational Solutions / 4.2:
The Case N(f) = 1 / 4.2.1:
Algebraic Solutions / 4.2.2:
Final Form of the General Solution / 4.3.1:
The Problem of the Poles and Examples / 4.5:
Reversible Random Walks / 4.5.1:
Simple Examples of Nonreversible Random Walks / 4.5.1.2:
One Parameter Families / 4.5.1.3:
Two Typical Situations / 4.5.1.4:
Ergodicity Conditions / 4.5.1.5:
Proof of Lemma 4.5.2 / 4.5.1.6:
An Example of Algebraic Solution by Flatto and Hahn / 4.6:
Two Queues in Tandem / 4.7:
Solution in the Case of an Arbitrary Group / 5:
Informal Reduction to a Riemann-Hilbert-Carleman BVP / 5.1:
Introduction to BVP in the Complex Plane / 5.2:
A Bit of History / 5.2.1:
The Sokhotski-Plemelj Formulae / 5.2.2:
The Riemann Boundary Value Problem for a Closed Con- tour / 5.2.3:
The Riemann BVP for an Open Contour / 5.2.4:
The Riemann-Carleman Problem with a Shift / 5.2.5:
Further Properties of the Branches Defined by Q(x,y) = 0 / 5.3:
Index and Solution of the BVP (5.1.5) / 5.4:
Complements / 5.5:
Computation of w / 5.5.1:
An Explicit Form via the Weierstrass P-Function / 5.5.2.1:
A Differential Equation / 5.5.2.2:
An Integral Equation / 5.5.2.3:
The Genus 0 Case / 6:
Properties of the Branches / 6.1:
Case 1: <$$$> / 6.2:
Case 3: <$$$> / 6.3:
Case 4: <$$$> / 6.4:
Integral Equation / 6.4.1:
Series Representation / 6.4.2:
Uniformization / 6.4.3:
Boundary Value Problem / 6.4.4:
Case 5: <$$$> / 6.5:
Miscellanea / 7:
About Explicit Solutions / 7.1:
Asymptotics / 7.2:
Large Deviations and Stationary Probabilities / 7.2.1:
Generalized Problems and Analytic Continuation / 7.3:
Outside Probability / 7.4:
References
Index
Introduction and History
Probabilistic Background / 1:
Markov Chains / 1.1:
4.

図書

図書
Ulrich Mosel
出版情報: Berlin : Springer, c1999  xiii, 310 p. ; 25 cm
シリーズ名: Texts and monographs in physics
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Preliminaries / Part I:
Units and Metric / 1:
Units / 1.1:
Metric and Notation / 1.2:
Fundamentals of Field Theory / Part II:
Classical Fields / 2:
Equations of Motion / 2.1:
Examples / 2.1.1:
Symmetries and Conservation Laws / 2.2:
Geometrical Space-Time Symmetries / 2.2.1:
Internal Symmetries / 2.2.2:
Free Fields and Their Quantization / 3:
Classification of Fields / 3.1:
Scalar Fields / 3.2:
Quantization of the Hermitian Scalar Field / 3.2.1:
Quantization of the Charged Scalar Field / 3.2.2:
Vector Fields / 3.3:
Massive Vector Fields / 3.3.1:
Massless Vector Fields / 3.3.2:
Fermion Fields / 3.4:
Dirac Equation / 3.4.1:
Lagrangian for Fermion Fields / 3.4.2:
Quantization ofthe Dirac Field / 3.4.3:
Massless Fermions / 3.4.4:
Neutrinos / 3.4.5:
Transition Rates in Quantum Field Theory / 3.5:
Quantum Mechanical Consistency / 3.6:
GlobalSymmetries / Part III:
Symmetries of Meson and Baryon Systems / 4:
U(1) Symmetry / 4.1:
Properties of the Group U(1) / 4.1.1:
Structure of the Nucleon Lagrangian / 4.1.2:
SU(2) Symmetry / 4.2:
Properties of the Group SU(2) / 4.2.1:
General Definitions / 4.2.2:
Application to the Pion-Nucleon System / 4.2.3:
Structure of SU(2) Multiplets / 4.2.4:
SU(3) Symmetry / 4.3:
Properties of the Group SU(3) / 4.3.1:
Structure of SU(3) Multiplets / 4.3.2:
Assignments of Hadrons to SU(3) Multiplets / 4.3.3:
SU(3) Symmetry Breaking / 4.3.4:
Quarks / 5:
Construction of SU(3) Multiplets / 5.1:
Construction of the Representation <$>3 \otimes \bar {3}<$> / 5.1.1:
Construction of the Representation 3 ⊗ 3 ⊗ 3 / 5.1.2:
State Vectors for the Multiplets / 5.2:
Tensor Algebra / 5.2.1:
Hadron Multiplets / 5.2.2:
Color Degree of Freedom / 5.3:
Chiral Symmetry / 6:
Phenomenology of β-Decay / 6.1:
Leptonic β-Decay / 6.1.1:
Semileptonic β-Decay / 6.1.2:
Current Conservation in Strong Interactions / 6.2:
Vector Current Conservation / 6.2.1:
Axial Vector Current Conservation / 6.2.2:
Chiral Symmetry Group / 6.3:
Chiral Symmetry Transformations for the Fermions / 6.3.1:
Chiral Symmetry Transformations for the Mesons / 6.3.2:
Spontaneous Global Symmetry Breaking / 7:
Goldstone Theorem / 7.1:
Goldstone Bosons / 7.1.1:
Examples of the Goldstone Mechanism / 7.2:
Spontaneous Breaking of a Global Non-Abelian Symmetry / 7.2.1:
σ-Model / 7.2.2:
Nambu-Jona-Lasinio Model / 7.2.3:
Local Gauge Symmetries / Part IV:
Gauge Field Theories / 8:
Conserved Currents in QED / 8.1:
Local Abelian Gauge Invariance / 8.2:
Non-Abelian Gauge Fields / 8.3:
Lagrangian for Non-Abelian Gauge Field Theories / 8.3.1:
Properties of Non-Abelian Gauge Field Theories / 8.3.2:
Spontaneous Symmetry Breaking in Gauge Field Theories / 9:
Higgs Mechanism / 9.1:
Spontaneous Breaking of a Local Non-Abelian Symmetry / 9.2:
Summary of the Higgs Mechanism / 9.3:
Electroweak Interaction / Part V:
Weak Interactions of Quarks and Leptons / 10:
Phenomenological Introduction / 10.1:
Strangeness Changing Weak Decays / 10.1.1:
Neutral Currents / 10.1.2:
Intermediate Vector Bosons / 10.2:
Fundamentals of a Theory of Weak Interactions / 10.3:
Electroweak Interactions of Leptons / 11:
Leptonic Multiplets and Interactions / 11.1:
Electroweak Currents / 11.1.1:
Lepton Masses / 11.2:
Electroweak Interactions / 11.3:
Generalization to Other Leptons / 11.3.1:
Parameters of the Lagrangian / 11.4:
Charged Current Experiments / 11.4.1:
Neutral Current Experiments / 11.4.2:
Electroweak Interactions of Quarks / 12:
Hadronic Multiplets / 12.1:
Hadron Masses / 12.1.1:
Electroweak Interactions of Quarks and Leptons / 13:
Lagrangian of Electroweak Interactions / 13.1:
Standard Model / 13.2:
CP Invariance of Electroweak Interactions / 14:
Kobayashi-Maskawa Matrix / 14.1:
Unitarity of the KM Matrix / 14.2:
K0 Decay and CP Violation / 14.3:
CP Invariance and the KM Matrix / 14.4:
Strong Interaction / Part VI:
Quantum Chromodynamics / 15:
Gauge Group for Strong Interactions / 15.1:
QCD Lagrangian / 15.2:
Properties of QCD / 15.3:
Scale Invariance / 15.3.1:
Chiral Invariance / 15.3.2:
Antishielding and Confinement / 15.3.3:
Deconfinement Phase Transition / 15.3.4:
Hadron Structure / Part VII:
Bag Models of Hadrons / 16:
Potential Well in the Dirac Theory / 16.1:
The MIT Bag / 16.2:
Fermions in the MIT Bag / 16.2.1:
Gluons in the MIT Bag / 16.2.2:
Hyperfine Structure of Bag States / 16.2.4:
Magnetic Moments of the Nucleon / 16.2.5:
Axial Vector Current / 16.2.6:
Chiral Symmetry in the MIT Bag / 16.2.7:
Soliton Models of Hadrons / 17:
Skyrmion Model / 17.1:
Hybrid Chiral Bag Model / 17.2:
Linear 7-Model / 17.3:
Friedberg-Lee Soliton Bag Model / 17.4:
NJL Soliton Model / 17.5:
Appendices / Part VIII:
Solutions of the Free Dirac Equation / A:
Properties of Free Dirac States / A.1:
Dirac and Majorana Fields / A.2:
Explicit Quark States for Hadrons / B:
Table of Hadron Properties / C:
Bibliography by Subject
References
Index
Preliminaries / Part I:
Units and Metric / 1:
Units / 1.1:
5.

図書

図書
Tomasz Rolski ... [et al.]
出版情報: Chichester : J. Wiley, c1999  xviii, 654 p. ; 24 cm
シリーズ名: Wiley series in probability and mathematical statistics
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Preface
List of Principal Notation
Concepts from Insurance and Finance / 1:
Introduction / 1.1:
The Claim Number Process / 1.2:
Renewal Processes / 1.2.1:
Mixed Poisson Processes / 1.2.2:
Some Other Models / 1.2.3:
The Claim Size Process / 1.3:
Dangerous Risks / 1.3.1:
The Aggregate Claim Amount / 1.3.2:
Comparison of Risks / 1.3.3:
Solvability of the Portfolio / 1.4:
Premiums / 1.4.1:
The Risk Reserve / 1.4.2:
Economic Environment / 1.4.3:
Reinsurance / 1.5:
Need for Reinsurance / 1.5.1:
Types of Reinsurance / 1.5.2:
Ruin Problems / 1.6:
Related Financial Topics / 1.7:
Investment of Surplus / 1.7.1:
Diffusion Processes / 1.7.2:
Equity Linked Life Insurance / 1.7.3:
Probability Distributions / 2:
Random Variables and Their Characteristics / 2.1:
Distributions of Random Variables / 2.1.1:
Basic Characteristics / 2.1.2:
Independence and Conditioning / 2.1.3:
Convolution / 2.1.4:
Transforms / 2.1.5:
Parametrized Families of Distributions / 2.2:
Discrete Distributions / 2.2.1:
Absolutely Continuous Distributions / 2.2.2:
Parametrized Distributions with Heavy Tail / 2.2.3:
Operations on Distributions / 2.2.4:
Some Special Functions / 2.2.5:
Associated Distributions / 2.3:
Distributions with Monotone Hazard Rates / 2.4:
Heavy-Tailed Distributions / 2.4.1:
Definition and Basic Properties / 2.5.1:
Subexponential Distributions / 2.5.2:
Criteria for Subexponentiality and the Class S / 2.5.3:
Pareto Mixtures of Exponentials / 2.5.4:
Detection of Heavy-Tailed Distributions / 2.6:
Large Claims / 2.6.1:
Quantile Plots / 2.6.2:
Mean Residual Hazard Function / 2.6.3:
Extreme Value Statistics / 2.6.4:
Premiums and Ordering of Risks / 3:
Premium Calculation Principles / 3.1:
Desired Properties of "Good" Premiums / 3.1.1:
Basic Premium Principles / 3.1.2:
Quantile Function: Two More Premium Principles / 3.1.3:
Ordering of Distributions / 3.2:
Concepts of Utility Theory / 3.2.1:
Stochastic Order / 3.2.2:
Stop-Loss Order / 3.2.3:
The Zero Utility Principle / 3.2.4:
Some Aspects of Reinsurance / 3.3:
Distributions of Aggregate Claim Amount / 4:
Individual and Collective Model / 4.1:
Compound Distributions / 4.2:
Definition and Elementary Properties / 4.2.1:
Three Special Cases / 4.2.2:
Some Actuarial Applications / 4.2.3:
Ordering of Compounds / 4.2.4:
The Larger Claims in the Portfolio / 4.2.5:
Claim Number Distributions / 4.3:
Classical Examples; Panjer's Recurrence Relation / 4.3.1:
Discrete Compound Poisson Distributions / 4.3.2:
Mixed Poisson Distributions / 4.3.3:
Recursive Computation Methods / 4.4:
The Individual Model: De Pril's Algorithm / 4.4.1:
The Collective Model: Panjer's Algorithm / 4.4.2:
A Continuous Version of Panjer's Algorithm / 4.4.3:
Lundberg Bounds / 4.5:
Geometric Compounds / 4.5.1:
More General Compound Distributions / 4.5.2:
Estimation of the Adjustment Coefficient / 4.5.3:
Approximation by Compound Distributions / 4.6:
The Total Variation Distance / 4.6.1:
The Compound Poisson Approximation / 4.6.2:
Homogeneous Portfolio / 4.6.3:
Higher-Order Approximations / 4.6.4:
Inverting the Fourier Transform / 4.7:
Risk Processes / 5:
Time-Dependent Risk Models / 5.1:
The Ruin Problem / 5.1.1:
Computation of the Ruin Function / 5.1.2:
A Dual Queueing Model / 5.1.3:
A Risk Model in Continuous Time / 5.1.4:
Poisson Arrival Processes / 5.2:
Homogeneous Poisson Processes / 5.2.1:
Compound Poisson Processes / 5.2.2:
Ruin Probabilities: The Compound Poisson Model / 5.3:
An Integro-Differential Equation / 5.3.1:
An Integral Equation / 5.3.2:
Laplace Transforms, Pollaczek-Khinchin Formula / 5.3.3:
Severity of Ruin / 5.3.4:
Bounds, Asymptotics and Approximations / 5.4:
The Cramer-Lundberg Approximation / 5.4.1:
Subexponential Claim Sizes / 5.4.3:
Approximation by Moment Fitting / 5.4.4:
Ordering of Ruin Functions / 5.4.5:
Numerical Evaluation of Ruin Functions / 5.5:
Finite-Horizon Ruin Probabilities / 5.6:
Deterministic Claim Sizes / 5.6.1:
Seal's Formulae / 5.6.2:
Exponential Claim Sizes / 5.6.3:
Renewal Processes and Random Walks / 6:
The Renewal Function; Delayed Renewal Processes / 6.1:
Renewal Equations and Lorden's Inequality / 6.1.3:
Key Renewal Theorem / 6.1.4:
Another Look at the Aggregate Claim Amount / 6.1.5:
Extensions and Actuarial Applications / 6.2:
Weighted Renewal Functions / 6.2.1:
A Blackwell-Type Renewal Theorem / 6.2.2:
Approximation to the Aggregate Claim Amount / 6.2.3:
Lundberg-Type Bounds / 6.2.4:
Random Walks / 6.3:
Ladder Epochs / 6.3.1:
Random Walks with and without Drift / 6.3.2:
Ladder Heights; Negative Drift / 6.3.3:
The Wiener-Hopf Factorization / 6.4:
General Representation Formulae / 6.4.1:
An Analytical Factorization; Examples / 6.4.2:
Ladder Height Distributions / 6.4.3:
Ruin Probabilities: Sparre Andersen Model / 6.5:
Formulae of Pollaczek-Khinchin Type / 6.5.1:
Compound Poisson Model with Aggregate Claims / 6.5.2:
Markov Chains / 6.5.5:
Initial Distribution and Transition Probabilities / 7.1:
Computation of the n-Step Transition Matrix / 7.1.2:
Recursive Stochastic Equations / 7.1.3:
Bonus-Malus Systems / 7.1.4:
Stationary Markov Chains / 7.2:
Long-Run Behaviour / 7.2.1:
Application of the Perron-Frobenius Theorem / 7.2.2:
Irreducibility and Aperiodicity / 7.2.3:
Stationary Initial Distributions / 7.2.4:
Markov Chains with Rewards / 7.3:
Interest and Discounting / 7.3.1:
Discounted and Undiscounted Rewards / 7.3.2:
Efficiency of Bonus-Malus Systems / 7.3.3:
Monotonicity and Stochastic Ordering / 7.4:
Monotone Transition Matrices / 7.4.1:
Comparison of Markov Chains / 7.4.2:
Application to Bonus-Malus Systems / 7.4.3:
An Actuarial Application of Branching Processes / 7.5:
Continuous-Time Markov Models / 8:
Homogeneous Markov Processes / 8.1:
Matrix Transition Function / 8.1.1:
Kolmogorov Differential Equations / 8.1.2:
An Algorithmic Approach / 8.1.3:
Monotonicity of Markov Processes / 8.1.4:
Phase-Type Distributions / 8.1.5:
Some Matrix Algebra and Calculus / 8.2.1:
Absorption Time / 8.2.2:
Operations on Phase-Type Distributions / 8.2.3:
Risk Processes with Phase-Type Distributions / 8.3:
The Compound Poisson Model / 8.3.1:
Numerical Issues / 8.3.2:
Nonhomogeneous Markov Processes / 8.4:
Construction of Nonhomogeneous Markov Processes / 8.4.1:
Application to Life and Pension Insurance / 8.4.3:
Markov Processes with Infinite State Space / 8.5:
Mixed Poisson Processes as Pure Birth Processes / 8.5.3:
The Claim Arrival Epochs / 8.5.4:
The Inter-Occurrence Times / 8.5.5:
Examples / 8.5.6:
Martingale Techniques I / 9:
Discrete-Time Martingales / 9.1:
Fair Games / 9.1.1:
Filtrations and Stopping Times / 9.1.2:
Martingales, Sub- and Supermartingales / 9.1.3:
Life-Insurance Model with Multiple Decrements / 9.1.4:
Convergence Results / 9.1.5:
Optional Sampling Theorems / 9.1.6:
Doob's Inequality / 9.1.7:
The Doob-Meyer Decomposition / 9.1.8:
Change of the Probability Measure / 9.2:
The Likelihood Ratio Martingale / 9.2.1:
Kolmogorov's Extension Theorem / 9.2.2:
Exponential Martingales for Random Walks / 9.2.3:
Simulation of Ruin Probabilities / 9.2.4:
Martingale Techniques II / 10:
Continuous-Time Martingales / 10.1:
Stochastic Processes and Filtrations / 10.1.1:
Stopping Times / 10.1.2:
Brownian Motion and Related Processes / 10.1.3:
Uniform Integrability / 10.1.5:
Some Fundamental Results / 10.2:
Ruin Probabilities and Martingales / 10.2.1:
Ruin Probabilities for Additive Processes / 10.3.1:
Law of Large Numbers for Additive Processes / 10.3.2:
An Identity for Finite-Horizon Ruin Probabilities / 10.3.4:
Piecewise Deterministic Markov Processes / 11:
Markov Processes with Continuous State Space / 11.1:
Transition Kernels / 11.1.1:
The Infinitesimal Generator / 11.1.2:
Dynkin's Formula / 11.1.3:
The Full Generator / 11.1.4:
Construction and Properties of PDMP / 11.2:
Behaviour between Jumps / 11.2.1:
The Jump Mechanism / 11.2.2:
The Generator of a PDMP / 11.2.3:
An Application to Health Insurance / 11.2.4:
The Compound Poisson Model Revisited / 11.3:
Exponential Martingales via PDMP / 11.3.1:
Cramer-Lundberg Approximation / 11.3.2:
A Stopped Risk Reserve Process / 11.3.4:
Characteristics of the Ruin Time / 11.3.5:
Compound Poisson Model in an Economic Environment / 11.4:
A Discounted Risk Reserve Process / 11.4.1:
The Adjustment Coefficient / 11.4.3:
Decreasing Economic Factor / 11.4.4:
Exponential Martingales: the Sparre Andersen Model / 11.5:
Backward Markovization Technique / 11.5.1:
Forward Markovization Technique / 11.5.3:
Point Processes / 12:
Stationary Point Processes / 12.1:
Palm Distributions and Campbell's Formula / 12.1.1:
Ergodic Theorems / 12.1.3:
Marked Point Processes / 12.1.4:
Ruin Probabilities in the Time-Stationary Model / 12.1.5:
Mixtures and Compounds of Point Processes / 12.2:
Nonhomogeneous Poisson Processes / 12.2.1:
Cox Processes / 12.2.2:
Compounds of Point Processes / 12.2.3:
Comparison of Ruin Probabilities / 12.2.4:
The Markov-Modulated Risk Model via PDMP / 12.3:
A System of Integro-Differential Equations / 12.3.1:
Law of Large Numbers / 12.3.2:
The Generator and Exponential Martingales / 12.3.3:
Periodic Risk Model / 12.3.4:
The Bjork-Grandell Model via PDMP / 12.5:
General Results / 12.5.1:
Poisson Cluster Arrival Processes / 12.6.2:
Superposition of Renewal Processes / 12.6.3:
The Markov-Modulated Risk Model / 12.6.4:
The Bjork-Grandell Risk Model / 12.6.5:
Diffusion Models / 13:
Stochastic Differential Equations / 13.1:
Stochastic Integrals and Ito's Formula / 13.1.1:
Levy's Characterization Theorem / 13.1.2:
Perturbed Risk Processes / 13.2:
Modified Ladder Heights / 13.2.1:
Other Applications to Insurance and Finance / 13.2.3:
The Black-Scholes Model / 13.3.1:
Stochastic Interest Rates in Life Insurance / 13.3.2:
Simple Interest Rate Models / 13.4:
Zero-Coupon Bonds / 13.4.1:
The Vasicek Model / 13.4.2:
The Cox-Ingersoll-Ross Model / 13.4.3:
Distribution Tables
References
Index
Preface
List of Principal Notation
Concepts from Insurance and Finance / 1:
6.

図書

図書
D.K. Arrowsmith, C.M. Place
出版情報: Cambridge [England] ; New York : Cambridge University Press, 1990  423 p. ; 26 cm
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Preface
Diffeomorphisms and flows / 1:
Introduction / 1.1:
Elementary dynamics of diffeomorphisms / 1.2:
Definitions / 1.2.1:
Diffeomorphisms of the circle / 1.2.2:
Flows and differential equations / 1.3:
Invariant sets / 1.4:
Conjugacy / 1.5:
Equivalence of flows / 1.6:
Poincare maps and suspensions / 1.7:
Periodic non-autonomous systems / 1.8:
Hamiltonian flows and Poincare maps / 1.9:
Exercises
Local properties of flows and diffeomorphisms / 2:
Hyperbolic linear diffeomorphisms and flows / 2.1:
Hyperbolic non-linear fixed points / 2.2:
Diffeomorphisms / 2.2.1:
Flows / 2.2.2:
Normal forms for vector fields / 2.3:
Non-hyperbolic singular points of vector fields / 2.4:
Normal forms for diffeomorphisms / 2.5:
Time-dependent normal forms / 2.6:
Centre manifolds / 2.7:
Blowing-up techniques on R[superscript 2] / 2.8:
Polar blowing-up / 2.8.1:
Directional blowing-up / 2.8.2:
Structural stability, hyperbolicity and homoclinic points / 3:
Structural stability of linear systems / 3.1:
Local structural stability / 3.2:
Flows on two-dimensional manifolds / 3.3:
Anosov diffeomorphisms / 3.4:
Horseshoe diffeomorphisms / 3.5:
The canonical example / 3.5.1:
Dynamics on symbol sequences / 3.5.2:
Symbolic dynamics for the horseshoe diffeomorphism / 3.5.3:
Hyperbolic structure and basic sets / 3.6:
Homoclinic points / 3.7:
The Melnikov function / 3.8:
Local bifurcations I: planar vector fields and diffeomorphisms on R / 4:
Saddle-node and Hopf bifurcations / 4.1:
Saddle-node bifurcation / 4.2.1:
Hopf bifurcation / 4.2.2:
Cusp and generalised Hopf bifurcations / 4.3:
Cusp bifurcation / 4.3.1:
Generalised Hopf bifurcations / 4.3.2:
Diffeomorphisms on R / 4.4:
D[subscript x]f(0) = +1: the fold bifurcation / 4.4.1:
D[subscript x]f(0) = -1: the flip bifurcation / 4.4.2:
The logistic map / 4.5:
Local bifurcations II: diffeomorphisms on R[superscript 2] / 5:
Arnold's circle map / 5.1:
Irrational rotations / 5.3:
Rational rotations and weak resonance / 5.4:
Vector field approximations / 5.5:
Irrational [beta] / 5.5.1:
Rational [beta] = p/q, q [greater than or equal] 3 / 5.5.2:
Rational [beta] = p/q, q = 1, 2 / 5.5.3:
Equivariant versal unfoldings for vector field approximations / 5.6:
q = 2 / 5.6.1:
q = 3 / 5.6.2:
q = 4 / 5.6.3:
q [greater than or equal] 5 / 5.6.4:
Unfoldings of rotations and shears / 5.7:
Area-preserving maps and their perturbations / 6:
Rational rotation numbers and Birkhoff periodic points / 6.1:
The Poincare-Birkhoff Theorem / 6.2.1:
Vector field approximations and island chains / 6.2.2:
Irrational rotation numbers and the KAM Theorem / 6.3:
The Aubry-Mather Theorem / 6.4:
Invariant Cantor sets for homeomorphisms on S[superscript 1] / 6.4.1:
Twist homeomorphisms and Mather sets / 6.4.2:
Generic elliptic points / 6.5:
Weakly dissipative systems and Birkhoff attractors / 6.6:
Birkhoff periodic orbits and Hopf bifurcations / 6.7:
Double invariant circle bifurcations in planar maps / 6.8:
Hints for exercises
References
Index
Preface
Diffeomorphisms and flows / 1:
Introduction / 1.1:
7.

図書

図書
Victor W. Guillemin, Shlomo Sternberg
出版情報: Berlin : Springer, 1999  xxiii, 228 p. ; 25 cm
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Introduction
Equivariant Cohomology in Topology / 1:
Equivariant Cohomology via Classifying Bundles / 1.1:
Existence of Classifying Spaces / 1.2:
Bibliographical Notes for Chapter 1 / 1.3:
G* Modules / 2:
Differential-Geometric Identities / 2.1:
The Language of Superalgebra / 2.2:
From Geometry to Algebra / 2.3:
Cohomology / 2.3.1:
Acyclicity / 2.3.2:
Chain Homotopies / 2.3.3:
Free Actions and the Condition (C) / 2.3.4:
The Basic Subcomplex / 2.3.5:
Equivariant Cohomology of G* Algebras / 2.4:
The Equivariant de Rham Theorem / 2.5:
Bibliographical Notes for Chapter 2 / 2.6:
The Weil Algebra / 3:
The Koszul Complex / 3.1:
Classifying Maps / 3.2:
W* Modules / 3.4:
Bibliographical Notes for Chapter 3 / 3.5:
The Weil Model and the Cartan Model / 4:
The Mathai-Quillen Isomorphism / 4.1:
The Cartan Model / 4.2:
Equivariant Cohomology of W* Modules / 4.3:
H ((A ⊗ E)bas) does not depend on E / 4.4:
The Characteristic Homomorphism / 4.5:
Commuting Actions / 4.6:
The Equivariant Cohomology of Homogeneous Spaces / 4.7:
Exact Sequences / 4.8:
Bibliographical Notes for Chapter 4 / 4.9:
Cartan's Formula / 5:
The Cartan Model for W* Modules / 5.1:
Bibliographical Notes for Chapter 5 / 5.2:
Spectral Sequences / 6:
Spectral Sequences of Double Complexes / 6.1:
The First Term / 6.2:
The Long Exact Sequence / 6.3:
Useful Facts for Doing Computations / 6.4:
Functorial Behavior / 6.4.1:
Gaps / 6.4.2:
Switching Rows and Columns / 6.4.3:
The Cartan Model as a Double Complex
HG(A) as an S(g*)G-Module
Morphisms of G* Modules
Restricting the Group
Bibliographical Notes for Chapter 6 / 6.5:
Fermionic Integration / 7:
Definition and Elementary Properties / 7.1:
Integration by Parts / 7.1.1:
Change of Variables / 7.1.2:
Gaussian Integrals / 7.1.3:
Iterated Integrals / 7.1.4:
The Fourier Transform / 7.1.5:
The Mathai-Quillen Construction
The Fourier Transform of the Koszul Complex / 7.2:
Bibliographical Notes for Chapter 7 / 7.3:
Characteristic Classes / 8:
Vector Bundles / 8.1:
The Invariants / 8.2:
G = U(n) / 8.2.1:
G = O(n) / 8.2.2:
G = SO(2n) / 8.2.3:
Relations Between the Invariants / 8.3:
Restriction from U(n) to O(n) / 8.3.1:
Restriction from SO(2n) to U(n) / 8.3.2:
Restriction from U(n) to U(k) × U(ℓ) / 8.3.3:
Symplectic Vector Bundles / 8.4:
Consistent Complex Structures / 8.4.1:
Characteristic Classes of Symplectic Vector Bundles / 8.4.2:
Equivariant Characteristic Classes / 8.5:
Equivariant Chern classes / 8.5.1:
Equivariant Characteristic Classes of a Vector Bundle Over a Point / 8.5.2:
Equivariant Characteristic Classes as Fixed Point Data / 8.5.3:
The Splitting Principle in Topology
Bibliographical Notes for Chapter 8
Equivariant Symplectic Forms / 9:
Equivariantly Closed Two-Forms / 9.1:
The Case M = G / 9.2:
Equivariantly Closed Two-Forms on Homogeneous Spaces / 9.3:
The Compact Case / 9.4:
Minimal Coupling / 9.5:
Symplectic Reduction / 9.6:
The Duistermaat-Heckman Theorem / 9.7:
The Cohomology Ring of Reduced Spaces / 9.8:
Flag Manifolds / 9.8.1:
Delzant Spaces / 9.8.2:
Reduction: The Linear Case / 9.8.3:
Equivariant Duistermaat-Heckman
Group Valued Moment Maps
The Canonical Equivariant Closed Three-Form on G / 9.10.1:
The Exponential Map / 9.10.2:
G-Valued Moment Maps on Hamiltonian G-Manifolds / 9.10.3:
Conjugacy Classes / 9.10.4:
Bibliographical Notes for Chapter 9 / 9.11:
The Thom Class and Localization / 10:
Fiber Integration of Equivariant Forms / 10.1:
The Equivariant Normal Bundle / 10.2:
Modifying ν / 10.3:
Verifying that τ is a Thom Form / 10.4:
The Thom Class and the Euler Class / 10.5:
The Fiber Integral on Cohomology / 10.6:
Push-Forward in General / 10.7:
Localization / 10.8:
The Localization for Torus Actions / 10.9:
Bibliographical Notes for Chapter 10 / 10.10:
The Abstract Localization Theorem / 11:
Relative Equivariant de Rham Theory / 11.1:
Mayer-Vietoris / 11.2:
S(g*) Modules / 11.3:
The Chang-Skjelbred Theorem / 11.4:
Some Consequences of Equivariant Formality / 11.6:
Two Dimensional G-Manifolds / 11.7:
A Theorem of Goresky-Kottwitz-Mac Pherson / 11.8:
Bibliographical Notes for Chapter 11 / 11.9:
Appendix
Notions d'algèbre différentielle; application aux groupes de Lie et aux variétés où opère un groupe de Lie / Henri Cartan
La transgression dans un groupe de Lie et dans un espace fibré principal
Bibliography
Index
Introduction
Equivariant Cohomology in Topology / 1:
Equivariant Cohomology via Classifying Bundles / 1.1:
8.

図書

図書
Jean Pierre Florens, Michel Mouchart, Jean-Marie Rolin
出版情報: New York : M. Dekker, c1990  xxxi, 499 p. ; 24 cm
シリーズ名: Monographs and textbooks in pure and applied mathematics ; 134
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Preface
Notation
Basic Tools and Notation from Probability Theory / 0.:
Introduction / 0.1.:
Measurable Spaces / 0.2.:
[sigma]-Fields / 0.2.1.:
Measurable Functions / 0.2.2.:
Product of Measurable Spaces / 0.2.3.:
Monotone Class Theorems / 0.2.4.:
Probability Spaces / 0.3.:
Measures and Integrals / 0.3.1.:
Probabilities. Expectations. Null Sets / 0.3.2.:
Transition and Product Probability / 0.3.3.:
Conditional Expectation / 0.3.4.:
Densities / 0.3.5.:
Bayesian Experiments / 1.:
The Basic Concepts of Bayesian Experiments / 1.1.:
General Definitions / 1.2.1.:
Dominated Experiments / 1.2.2.:
Three Remarks on Regular and Dominated Experiments / 1.2.3.:
A Remark Regarding the Interpretation of Bayesian Experiments / 1.2.4.:
A Remark on Sampling Theory and Bayesian Methods / 1.2.5.:
A Remark Regarding So-called "Improper" Prior Distributions / 1.2.6.:
Families of Bayesian Experiments / 1.2.7.:
Some Examples of Bayesian Experiments / 1.3.:
Reduction of Bayesian Experiments / 1.4.:
Marginal Experiments / 1.4.1.:
Conditional Experiment / 1.4.3.:
Complementary Reductions / 1.4.4.:
Dominance in Reduced Experiments / 1.4.5.:
Admissible Reductions: Sufficiency and Ancillarity / 2.:
Conditional Independence / 2.1.:
Definition of Conditional Independence / 2.2.1.:
Null Sets and Completion / 2.2.3.:
Basic Properties of Conditional Independence / 2.2.4.:
Conditional Independence and Densities / 2.2.5.:
Conditional Independence as Point Properties / 2.2.6.:
Admissible Reductions of an Unreduced Experiment / 2.3.:
Admissible Reductions on the Sample Space / 2.3.1.:
Admissible Reductions on the Parameter Space / 2.3.3.:
Some Comments on the Definitions / 2.3.4.:
Elementary Properties of Sufficiency and Ancillarity / 2.3.5.:
Sufficiency and Ancillarity in a Dominated Experiment / 2.3.6.:
Sampling Theory and Bayesian Methods / 2.3.7.:
A First Result on the Relations between Sufficiency and Ancillarity / 2.3.8.:
Admissible Reductions in Reduced Experiments / 3.:
Admissible Reduction in Marginal Experiments / 3.1.:
Basic Concepts / 3.2.1.:
Sufficiency and Ancillarity in Unreduced and in Marginal Experiments / 3.2.3.:
A Remark on "Partial" Sufficiency / 3.2.4.:
Admissible Reductions in Conditional Experiments / 3.3.:
Reductions in the Sample Space / 3.3.1.:
Reductions in the Parameter Space / 3.3.3.:
Elementary Properties / 3.3.4.:
Relationships between Sufficiency and Ancillarity / 3.3.5.:
Sufficiency and Ancillarity in a Dominated Reduced Experiment / 3.3.6.:
Jointly Admissible Reductions / 3.4.:
Mutual Sufficiency / 3.4.1.:
Mutual Exogeneity / 3.4.2.:
Bayesian Cut / 3.4.3.:
Joint Reductions in a Dominated Experiment / 3.4.4.:
Joint Reductions in a Conditional Experiment / 3.4.5.:
Some Examples / 3.4.6.:
Comparison of Experiments / 3.5.:
Comparison on the Sample Space: Sufficiency / 3.5.1.:
Comparison on the Parameter Space: Encompassing / 3.5.2.:
Optimal Reductions: Maximal Ancillarity and Minimal Sufficiency / 4.:
Maximal Ancillarity / 4.1.:
Projections of [sigma]-Fields / 4.3.:
Definition and Elementary Properties / 4.3.1.:
Projections and Conditional Independence / 4.3.3.:
Minimal Sufficiency / 4.4.:
Minimal Sufficiency in Unreduced and in Marginal Experiments / 4.4.1.:
Elementary Properties of Minimal Sufficiency / 4.4.2.:
Minimal Sufficiency in a Dominated Experiment / 4.4.3.:
Minimal Sufficiency in Conditional Experiment / 4.4.4.:
Optimal Mutual Sufficiency / 4.4.6.:
Identification Among [sigma]-Fields / 4.5.:
Identification in Bayesian Experiments / 4.6.:
Identification in a Reduced Experiment / 4.6.1.:
Exact and Totally Informative Experiments / 4.6.2.:
Punctual Exact Estimability / 4.8.:
Optimal Reductions: Further Results / 5.:
Measurable Separability / 5.1.:
Measurable Separability in Bayesian Experiments / 5.3.:
Measurably Separated Bayesian Experiment / 5.3.1.:
Basu Second Theorem / 5.3.2.:
Strong Identification of [sigma]-Fields / 5.3.3.:
Definition and General Properties / 5.4.1.:
Strong Identification and Conditional Independence / 5.4.2.:
Minimal Splitting / 5.4.3.:
Completeness in Bayesian Experiments / 5.5.:
Completeness and Sufficiency / 5.5.1.:
Completeness and Ancillarity / 5.5.2.:
Successive Reductions of a Bayesian Experiment / 5.5.3.:
Identifiability of Mixtures / 5.5.4.:
Sequential Experiments / 6.:
Sequences of Conditional Independences / 6.1.:
Definition of Sequential Experiments / 6.3.:
Admissible Reductions in Sequential Experiments / 6.3.2.:
Transitivity / 6.4.:
Basic Theory / 6.4.1.:
Markovian Property and Transitivity / 6.4.2.:
Relations Among Admissible Reductions / 6.5.:
Admissible Reductions in Joint Reductions / 6.5.1.:
The Role of Transitivity: Further Results / 6.6.:
Weakening of Transitivity Conditions / 6.6.1.:
Necessity of Transitivity Conditions / 6.6.2.:
Asymptotic Experiments / 7.:
Limit of Sequences of Conditional Independences / 7.1.:
Asymptotically Admissible Reductions / 7.3.:
Asymptotic Properties of Sequential Experiments / 7.3.1.:
Asymptotic Sufficiency / 7.3.2.:
Asymptotic Admissibility of Joint Reductions / 7.3.3.:
Asymptotically Admissible Reductions in Conditional Experiments / 7.3.4.:
Asymptotic Exact Estimability / 7.4.:
Exact Estimability and Bayesian Consistency / 7.4.1.:
Estimability of Discrete [sigma]-Fields / 7.4.2.:
Mutual Conditional Independence and Conditional 0-1 Laws / 7.6.:
Mutual Conditional Independence / 7.6.1.:
Sifted Sequences of [sigma]-Fields / 7.6.2.:
Tail-Sufficient and Independent Bayesian Experiments / 7.7.:
Bayesian Tail-Sufficiency / 7.7.1.:
Bayesian Independence / 7.7.2.:
Independent Tail-Sufficient Bayesian Experiments / 7.7.3.:
An Example / 7.8.:
Global and Sequential Analysis / 7.8.1.:
Asymptotic Analysis / 7.8.2.:
The Case [beta] = [infinity] / 7.8.3.:
The Case [beta less than sign infinity] / 7.8.4.:
Invariant Experiments / 8.:
Invariance, Ergodicity and Mixing / 8.1.:
Invariant Sets and Functions / 8.2.1.:
Invariance as Point Properties / 8.2.2.:
Invariance and Conditional Invariance of [sigma]-Fields / 8.2.3.:
Ergodicity and Mixing / 8.2.4.:
Existence of Invariant Measure / 8.2.5.:
Randomization of the Set of Transformations / 8.2.6.:
Construction and Definition of an Invariant Bayesian Experiment / 8.3.:
Invariance and Reduction / 8.3.2.:
Invariance and Exact Estimability / 8.3.3.:
Invariance in Stochastic Processes / 9.:
Bayesian Stochastic Processes and Representations / 9.1.:
Representation of Experiments / 9.2.1.:
Bayesian Stochastic Processes / 9.2.3.:
Shift and Permutations / 9.2.4.:
Standard Bayesian Stochastic Processes / 9.3.:
Stationary Processes / 9.3.1.:
Exchangeable and i.i.d. Processes / 9.3.2.:
Moving Average Processes / 9.3.3.:
Markovian Stationary Processes / 9.3.4.:
Autoregressive Moving Average Processes / 9.3.5.:
Conditional Stochastic Processes / 9.3.6.:
Shift in Conditional Stochastic Processes / 9.4.1.:
Conditional Shift-Invariance / 9.4.3.:
Bibliography
Author Index
Subject Index
Preface
Notation
Basic Tools and Notation from Probability Theory / 0.:
9.

図書

図書
Martha L. Abell, James P. Braselton
出版情報: Boston : Academic Press, c1993  viii, 631 p. ; 24 cm
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Preface
Introduction to Differential Equations / 1:
Definitions and Concepts / 1.1:
Solutions of Differential Equations / 1.2:
Initial and Boundary-Value Problems / 1.3:
Direction Fields / 1.4:
First-Order Ordinary Differential Equations / 2:
Theory of First-Order Equations: A Brief Discussion / 2.1:
Separation of Variables / 2.2:
Application: Kidney Dialysis
Homogeneous Equations / 2.3:
Application: Models of Pursuit
Exact Equations / 2.4:
Linear Equations / 2.5:
Integrating Factor Approach / 2.5.1:
Variation of Parameters and the Method of Undetermined Coefficients / 2.5.2:
Application: Antibiotic Production
Numerical Approximations of Solutions to First-Order Equations / 2.6:
Built-In Methods / 2.6.1:
Application: Modeling the Spread of a Disease
Other Numerical Methods / 2.6.2:
Applications of First-Order Ordinary Differential Equations / 3:
Orthogonal Trajectories / 3.1:
Application: Oblique Trajectories
Population Growth and Decay / 3.2:
The Malthus Model / 3.2.1:
The Logistic Equation / 3.2.2:
Application: Harvesting
Application: The Logistic Difference Equation
Newton's Law of Cooling / 3.3:
Free-Falling Bodies / 3.4:
Higher-Order Differential Equations / 4:
Preliminary Definitions and Notation / 4.1:
Introduction / 4.1.1:
The nth-Order Ordinary Linear Differential Equation / 4.1.2:
Fundamental Set of Solutions / 4.1.3:
Existence of a Fundamental Set of Solutions / 4.1.4:
Reduction of Order / 4.1.5:
Solving Homogeneous Equations with Constant Coefficients / 4.2:
Second-Order Equations / 4.2.1:
Higher-Order Equations / 4.2.2:
Application: Testing for Diabetes
Introduction to Solving Nonhomogeneous Equations with Constant Coefficients / 4.3:
Nonhomogeneous Equations with Constant Coefficients: The Method of Undetermined Coefficients / 4.4:
Nonhomogeneous Equations with Constant Coefficients: Variation of Parameters / 4.4.1:
Higher-Order Nonhomogeneous Equations / 4.5.1:
Cauchy-Euler Equations / 4.6:
Second-Order Cauchy-Euler Equations / 4.6.1:
Higher-Order Cauchy-Euler Equations / 4.6.2:
Variation of Parameters / 4.6.3:
Series Solutions / 4.7:
Power Series Solutions about Ordinary Points / 4.7.1:
Series Solutions about Regular Singular Points / 4.7.2:
Method of Frobenius / 4.7.3:
Application: Zeros of the Bessel Functions of the First Kind
Application: The Wave Equation on a Circular Plate
Nonlinear Equations / 4.8:
Applications of Higher-Order Differential Equations / 5:
Harmonic Motion / 5.1:
Simple Harmonic Motion / 5.1.1:
Damped Motion / 5.1.2:
Forced Motion / 5.1.3:
Soft Springs / 5.1.4:
Hard Springs / 5.1.5:
Aging Springs / 5.1.6:
Application: Hearing Beats and Resonance
The Pendulum Problem / 5.2:
Other Applications / 5.3:
L-R-C Circuits / 5.3.1:
Deflection of a Beam / 5.3.2:
Bode Plots / 5.3.3:
The Catenary / 5.3.4:
Systems of Ordinary Differential Equations / 6:
Review of Matrix Algebra and Calculus / 6.1:
Defining Nested Lists, Matrices, and Vectors / 6.1.1:
Extracting Elements of Matrices / 6.1.2:
Basic Computations with Matrices / 6.1.3:
Eigenvalues and Eigenvectors / 6.1.4:
Matrix Calculus / 6.1.5:
Systems of Equations: Preliminary Definitions and Theory / 6.2:
Preliminary Theory / 6.2.1:
Linear Systems / 6.2.2:
Homogeneous Linear Systems with Constant Coefficients / 6.3:
Distinct Real Eigenvalues / 6.3.1:
Complex Conjugate Eigenvalues / 6.3.2:
Alternate Method for Solving Initial-Value Problems / 6.3.3:
Repeated Eigenvalues / 6.3.4:
Nonhomogeneous First-Order Systems: Undetermined Coefficients, Variation of Parameters, and the Matrix Exponential / 6.4:
Undetermined Coefficients / 6.4.1:
The Matrix Exponential / 6.4.2:
Numerical Methods / 6.5:
Application: Controlling the Spread of a Disease / 6.5.1:
Euler's Method / 6.5.2:
Runge-Kutta Method / 6.5.3:
Nonlinear Systems, Linearization, and Classification of Equilibrium Points / 6.6:
Real Distinct Eigenvalues / 6.6.1:
Nonlinear Systems / 6.6.2:
Applications of Systems of Ordinary Differential Equations / 7:
Mechanical and Electrical Problems with First-Order Linear Systems / 7.1:
L-R-C Circuits with Loops / 7.1.1:
L-R-C Circuit with One Loop / 7.1.2:
L-R-C Circuit with Two Loops / 7.1.3:
Spring-Mass Systems / 7.1.4:
Diffusion and Population Problems with First-Order Linear Systems / 7.2:
Diffusion through a Membrane / 7.2.1:
Diffusion through a Double-Walled Membrane / 7.2.2:
Population Problems / 7.2.3:
Applications that Lead to Nonlinear Systems / 7.3:
Biological Systems: Predator-Prey Interactions, The Lotka-Volterra System, and Food Chains in the Chemostat / 7.3.1:
Physical Systems: Variable Damping / 7.3.2:
Differential Geometry: Curvature / 7.3.3:
Laplace Transform Methods / 8:
The Laplace Transform / 8.1:
Definition of the Laplace Transform / 8.1.1:
Exponential Order / 8.1.2:
Properties of the Laplace Transform / 8.1.3:
The Inverse Laplace Transform / 8.2:
Definition of the Inverse Laplace Transform / 8.2.1:
Laplace Transform of an Integral / 8.2.2:
Solving Initial-Value Problems with the Laplace Transform / 8.3:
Laplace Transforms of Step and Periodic Functions / 8.4:
Piecewise-Defined Functions: The Unit Step Function / 8.4.1:
Solving Initial-Value Problems / 8.4.2:
Periodic Functions / 8.4.3:
Impulse Functions: The Delta Function / 8.4.4:
The Convolution Theorem / 8.5:
Integral and Integrodifferential Equations / 8.5.1:
Applications of Laplace Transforms, Part I / 8.6:
Spring-Mass Systems Revisited / 8.6.1:
L-R-C Circuits Revisited / 8.6.2:
Population Problems Revisited / 8.6.3:
Application: The Tautochrone
Laplace Transform Methods for Systems / 8.7:
Applications of Laplace Transforms, Part II / 8.8:
Coupled Spring-Mass Systems / 8.8.1:
The Double Pendulum / 8.8.2:
Application: Free Vibration of a Three-Story Building
Eigenvalue Problems and Fourier Series / 9:
Boundary-Value Problems, Eigenvalue Problems, Sturm-Liouville Problems / 9.1:
Boundary-Value Problems / 9.1.1:
Eigenvalue Problems / 9.1.2:
Sturm-Liouville Problems / 9.1.3:
Fourier Sine Series and Cosine Series / 9.2:
Fourier Sine Series / 9.2.1:
Fourier Cosine Series / 9.2.2:
Fourier Series / 9.3:
Even, Odd, and Periodic Extensions / 9.3.1:
Differentiation and Integration of Fourier Series / 9.3.3:
Parseval's Equality / 9.3.4:
Generalized Fourier Series / 9.4:
Partial Differential Equations / 10:
Introduction to Partial Differential Equations and Separation of Variables / 10.1:
The One-Dimensional Heat Equation / 10.1.1:
The Heat Equation with Homogeneous Boundary Conditions / 10.2.1:
Nonhomogeneous Boundary Conditions / 10.2.2:
Insulated Boundary / 10.2.3:
The One-Dimensional Wave Equation / 10.3:
The Wave Equation / 10.3.1:
D'Alembert's Solution / 10.3.2:
Problems in Two Dimensions: Laplace's Equation / 10.4:
Laplace's Equation / 10.4.1:
Two-Dimensional Problems in a Circular Region / 10.5:
Laplace's Equation in a Circular Region / 10.5.1:
The Wave Equation in a Circular Region / 10.5.2:
Other Partial Differential Equations / 10.5.3:
Getting Started / Appendix:
Introduction to Mathematica
A Note Regarding Different Versions of Mathematica
Getting Started with Mathematica
Five Basic Rules of Mathematica Syntax
Loading Packages
A Word of Caution
Getting Help from Mathematica
Mathematica Help
The Mathematica Menu
Bibliography
Index
Preface
Introduction to Differential Equations / 1:
Definitions and Concepts / 1.1:
10.

図書

図書
Frances Kirwan
出版情報: Cambridge : Cambridge University Press, 1992  viii, 264 p. ; 24 cm
シリーズ名: London Mathematical Society student texts ; 23
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Introduction and background / 1:
A brief history of algebraic curves / 1.1:
Relationship with other parts of mathematics / 1.2:
Number theory / 1.2.1:
Singularities and the theory of knots / 1.2.2:
Complex analysis / 1.2.3:
Abelian integrals / 1.2.4:
Real Algebraic Curves / 1.3:
Hilbert's Nullstellensatz / 1.3.1:
Techniques for drawing real algebraic curves / 1.3.2:
Real algebraic curves inside complex algebraic curves / 1.3.3:
Important examples of real algebraic curves / 1.3.4:
Foundations / 2:
Complex algebraic curves in C[superscript 2] / 2.1:
Complex projective spaces / 2.2:
Complex projective curves in P[subscript 2] / 2.3:
Affine and projective curves / 2.4:
Exercises / 2.5:
Algebraic properties / 3:
Bezout's theorem / 3.1:
Points of inflection and cubic curves / 3.2:
Topological properties / 3.3:
The degree-genus formula / 4.1:
The first method of proof / 4.1.1:
The second method of proof / 4.1.2:
Branched covers of P[subscript 1] / 4.2:
Proof of the degree-genus formula / 4.3:
Riemann surfaces / 4.4:
The Weierstrass [weierp]-function / 5.1:
Differentials on Riemann surfaces / 5.2:
Holomorphic differentials / 6.1:
Abel's theorem / 6.2:
The Riemann-Roch theorem / 6.3:
Singular curves / 6.4:
Resolution of singularities / 7.1:
Newton polygons and Puiseux expansions / 7.2:
The topology of singular curves / 7.3:
Algebra / 7.4:
Topology / B:
Covering projections / C.1:
The genus is a topological invariant / C.2:
Spheres with handles / C.3:
Introduction and background / 1:
A brief history of algebraic curves / 1.1:
Relationship with other parts of mathematics / 1.2:
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