Finance and insurance companies are facing a wide range of parametric statistical problems. Statistical experiments generated by a sample of independent and identically distributed random variables are frequent and well understood, especially those consisting of probability measures of an exponential type. However, the aforementioned applications also offer non-classical experiments implying observation samples of independent but not identically distributed random variables or even dependent random variables. Three examples of such experiments are treated in this book. First, the Generalized Linear Models are studied. They extend the standard regression model to non-Gaussian distributions. Statistical experiments with Markov chains are considered next. Finally, various statistical experiments generated by fractional Gaussian noise are also described. In this book, asymptotic properties of several sequences of estimators are detailed. The notion of asymptotical efficiency is discussed for the different statistical experiments considered in order to give the proper sense of estimation risk. Eighty examples and computations with R software are given throughout the text.

Assuming no previous study in logic, this informal yet rigorous text covers the material of a standard undergraduate first course in mathematical logic, using natural deduction and leading up to the completeness theorem for first-order logic. At each stage of the text, the reader is given an intuition based on standard mathematical practice, which is subsequently developed with clean formal mathematics. Alongside the practical examples, readers learn what can and can't be calculated; for example the correctness of a derivation proving a given sequent can be tested mechanically, but there is no general mechanical test for the existence of a derivation proving the given sequent. The undecidability results are proved rigorously in an optional final chapter, assuming Matiyasevich's theorem characterising the computably enumerable relations. Rigorous proofs of the adequacy and completeness proofs of the relevant logics are provided, with careful attention to the languages involved. Optional sections discuss the classification of mathematical structures by first-order theories; the required theory of cardinality is developed from scratch. Throughout the book there are notes on historical aspects of the material, and connections with linguistics and computer science, and the discussion of syntax and semantics is influenced by modern linguistic approaches. Two basic themes in recent cognitive science studies of actual human reasoning are also introduced. Including extensive exercises and selected solutions, this text is ideal for students in Logic, Mathematics, Philosophy, and Computer Science.

This book provides a concise introduction to both the special theory of relativity and the general theory of relativity. The format is chosen to provide the basis for a single semester course which can take the students all the way from the foundations of special relativity to the core results of general relativity: the Einstein equation and the equations of motion for particles and light in curved spacetime. To facilitate access to the topics of special and general relativity for science and engineering students without prior training in relativity or geometry, the relevant geometric notions are also introduced and developed from the ground up. Students in physics, mathematics or engineering with an interest to learn Einstein's theories of relativity should be able to use this book already in the second semester of their third year. The book could also be used as the basis of a graduate level introduction to relativity for students who did not learn relativity as part of their undergraduate training.

Developments in the use of game theory have impacted multiple fields and created opportunities for new applications. With the ubiquity of these developments, there is an increase in the overall utilization of this approach. Game Theory: Breakthroughs in Research and Practice contains a compendium of the latest academic material on the usage, strategies, and applications for implementing game theory across a variety of industries and fields. Including innovative studies on economics, military strategy, and political science, this multi-volume book is an ideal source for professionals, practitioners, graduate students, academics, and researchers interested in the applications of game theory.

This book provides a set of theoretical and numerical tools useful for the study of wave propagation in metamaterials and photonic crystals. While concentrating on electromagnetic waves, most of the material can be used for acoustic (or quantum) waves. For each presented numerical method, numerical code written in MATLAB (R) is presented. The codes are limited to 2D problems and can be easily translated in Python or Scilab, and used directly with Octave as well.

Nonlinear Time Series Analysis with R provides a practical guide to emerging empirical techniques allowing practitioners to diagnose whether highly fluctuating and random appearing data are most likely driven by random or deterministic dynamic forces. It joins the chorus of voices recommending 'getting to know your data' as an essential preliminary evidentiary step in modelling. Time series are often highly fluctuating with a random appearance. Observed volatility is commonly attributed to exogenous random shocks to stable real-world systems. However, breakthroughs in nonlinear dynamics raise another possibility: highly complex dynamics can emerge endogenously from astoundingly parsimonious deterministic nonlinear models. Nonlinear Time Series Analysis (NLTS) is a collection of empirical tools designed to aid practitioners detect whether stochastic or deterministic dynamics most likely drive observed complexity. Practitioners become 'data detectives' accumulating hard empirical evidence supporting their modelling approach. This book is targeted to professionals and graduate students in engineering and the biophysical and social sciences. Its major objectives are to help non-mathematicians - with limited knowledge of nonlinear dynamics - to become operational in NLTS; and in this way to pave the way for NLTS to be adopted in the conventional empirical toolbox and core coursework of the targeted disciplines. Consistent with modern trends in university instruction, the book makes readers active learners with hands-on computer experiments in R code directing them through NLTS methods and helping them understand the underlying logic (please see www.marco.bittelli.com). The computer code is explained in detail so that readers can adjust it for use in their own work. The book also provides readers with an explicit framework - condensed from sound empirical practices recommended in the literature - that details a step-by-step procedure for applying NLTS in real-world data diagnostics.

This book contains an extensive illustration of use of finite difference method in solving the boundary value problem numerically. A wide class of differential equations has been numerically solved in this book. Starting with differential equations of elementary functions like hyperbolic, sine and cosine, we have solved those of special functions like Hermite, Laguerre and Legendre. Those of Airy function, of stationary localised wavepacket, of the quantum mechanical problem of a particle in a 1D box, and the polar equation of motion under gravitational interaction have also been solved. Mathematica 6.0 has been used to solve the system of linear equations that we encountered and to plot the numerical data. Comparison with known analytic solutions showed nearly perfect agreement in every case. On reading this book, readers will become adept in using the method.

First Semester Calculus for Students of Mathematics and Related Disciplines equips students with a strong working knowledge of the fundamental principles of calculus, providing an engaging and accessible entry point into this critical field of study. It prepares students for more advanced courses in calculus and also helps them understand how to apply basic principles of calculus to solve problems within a wide range of disciplines, including business, biology, engineering, science, liberal arts and, of course, mathematics. The text employs rigorous treatment of early calculus topics and detailed explanations to facilitate deeper understanding of later material. Over the course of five chapters, students learn about symbolic logic, continuity and limits, derivatives, antiderivatives, and applications of each. Throughout, students are provided with rich guidance and copious opportunities to deepen their personal understanding of the subject matter. In the second edition, a more efficient layout better highlights major theorems and definitions. Additionally, over 300 new exercises have been added to further aid student learning. Highly readable and innovative, yet pedagogically solid and very applicable, First Semester Calculus for Students of Mathematics and Related Disciplines is an ideal resource for a variety of courses that apply concepts of calculus to solve mathematical and real-world problems.