Neural Nets and Chaotic Carriers develops rational principles for the design of associative memories, with a view to applying these principles to models with irregularly oscillatory operation so evident in biological neural systems, and necessitated by the meaninglessness of absolute signal levels.Design is based on the criterion that an associative memory must be able to cope with "fading data", i.e., to form an inference from the data even as its memory of that data degrades. The resultant net shows striking biological parallels. When these principles are combined with the Freeman specification of a neural oscillator, some remarkable effects emerge. For example, the commonly-observed phenomenon of neuronal bursting appears, with gamma-range oscillation modulated by a low-frequency square-wave oscillation (the "escapement oscillation"). Bridging studies and new results of artificial and biological neural networks, the book has a strong research character. It is, on the other hand, accessible to non-specialists for its concise exposition on the basics.

Point-to-point vs hub-and-spoke. Questions of network design are real and involve many billions of dollars. Yet little is known about optimising design - nearly all work concerns optimising flow assuming a given design. This foundational book tackles optimisation of network structure itself, deriving comprehensible and realistic design principles. With fixed material cost rates, a natural class of models implies the optimality of direct source-destination connections, but considerations of variable load and environmental intrusion then enforce trunking in the optimal design, producing an arterial or hierarchical net. Its determination requires a continuum formulation, which can however be simplified once a discrete structure begins to emerge. Connections are made with the masterly work of Bendsoe and Sigmund on optimal mechanical structures and also with neural, processing and communication networks, including those of the Internet and the World Wide Web. Technical appendices are provided on random graphs and polymer models and on the Klimov index.

This book has exerted a continuing appeal since its original publication in 1970. It develops the theory of probability from axioms on the expectation functional rather than on probability measure, demonstrates that the standard theory unrolls more naturally and economically this way, and that applications of real interest can be addressed almost immediately. A secondary aim of the original text was to introduce fresh examples and convincing applications, and that aim is continued in this edition, a general revision plus the addition of chapters giving an economical introduction to dynamic programming, that is then applied to the allocation problems represented by portfolio selection and the multi-armed bandit. The investment theme is continued with a critical investigation of the concept of risk-free'trading and the associated Black-Sholes formula, while another new chapter develops the basic ideas of large deviations. The book may be seen as an introduction to probability for students with a basic mathematical facility, covering the standard material, but different in that it is unified by its theme and covers an unusual range of modern applications.

This book is a complete revision of the earlier work Probability which ap peared in 1970. While revised so radically and incorporating so much new material as to amount to a new text, it preserves both the aim and the approach of the original. That aim was stated as the provision of a 'first text in probability, de manding a reasonable but not extensive knowledge of mathematics, and taking the reader to what one might describe as a good intermediate level'. In doing so it attempted to break away from stereotyped applications, and consider applications of a more novel and significant character. The particular novelty of the approach was that expectation was taken as the prime concept, and the concept of expectation axiomatized rather than that of a probability measure. In the preface to the original text of 1970 (reproduced below, together with that to the Russian edition of 1982) I listed what I saw as the advantages of the approach in as unlaboured a fashion as I could. I also took the view that the text rather than the author should persuade, and left the text to speak for itself. It has, indeed, stimulated a steady interest, to the point that Springer-Verlag has now commissioned this complete reworking."

Point-to-point vs. hub-and-spoke. Questions of network design are real and involve many billions of dollars. Yet little is known about optimizing design - nearly all work concerns optimizing flow assuming a given design. This foundational book tackles optimization of network structure itself, deriving comprehensible and realistic design principles. With fixed material cost rates, a natural class of models implies the optimality of direct source-destination connections, but considerations of variable load and environmental intrusion then enforce trunking in the optimal design, producing an arterial or hierarchical net. Its determination requires a continuum formulation, which can however be simplified once a discrete structure begins to emerge. Connections are made with the masterly work of Bendsoe and Sigmund on optimal mechanical structures and also with neural, processing and communication networks, including those of the Internet and the Worldwide Web. Technical appendices are provided on random graphs and polymer models and on the Klimov index.

This book has exerted a continuing appeal since its original publication in 1970. It develops the theory of probability from axioms on the expectation functional rather than on probability measure, demonstrates that the standard theory unrolls more naturally and economically this way, and that applications of real interest can be addressed almost immediately. A secondary aim of the original text was to introduce fresh examples and convincing applications, and that aim is continued in this edition, a general revision plus the addition of chapters giving an economical introduction to dynamic programming, that is then applied to the allocation problems represented by portfolio selection and the multi-armed bandit. The investment theme is continued with a critical investigation of the concept of risk-free'trading and the associated Black-Sholes formula, while another new chapter develops the basic ideas of large deviations. The book may be seen as an introduction to probability for students with a basic mathematical facility, covering the standard material, but different in that it is unified by its theme and covers an unusual range of modern applications.

Title: Marina; or an historical and descriptive account of Southport, Lytham, and Blackpool, situate on the western coast of Lancashire.Publisher: British Library, Historical Print EditionsThe British Library is the national library of the United Kingdom. It is one of the world's largest research libraries holding over 150 million items in all known languages and formats: books, journals, newspapers, sound recordings, patents, maps, stamps, prints and much more. Its collections include around 14 million books, along with substantial additional collections of manuscripts and historical items dating back as far as 300 BC.The HISTORY OF BRITAIN & IRELAND collection includes books from the British Library digitised by Microsoft. As well as historical works, this collection includes geographies, travelogues, and titles covering periods of competition and cooperation among the people of Great Britain and Ireland. Works also explore the countries' relations with France, Germany, the Low Countries, Denmark, and Scandinavia. ++++The below data was compiled from various identification fields in the bibliographic record of this title. This data is provided as an additional tool in helping to insure edition identification: ++++ British Library Whittle, Peter; 1831. 3 pts.; 8 . 10349.cc.11.(1.)

This scarce antiquarian book is a selection from Kessinger Publishing's Legacy Reprint Series. Due to its age, it may contain imperfections such as marks, notations, marginalia and flawed pages. Because we believe this work is culturally important, we have made it available as part of our commitment to protecting, preserving, and promoting the world's literature. Kessinger Publishing is the place to find hundreds of thousands of rare and hard-to-find books with something of interest for everyone

Prediction and Regulation by Linear Least-Square Methods was first published in 1963. This revised second edition was issued in 1983. Minnesota Archive Editions uses digital technology to make long-unavailable books once again accessible, and are published unaltered from the original University of Minnesota Press editions.During the past two decades, statistical theories of prediction and control have assumed an increasing importance in all fields of scientific research. To understand a phenomenon is to be able to predict it and to influence it in predictable ways. First published in 1963 and long out of print, Prediction and Regulation by Linear Least-Square Methods offers important tools for constructing models of dynamic phenomena. This elegantly written book has been a basic reference for researchers in many applied sciences who seek practical information about the representation and manipulation of stationary stochastic processes. Peter Whittle's text has a devoted group of readers and users, especially among economists. This edition contains the unchanged text of the original and adds new works by the author and a foreword by economist Thomas J. Sargent.