Number Systems

Bayesian Computation with R (Use R)

There has been a dramatic growth in the development and application of Bayesian inferential methods. Some of this growth is due to the availability of powerful simulation-based algorithms to summarize posterior distributions. There has been also a growing interest in the use of the system R for statistical analyses. R's open source nature, free availability, and large number of contributor packages have made R the software of choice for many statisticians in education and industry.

Bayesian Computation with R introduces Bayesian modeling by the use of computation using the R language. The early chapters present the basic tenets of Bayesian thinking by use of familiar one and two-parameter inferential problems. Bayesian computational methods such as Laplace's method, rejection sampling, and the SIR algorithm are illustrated in the context of a random effects model. The construction and implementation of Markov Chain Monte Carlo (MCMC) methods is introduced. These simulation-based algorithms are implemented for a variety of Bayesian applications such as normal and binary response regression, hierarchical modeling, order-restricted inference, and robust modeling. Algorithms written in R are used to develop Bayesian tests and assess Bayesian models by use of the posterior predictive distribution. The use of R to interface with WinBUGS, a popular MCMC computing language, is described with several illustrative examples.

This book is a suitable companion book for an introductory course on Bayesian methods. Also the book is valuable to the statistical practitioner who wishes to learn more about the R language and Bayesian methodology. The LearnBayes package, written by the author and available from the CRAN website, contains all of the R functions described in the book.

Implementing Models in Quantitative Finance: Methods and Cases (Springer Finance)

This book puts numerical methods into action for the purpose of solving concrete problems arising in quantitative finance. Part one develops a comprehensive toolkit including Monte Carlo simulation, numerical schemes for partial differential equations, stochastic optimization in discrete time, copula functions, transform-based methods and quadrature techniques. The content originates from class notes written for courses on numerical methods for finance and exotic derivative pricing held by the authors at Bocconi University since the year 2000. Part two proposes eighteen self-contained cases covering model simulation, derivative valuation, dynamic hedging, portfolio selection, risk management, statistical estimation and model calibration. It encompasses a wide variety of problems arising in markets for equity, interest rates, credit risk, energy and exotic derivatives. Each case introduces a problem, develops a detailed solution and illustrates empirical results. Proposed algorithms are implemented using either Matlab^® or Visual Basic for Applications^® in collaboration with contributors.

The Book of Numbers: The Secret of Numbers and How They Changed the World

Unraveling the secrets of numbers, from the discovery of zero to infinity.

In clear language, The Book of Numbers cuts through the mystery and fear surrounding numbers to reveal their fascinating nature and roles in architecture, quantum mechanics, computer technology, biology, commerce, philosophy, art, music, religion and more. Indeed, numbers are part of every discipline in the sciences and the arts.

With 350 illustrations, including diagrams, photographs and computer imagery, the book chronicles the centuries-long search for the meaning of numbers by famous and lesser-known mathematicians, and explains the puzzling aspects of the mathematical world. Topics include:

• The earliest ideas of numbers and counting
• Patterns, logic, calculating
• Natural, perfect, amicable and prime numbers
• Numerology, the power of numbers, superstition
• The computer, the Enigma Code
• Infinity, the speed of light, relativity
• Complex numbers
• The Big Bang and Chaos theories
• The Philosopher's Stone.

The Book of Numbers shows enthusiastically that numbers are neither boring nor dull but rather involve intriguing connections, rivalries, secret documents and even mysterious deaths.

Nodal Discontinuous Galerkin Methods: Algorithms, Analysis, and Applications (Texts in Applied Mathematics)

The text offers an introduction to the key ideas, basic analysis, and efficient implementation of discontinuous Galerkin finite element methods (DG-FEM) for the solution of partial differential equations. All key theoretical results are either derived or discussed, including an overview of relevant results from approximation theory, convergence theory for numerical PDE’s, orthogonal polynomials etc. Through embedded Matlab codes, the algorithms are discussed and implemented for a number of classic systems of PDE’s, e.g., Maxwell’s equations, Euler equations, incompressible Navier-Stokes equations, and Poisson- and Helmholtz equations. These developments are done in detail in one and two dimensions on general unstructured grids with high-order elements and all essential routines for 3D extensions are also included and discussed briefly. The three appendices contain an overview of orthogonal polynomials and associated library routines used throughout, a brief introduction to grid generation, and an overview of the associated software (where to get it, list of variables etc).

A variety of exercises are included at the end of most chapters.

An Introduction to Mathematical Reasoning: Numbers, Sets and Functions

This book eases students into the rigors of university mathematics. The emphasis is on understanding and constructing proofs and writing clear mathematics. The author achieves this by exploring set theory, combinatorics, and number theory, topics that include many fundamental ideas and may not be a part of a young mathematician's toolkit. This material illustrates how familiar ideas can be formulated rigorously, provides examples demonstrating a wide range of basic methods of proof, and includes some of the all-time-great classic proofs. The book presents mathematics as a continually developing subject. Material meeting the needs of readers from a wide range of backgrounds is included. The over 250 problems include questions to interest and challenge the most able student but also plenty of routine exercises to help familiarize the reader with the basic ideas.

The purpose of this book is to introduce the basic ideas of mathematical proof to students embarking on university mathematics. The emphasis is on helping the reader in understanding and constructing proofs and writing clear mathematics. Over 250 problems include questions to interest and challenge the most able student but also plenty of routine exercises to help familiarize the reader with the basic ideas.

This book eases students into the rigors of university mathematics. The emphasis is on understanding and constructing proofs and writing clear mathematics. The author achieves this by exploring set theory, combinatorics, and number theory, topics that include many fundamental ideas and may not be a part of a young mathematician's toolkit. This material illustrates how familiar ideas can be formulated rigorously, provides examples demonstrating a wide range of basic methods of proof, and includes some of the all-time-great classic proofs. The book presents mathematics as a continually developing subject. Material meeting the needs of readers from a wide range of backgrounds is included. The over 250 problems include questions to interest and challenge the most able student but also plenty of routine exercises to help familiarize the reader with the basic ideas.

The Book of Numbers

The Book of Numbers lets readers of all levels of mathematical sophistication (or lack thereof) understand the origins, patterns, and interrelationships of different numbers. Whether it is a visualization of the Catalan numbers or an explanation of how the Fibonacci numbers occur in nature, there is something in here to delight everyone. The diagrams and pictures, many of which are in color, make this book particularly appealing and fun. A few of the discussions may be confusing to those who are not adept mathematicians; those who are may be irked that certain facts are mentioned without an accompanying proof. Nonetheless, The Book of Numbers will succeed in infecting any reader with an enthusiasm for numbers.

In THE BOOK OF NUMBERS, two famous mathematicians fascinated by beautiful and intriguing number patterns share their insights and discoveries with each other and with readers. John Conway is the showman, master of mathematical games and flamboyant presentations; Richard Guy is the encyclopedist, always on top of problems waiting to be solved. Together they show us why patterns and properties of numbers have captivated mathematicians and non-mathematicians alike for centuries. THE BOOK OF NUMBERS features Conway and Guy's favorite stories about all the kinds of numbers any of us is likely to encounter, and many others besides. "Our aim," the authors write, "is to bring to the inquisitive reader. . .an explanation of the many ways the word 'number' is used." They explore patterns that emerge in arithmetic, algebra, and geometry, describe these pattern' relevance both inside and outside mathematics, and introduce the strange worlds of complex, transcendental, and surreal numbers. This unique book brings together facts, pictures and stories about numbers in a way that no one but an extraordinarily talented pair of mathematician/writers could do.

Complex Numbers from A to ...Z

It is impossible to imagine modern mathematics without complex numbers. Complex Numbers from A to . . . Z introduces the reader to this fascinating subject that, from the time of L. Euler, has become one of the most utilized ideas in mathematics.

The exposition concentrates on key concepts and then elementary results concerning these numbers. The reader learns how complex numbers can be used to solve algebraic equations and to understand the geometric interpretation of complex numbers and the operations involving them.

The theoretical parts of the book are augmented with rich exercises and problems at various levels of difficulty. A special feature of the book is the last chapter, a selection of outstanding Olympiad and other important mathematical contest problems solved by employing the methods already presented.

The book reflects the unique experience of the authors. It distills a vast mathematical literature, most of which is unknown to the western public, and captures the essence of an abundant problem culture. The target audience includes undergraduates, high school students and their teachers, mathematical contestants (such as those training for Olympiads or the W. L. Putnam Mathematical Competition) and their coaches, as well as anyone interested in essential mathematics.

Monte Carlo Strategies in Scientific Computing (Springer Series in Statistics)

This paperback edition is a reprint of the 2001 Springer edition.

This book provides a self-contained and up-to-date treatment of the Monte Carlo method and develops a common framework under which various Monte Carlo techniques can be "standardized" and compared. Given the interdisciplinary nature of the topics and a moderate prerequisite for the reader, this book should be of interest to a broad audience of quantitative researchers such as computational biologists, computer scientists, econometricians, engineers, probabilists, and statisticians. It can also be used as the textbook for a graduate-level course on Monte Carlo methods. Many problems discussed in the alter chapters can be potential thesis topics for masters’ or Ph.D. students in statistics or computer science departments.

Jun Liu is Professor of Statistics at Harvard University, with a courtesy Professor appointment at Harvard Biostatistics Department. Professor Liu was the recipient of the 2002 COPSS Presidents' Award, the most prestigious one for statisticians and given annually by five leading statistical associations to one individual under age 40. He was selected as a Terman Fellow by Stanford University in 1995, as a Medallion Lecturer by the Institute of Mathematical Statistics (IMS) in 2002, and as a Bernoulli Lecturer by the International Bernoulli Society in 2004. He was elected to the IMS Fellow in 2004 and Fellow of the American Statistical Association in 2005. He and co-workers have published more than 130 research articles and book chapters on Bayesian modeling and computation, bioinformatics, genetics, signal processing, stochastic dynamic systems, Monte Carlo methods, and theoretical statistics.

"An excellent survey of current Monte Carlo methods. The applications amply demonstrate the relevance of this approach to modern computing. The book is highly recommended." (Mathematical Reviews)

"This book provides comprehensive coverage of Monte Carlo methods, and in the process uncovers and discusses commonalities among seemingly disparate techniques that arose in various areas of application. … The book is well organized; the flow of topics follows a logical development. … The coverage is up-to-date and comprehensive, and so the book is a good resource for people conducting research on Monte Carlo methods. … The book would be an excellent supplementary text for a course in scientific computing … ." (SIAM Review)

"The strength of this book is in bringing together advanced Monte Carlo (MC) methods developed in many disciplines. … Throughout the book are examples of techniques invented, or reinvented, in different fields that may be applied elsewhere. … Those interested in using MC to solve difficult problems will find many ideas, collected from a variety of disciplines, and references for further study." (Technometrics)

Functional Equations and How to Solve Them (Problem Books in Mathematics)

Over the years, a number of books have been written on the theory of functional equations. However, very little has been published which helps readers to solve functional equations in mathematics competitions and mathematical problem solving. This book fills that gap. The student who encounters a functional equation on a mathematics contest will need to investigate solutions to the equation by finding all solutions, or by showing that all solutions have a particular property. The emphasis here will be on the development of those tools which are most useful in assigning a family of solutions to each functional equation in explicit form.

At the end of each chapter, readers will find a list of problems associated with the material in that chapter. The problems vary greatly, with the easiest problems being accessible to any high school student who has read the chapter carefully. The most difficult problems will be a reasonable challenge to advanced students studying for the International Mathematical Olympiad at the high school level or the William Lowell Putnam Competition for university undergraduates. The book ends with an appendix containing topics that provide a springboard for further investigation of the concepts of limits, infinite series and continuity.

The Universal History of Numbers: From Prehistory to the Invention of the Computer

The title doesn't lie. Mathematician Georges Ifrah's masterpiece, The Universal History of Numbers, is a wonderfully comprehensive overview of numbers and counting spanning all the inhabited continents as far back in time as records will allow us to look. Beyond the ancient Babylonians, Sumerians, and Indians, Ifrah takes us farther south into Africa to examine an early decimal counting system and into ancient Mexico to reconstruct what we can of the Mayan calendar and numerical system. The 27 chapters are chiefly organized by culture, though there are some cross-cultural overviews of topics like letters and numbers.

The author's aim was grand: "to provide in simple and accessible terms the full and complete answer to all and any questions ... about the history of numbers and counting, from prehistory to the age of computers." This led him to wander the world for 10 years, studying and learning; this scholastic pilgrim has returned with amazing stories to tell. Toward the end of the book, Ifrah makes the book truly universal by refuting alien-intervention theories of cultural origins--surely our benefactors would have given us an efficient decimal counting system, zero and all, before helping us build pyramids and such. Such charming ideas, combined with such rigorously researched facts, make The Universal History of Numbers a uniquely important and fascinating volume. --Rob Lightner

"Georges Ifrah is the man. This book, quite simply, rules. . . . It is outstanding . . . a mind-boggling and enriching experience." -The Guardian (London) "Monumental. . . . a fascinating journey taking us through many different cultures."-The Times (London)"Ifrah's book amazes and fascinates by the scope of its scholarship. It is nothing less than the history of the human race told through figures." -International Herald Tribune Now in paperback, here is Georges Ifrah's landmark international bestseller-the first complete, universal study of the invention and evolution of numbers the world over. A riveting history of counting and calculating, from the time of the cave dwellers to the twentieth century, this fascinating volume brings numbers to thrilling life, explaining their development in human terms, the intriguing situations that made them necessary, and the brilliant achievements in human thought that they made possible. It takes us through the numbers story from Europe to China, via ancient Greece and Rome, Mesopotamia, Latin America, India, and the Arabic countries. Exploring the many ways civilizations developed and changed their mathematical systems, Ifrah imparts a unique insight into the nature of human thought-and into how our understanding of numbers and the ways they shape our lives have changed and grown over thousands of years. "Dazzling."-Kirkus Reviews "Sure to transfix readers."-PublishersWeekly