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This book is intended as an introduction to harmonic analysis and generalized Gelfand pairs. Starting with the elementary theory of Fourier series and Fourier integrals, the author proceeds to abstract harmonic analysis on locally compact abelian groups and Gelfand pairs. Finally a more advanced theory of generalized Gelfand pairs is developed. This book is aimed at advanced undergraduates or beginning graduate students. The scope of the book is limited, with the aim of enabling students to reach a level suitable for starting PhD research. The main prerequisites for the book are elementary real, complex and functional analysis. In the later chapters, familiarity with some more advanced functional analysis is assumed, in particular with the spectral theory of (unbounded) self-adjoint operators on a Hilbert space. From the contents Fourier series Fourier integrals Locally compact groups Haar measures Harmonic analysis on locally compact abelian groups Theory and examples of Gelfand pairs Theory and examples of generalized Gelfand pairs
This book is an introduction to financial mathematics. The first part of the book studies a simple one-period model which serves as a building block for later developments. Topics include the characterization of arbitrage-free markets, preferences on asset profiles, an introduction to equilibrium analysis, and monetary measures of risk. In the second part, the idea of dynamic hedging of contingent claims is developed in a multiperiod framework. Such models are typically incomplete: They involve intrinsic risks which cannot be hedged away completely. Topics include martingale measures, pricing formulas for derivatives, American options, superhedging, and hedging strategies with minimal shortfall risk. In addition to many corrections and improvements, this second edition contains several new sections, including a systematic discussion of law-invariant risk measures and of the connections between American options, superhedging, and dynamic risk measures.
A self-contained undergraduate-level course in optimization with semidifferential calculus, complete with numerous examples and exercises.
This volume brings together scholars across various domains of the history and philosophy of mathematics, investigating duality as a multi-faceted phenomenon. Encompassing both systematic analysis and historical examination, the book endeavors to elucidate the status, roles, and dynamics of duality within the realms of 19th and 20th-century mathematics. Eschewing a priori notions, the contributors embrace the diverse interpretations and manifestations of duality, thus presenting a nuanced and comprehensive perspective on this intricate subject. Spanning a broad spectrum of mathematical topics and historical periods, the book uses detailed case studies to investigate the different forms in wh...
This second edition provides an enhanced exposition of the long-overlooked Hadamard semidifferential calculus, first introduced in the 1920s by mathematicians Jacques Hadamard and Maurice René Fréchet. Hadamard semidifferential calculus is possibly the largest family of nondifferentiable functions that retains all the features of classical differential calculus, including the chain rule, making it a natural framework for initiating a large audience of undergraduates and non-mathematicians into the world of nondifferentiable optimization. Introduction to Optimization and Hadamard Semidifferential Calculus, Second Edition builds upon its prior editions foundations in Hadamard semidifferent...
Mathematics has for centuries been stimulated, financed and credited by military purposes. Some mathematical thoughts and mathematical technology have also been vital in war. During World War II mathematical work by the Anti-Hitler coalition was part of an aspiration to serve humanity and not help destroy it. At present, it is not an easy task to view the bellicose potentials of mathematics in a proper perspective. The book presents historical evidence and recent changes in the interaction between mathematics and the military. It discusses the new mathematically enhanced development of military technology which seems to have changed the very character of modern warfare.
This monograph presents the state of the art of convexity, with an emphasis to integral representation. The exposition is focused on Choquet's theory of function spaces with a link to compact convex sets. An important feature of the book is an interplay between various mathematical subjects, such as functional analysis, measure theory, descriptive set theory, Banach spaces theory and potential theory. A substantial part of the material is of fairly recent origin and many results appear in the book form for the first time. The text is self-contained and covers a wide range of applications. From the contents: Geometry of convex sets Choquet theory of function spaces Affine functions on compact convex sets Perfect classes of functions and representation of affine functions Simplicial function spaces Choquet's theory of function cones Topologies on boundaries Several results on function spaces and compact convex sets Continuous and measurable selectors Construction of function spaces Function spaces in potential theory and Dirichlet problem Applications
An Annotated Timeline of Operations Research: An Informal History recounts the evolution of Operations Research (OR) as a new science - the science of decision making. Arising from the urgent operational issues of World War II, the philosophy and methodology of OR has permeated the resolution of decision problems in business, industry, and government. The Timeline chronicles the history of OR in the form of self-contained, expository entries. Each entry presents a concise explanation of the events and people under discussion, and provides key sources where further relevant information can be obtained. In addition, books and papers that have influenced the development of OR or helped to educa...
This book explores facets of Otto Neugebauer's career, his impact on the history and practice of mathematics, and the ways in which his legacy has been preserved or transformed in recent decades, looking ahead to the directions in which the study of the history of science will head in the twenty-first century. Neugebauer, more than any other scholar of recent times, shaped the way we perceive premodern science. Through his scholarship and influence on students and collaborators, he inculcated both an approach to historical research on ancient and medieval mathematics and astronomy through precise mathematical and philological study of texts, and a vision of these sciences as systems of knowledge and method that spread outward from the ancient Near Eastern civilizations, crossing cultural boundaries and circulating over a tremendous geographical expanse of the Old World from the Atlantic to India.