Books in the Encyclopedia of Mathematics and its Applications series

This book presents an up-to-date, unified treatment of research in bounded arithmetic and complexity of propositional logic, with emphasis on independence proofs and lower bound proofs. The author discusses the deep connections between logic and complexity theory and lists a number of intriguing open problems. An introduction to the basics of logic and complexity theory is followed by discussion of important results in propositional proof systems and systems of bounded arithmetic. More advanced topics are then treated, including polynomial simulations and conservativity results, various witnessing theorems, the translation of bounded formulas (and their proofs) into propositional ones, the method of random partial restrictions and its applications, direct independence proofs, complete systems of partial relations, lower bounds to the size of constant-depth propositional proofs, the method of Boolean valuations, the issue of hard tautologies and optimal proof systems, combinatorics and complexity theory within bounded arithmetic, and relations to complexity issues of predicate calculus. Students and researchers in mathematical logic and complexity theory will find this comprehensive treatment an excellent guide to this expanding interdisciplinary area.

This revised and expanded new edition will continue to meet the needs for an authoritative, up-to-date, self contained, and comprehensive account of the rapidly growing field of basic hypergeometric series, or q-series. Simplicity, clarity, deductive proofs, thoughtfully designed exercises, and useful appendices are among its strengths. The first five chapters cover basic hypergeometric series and integrals, whilst the next five are devoted to applications in various areas including Askey-Wilson integrals and orthogonal polynomials, partitions in number theory, multiple series, orthogonal polynomials in several variables, and generating functions. Chapters 9-11 are new for the second edition, the final chapter containing a simplified version of the main elements of the theta and elliptic hypergeometric series as a natural extension of the single-base q-series. Some sections and exercises have been added to reflect recent developments, and the Bibliography has been revised to maintain its comprehensiveness.

This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions. This then leads to a comprehensive treatment of ergodic control, a problem that straddles stochastic control and the ergodic theory of Markov processes. The interplay between the probabilistic and ergodic-theoretic aspects of the problem, notably the asymptotics of empirical measures on one hand, and the analytic aspects leading to a characterization of optimality via the associated Hamilton-Jacobi-Bellman equation on the other, is clearly revealed. The more abstract controlled martingale problem is also presented, in addition to many other related issues and models. Assuming only graduate-level probability and analysis, the authors develop the theory in a manner that makes it accessible to users in applied mathematics, engineering, finance and operations research.

Simplex geometry is a topic generalizing geometry of the triangle and tetrahedron. The appropriate tool for its study is matrix theory, but applications usually involve solving huge systems of linear equations or eigenvalue problems, and geometry can help in visualizing the behaviour of the problem. In many cases, solving such systems may depend more on the distribution of non-zero coefficients than on their values, so graph theory is also useful. The author has discovered a method that in many (symmetric) cases helps to split huge systems into smaller parts. Many readers will welcome this book, from undergraduates to specialists in mathematics, as well as non-specialists who only use mathematics occasionally, and anyone who enjoys geometric theorems. It acquaints the reader with basic matrix theory, graph theory and elementary Euclidean geometry so that they too can appreciate the underlying connections between these various areas of mathematics and computer science.

Mathematical models of bond markets are of interest to researchers working in applied mathematics, especially in mathematical finance. This book concerns bond market models in which random elements are represented by Levy processes. These are more flexible than classical models and are well suited to describing prices quoted in a discontinuous fashion. The book's key aims are to characterize bond markets that are free of arbitrage and to analyze their completeness. Nonlinear stochastic partial differential equations (SPDEs) are an important tool in the analysis. The authors begin with a relatively elementary analysis in discrete time, suitable for readers who are not familiar with finance or continuous time stochastic analysis. The book should be of interest to mathematicians, in particular to probabilists, who wish to learn the theory of the bond market and to be exposed to attractive open mathematical problems.

It is possible to associate a topological space to the category of modules over any ring. This space, the Ziegler spectrum, is based on the indecomposable pure-injective modules. Although the Ziegler spectrum arose within the model theory of modules and plays a central role in that subject, this book concentrates specifically on its algebraic aspects and uses. The central aim is to understand modules and the categories they form through associated structures and dimensions, which reflect the complexity of these, and similar, categories. The structures and dimensions considered arise particularly through the application of model-theoretic and functor-category ideas and methods. Purity and associated notions are central, localisation is an ever-present theme and various types of spectrum play organising roles. This book presents a unified, coherent account of material which is often presented from very different viewpoints and clarifies the relationships between these various approaches.