Probability Theory and Its Applications in China


Book Description

Probability theory has always been an active field of research in China, but, until recently, almost all of this research was written in Chinese. This book contains surveys by some of China's leading probabilists, with a fairly complete coverage of theoretical probability and selective coverage of applied topics. The purpose of the book is to provide an account of the most significant results in probability obtained in China in the past few decades and to promote communication between probabilists in China and those in other countries. This collection will be of interest to graduate students and researchers in mathematics and probability theory, as well as to researchers in such areas as physics, engineering, biochemistry, and information science. Among the topics covered here are: stochastic analysis, stochastic differential equations, Dirichlet forms, Brownian motion and diffusion, potential theory, geometry of manifolds, semi-martingales, jump Markov processes, interacting particle systems, entropy production of Markov processes, renewal sequences and p-functions, multi-parameter stochastic processes, stationary random fields, limit theorems, strong approximations, large deviations, stochastic control systems, and probability problems in information theory.




Introduction To Probability Theory: A First Course On The Measure-theoretic Approach


Book Description

This book provides a first introduction to the methods of probability theory by using the modern and rigorous techniques of measure theory and functional analysis. It is geared for undergraduate students, mainly in mathematics and physics majors, but also for students from other subject areas such as economics, finance and engineering. It is an invaluable source, either for a parallel use to a related lecture or for its own purpose of learning it.The first part of the book gives a basic introduction to probability theory. It explains the notions of random events and random variables, probability measures, expectation values, distributions, characteristic functions, independence of random variables, as well as different types of convergence and limit theorems. The first part contains two chapters. The first chapter presents combinatorial aspects of probability theory, and the second chapter delves into the actual introduction to probability theory, which contains the modern probability language. The second part is devoted to some more sophisticated methods such as conditional expectations, martingales and Markov chains. These notions will be fairly accessible after reading the first part. /description --




High-frequency Trading And Probability Theory


Book Description

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic processes, which form a mathematical background for technical analysis. The authors also discuss technical details of the IT system design for high-frequency trading.




Axiomatic Fuzzy Set Theory and Its Applications


Book Description

It is well known that “fuzziness”—informationgranulesand fuzzy sets as one of its formal manifestations— is one of important characteristics of human cognitionandcomprehensionofreality. Fuzzy phenomena existinnature and are encountered quite vividly within human society. The notion of a fuzzy set has been introduced by L. A. , Zadeh in 1965 in order to formalize human concepts, in connection with the representation of human natural language and computing with words. Fuzzy sets and fuzzy logic are used for mod- ing imprecise modes of reasoning that play a pivotal role in the remarkable human abilities to make rational decisions in an environment a?ected by - certainty and imprecision. A growing number of applications of fuzzy sets originated from the “empirical-semantic” approach. From this perspective, we were focused on some practical interpretations of fuzzy sets rather than being oriented towards investigations of the underlying mathematical str- tures of fuzzy sets themselves. For instance, in the context of control theory where fuzzy sets have played an interesting and practically relevant function, the practical facet of fuzzy sets has been stressed quite signi?cantly. However, fuzzy sets can be sought as an abstract concept with all formal underpinnings stemming from this more formal perspective. In the context of applications, it is worth underlying that membership functions do not convey the same meaning at the operational level when being cast in various contexts.




Extenics and Innovation Methods


Book Description

Society forges ahead in the process of solving various contradictory problems and it is ceaselessly innovating. It is the desire of mankind to use computers and computing networks to help deal with contradictory problems and to conduct innovative activities. Using formal models to discuss object extension and the possibility of change, as well as t




Forty Years Of Algebraic Groups, Algebraic Geometry, And Representation Theory In China: In Memory Of The Centenary Year Of Xihua Cao's Birth


Book Description

Professor Xihua Cao (1920-2005) was a leading scholar at East China Normal University (ECNU) and a famous algebraist in China. His contribution to the Chinese academic circle is particularly the formation of a world-renowned 'ECNU School' in algebra, covering research areas include algebraic groups, quantum groups, algebraic geometry, Lie algebra, algebraic number theory, representation theory and other hot fields. In January 2020, in order to commemorate Professor Xihua Cao's centenary birthday, East China Normal University held a three-day academic conference. Scholars at home and abroad gave dedications or delivered lectures in the conference. This volume originates from the memorial conference, collecting the dedications of scholars, reminiscences of family members, and 16 academic articles written based on the lectures in the conference, covering a wide range of research hot topics in algebra. The book shows not only scholars' respect and memory for Professor Xihua Cao, but also the research achievements of Chinese scholars at home and abroad.




Nine Chapters on Mathematical Modernity


Book Description

The book addresses for the first time the dynamics associated with the modernization of mathematics in China from the nineteenth to the mid-twentieth century from a transcultural global historical perspective. Rather than depict the transformations of mathematical knowledge in terms of a process of westernization, the book analyzes the complex interactions between different scientific communities and the ways in which the past, modernity, language, and mathematics were negotiated in a global context. In each chapter, Andrea Bréard provides vivid portraits of a series of go-betweens (such as translators, educators, or state statisticians) based on a vast array of translated primary sources hitherto unavailable to a non-Chinese readership. They not only illustrate how Chinese scholars mediated between new mathematical objects and discursive modes, but also how they instrumentalized their autochthonous scientific roots in specific political and intellectual contexts. While sometimes technical in style, the book addresses all readers who are interested in the global and cultural history of science and the complexities involved in the making of universal mathematics. “While the pursuit of modernity is in the title, entanglement is of as much interest. Using the famous ‘Nine Chapters’ as a framework, Bréard considers a wide range of that entanglement from divination to data management. Bréard’s analysis and thought-provoking insights show once again how much we can learn when two cultures intersect. A fascinating read!” (John Day, Boston University).




Handbook of Research on the Applications of Neutrosophic Sets Theory and Their Extensions in Education


Book Description

Fuzzy sets have experienced multiple expansions since their conception to enhance their capacity to convey complex information. Intuitionistic fuzzy sets, image fuzzy sets, q-rung orthopair fuzzy sets, and neutrosophic sets are a few of these extensions. Researchers and academics have acquired a lot of information about their theories and methods for making decisions. However, only a small number of research findings discuss how neutrosophic sets theory and their extensions (NSTEs) are used in education. The Handbook of Research on the Applications of Neutrosophic Sets Theory and Their Extensions in Education implements fresh scientific approaches to enhance the quality of decisions under neutrosophic environments, particularly within education. Covering key topics such as data modeling, educational technologies, decision making, and learning management systems, this major reference work is ideal for instructional designers, researchers, academicians, scholars, practitioners, instructors, and students.




Contemporary Experimental Design, Multivariate Analysis and Data Mining


Book Description

The collection and analysis of data play an important role in many fields of science and technology, such as computational biology, quantitative finance, information engineering, machine learning, neuroscience, medicine, and the social sciences. Especially in the era of big data, researchers can easily collect data characterised by massive dimensions and complexity. In celebration of Professor Kai-Tai Fang’s 80th birthday, we present this book, which furthers new and exciting developments in modern statistical theories, methods and applications. The book features four review papers on Professor Fang’s numerous contributions to the fields of experimental design, multivariate analysis, data mining and education. It also contains twenty research articles contributed by prominent and active figures in their fields. The articles cover a wide range of important topics such as experimental design, multivariate analysis, data mining, hypothesis testing and statistical models.




Probability Theory


Book Description

Probability theory