Giuseppe Modica

Provides an introduction to basic structures of probability with a view towards applications in information technology A First Course in Probability and Markov Chains presents an introduction to the basic elements in probability and focuses on two main areas. The first part explores notions and structures in probability, including combinatorics, probability measures, probability distributions, conditional probability, inclusion-exclusion formulas, random variables, dispersion indexes, independent random variables as well as weak and strong laws of large numbers and central limit theorem. In the second part of the book, focus is given to Discrete Time Discrete Markov Chains which is addressed together with an introduction to Poisson processes and Continuous Time Discrete Markov Chains. This book also looks at making use of measure theory notations that unify all the presentation, in particular avoiding the separate treatment of continuous and discrete distributions. A First Course in Probability and Markov Chains: Presents the basic elements of probability. Explores elementary probability with combinatorics, uniform probability, the inclusion-exclusion principle, independence and convergence of random variables. Features applications of Law of Large Numbers. Introduces Bernoulli and Poisson processes as well as discrete and continuous time Markov Chains with discrete states. Includes illustrations and examples throughout, along with solutions to problems featured in this book. The authors present a unified and comprehensive overview of probability and Markov Chains aimed at educating engineers working with probability and statistics as well as advanced undergraduate students in sciences and engineering with a basic background in mathematical analysis and linear algebra.

For more than two thousand years some familiarity with mathematics has been regarded as an indispensable part of the intellectual equipment of every cultured person. Today the traditional place of mathematics in education is in grave danger. Unfortunately, professional representatives of mathematics share in the reponsibiIity. The teaching of mathematics has sometimes degen­ erated into empty drill in problem solving, which may develop formal ability but does not lead to real understanding or to greater intellectual indepen­ dence. Mathematical research has shown a tendency toward overspecialization and over-emphasis on abstraction. Applications and connections with other fields have been neglected . . . But . . . understanding of mathematics cannot be transmitted by painless entertainment any more than education in music can be brought by the most brilliant journalism to those who never have lis­ tened intensively. Actual contact with the content of living mathematics is necessary. Nevertheless technicalities and detours should be avoided, and the presentation of mathematics should be just as free from emphasis on routine as from forbidding dogmatism which refuses to disclose motive or goal and which is an unfair obstacle to honest effort. (From the preface to the first edition of What is Mathematics? by Richard Courant and Herbert Robbins, 1941.

Mathematical Analysis: Foundations and Advanced Techniques for Functions of Several Variables builds upon the basic ideas and techniques of differential and integral calculus for functions of several variables, as outlined in an earlier introductory volume. The presentation is largely focused on the foundations of measure and integration theory. The book begins with a discussion of the geometry of Hilbert spaces, convex functions and domains, and differential forms, particularly k-forms. The exposition continues with an introduction to the calculus of variations with applications to geometric optics and mechanics. The authors conclude with the study of measure and integration theory – Borel, Radon, and Hausdorff measures and the derivation of measures. An appendix highlights important mathematicians and other scientists whose contributions have made a great impact on the development of theories in analysis. This work may be used as a supplementary text in the classroom or for self-study by advanced undergraduate and graduate students and as a valuable reference for researchers in mathematics, physics, and engineering. One of the key strengths of this presentation, along with the other four books on analysis published by the authors, is the motivation for understanding the subject through examples, observations, exercises, and illustrations.

This monograph (in two volumes) deals with non scalar variational problems arising in geometry, as harmonic mappings between Riemannian manifolds and minimal graphs, and in physics, as stable equilibrium configuations in nonlinear elasticity or for liquid crystals. The presentation is selfcontained and accessible to non specialists. Topics are treated as far as possible in an elementary way, illustrating results with simple examples; in principle, chapters and even sections are readable independently of the general context, so that parts can be easily used for graduate courses. Open questions are often mentioned and the final section of each chapter discusses references to the literature and sometimes supplementary results. Finally, a detailed Table of Contents and an extensive Index are of help to consult this monograph

This self-contained work is an introductory presentation of basic ideas, structures, and results of differential and integral calculus for functions of several variables. The wide range of topics covered include: differential calculus of several variables, including differential calculus of Banach spaces, the relevant results of Lebesgue integration theory, differential forms on curves, a general introduction to holomorphic functions, including singularities and residues, surfaces and level sets, and systems and stability of ordinary differential equations. An appendix highlights important mathematicians and other scientists whose contributions have made a great impact on the development of theories in analysis. Mathematical Analysis: An Introduction to Functions of Several Variables motivates the study of the analysis of several variables with examples, observations, exercises, and illustrations. It may be used in the classroom setting or for self-study by advanced undergraduate and graduate students and as a valuable reference for researchers in mathematics, physics, and engineering. Other books recently published by the authors include: Mathematical Analysis: Functions of One Variable, Mathematical Analysis: Approximation and Discrete Processes, and Mathematical Analysis: Linear and Metric Structures and Continuity, all of which provide the reader with a strong foundation in modern-day analysis.

This self-contained work is an introductory presentation of basic ideas, structures, and results of differential and integral calculus for functions of several variables. The wide range of topics covered include: differential calculus of several variables, including differential calculus of Banach spaces, the relevant results of Lebesgue integration theory, differential forms on curves, a general introduction to holomorphic functions, including singularities and residues, surfaces and level sets, and systems and stability of ordinary differential equations. An appendix highlights important mathematicians and other scientists whose contributions have made a great impact on the development of theories in analysis. Mathematical Analysis: An Introduction to Functions of Several Variables motivates the study of the analysis of several variables with examples, observations, exercises, and illustrations. It may be used in the classroom setting or for self-study by advanced undergraduate and graduate students and as a valuable reference for researchers in mathematics, physics, and engineering. Other books recently published by the authors include: Mathematical Analysis: Functions of One Variable, Mathematical Analysis: Approximation and Discrete Processes, and Mathematical Analysis: Linear and Metric Structures and Continuity, all of which provide the reader with a strong foundation in modern-day analysis.

One of the fundamental ideas of mathematical analysis is the notion of a function; we use it to describe and study relationships among variable quantities in a system and transformations of a system. We have already discussed real functions of one real variable and a few examples of functions of several variables but there are many more examples of functions that the real world, physics, natural and social sciences, and mathematics have to offer: (a) not only do we associate numbers and points to points, but we as- ciate numbers or vectors to vectors, (b) in the calculus of variations and in mechanics one associates an - ergy or action to each curve y(t) connecting two points (a, y(a)) and (b,y(b)): b Lea ~(y) - / 9 F(t, y(t), y' (t))dt t. J a in terms of the so-called Lagrangian F(t, y, p), (c) in the theory of integral equations one maps a function into a new function b /1, d-r / o. J a by means of a kernel K(s, T), (d) in the theory of differential equations one considers transformations of a function x(t) into the new function t t f f( a where f(s, y) is given. 1 in M. Giaquinta, G. Modica, Mathematical Analysis. Functions of One Va- able, Birkh~user, Boston, 2003, which we shall refer to as [GM1] and in M. G- quinta, G. Modica, Mathematical Analysis. Approximation and Discrete Processes, Birkhs Boston, 2004, which we shall refer to as [GM2].

One of the fundamental ideas of mathematical analysis is the notion of a function; we use it to describe and study relationships among variable quantities in a system and transformations of a system. We have already discussed real functions of one real variable and a few examples of functions of several variables but there are many more examples of functions that the real world, physics, natural and social sciences, and mathematics have to offer: (a) not only do we associate numbers and points to points, but we as- ciate numbers or vectors to vectors, (b) in the calculus of variations and in mechanics one associates an - ergy or action to each curve y(t) connecting two points (a, y(a)) and (b,y(b)): b Lea ~(y) - / 9 F(t, y(t), y' (t))dt t. J a in terms of the so-called Lagrangian F(t, y, p), (c) in the theory of integral equations one maps a function into a new function b /1, d-r / o. J a by means of a kernel K(s, T), (d) in the theory of differential equations one considers transformations of a function x(t) into the new function t t f f( a where f(s, y) is given. 1 in M. Giaquinta, G. Modica, Mathematical Analysis. Functions of One Va- able, Birkh~user, Boston, 2003, which we shall refer to as [GM1] and in M. G- quinta, G. Modica, Mathematical Analysis. Approximation and Discrete Processes, Birkhs Boston, 2004, which we shall refer to as [GM2].

This volume! aims at introducing some basic ideas for studying approxima­ tion processes and, more generally, discrete processes. The study of discrete processes, which has grown together with the study of infinitesimal calcu­ lus, has become more and more relevant with the use of computers. The volume is suitably divided in two parts. In the first part we illustrate the numerical systems of reals, of integers as a subset of the reals, and of complex numbers. In this context we intro­ duce, in Chapter 2, the notion of sequence which invites also a rethinking of the notions of limit and continuity2 in terms of discrete processes; then, in Chapter 3, we discuss some elements of combinatorial calculus and the mathematical notion of infinity. In Chapter 4 we introduce complex num­ bers and illustrate some of their applications to elementary geometry; in Chapter 5 we prove the fundamental theorem of algebra and present some of the elementary properties of polynomials and rational functions, and of finite sums of harmonic motions. In the second part we deal with discrete processes, first with the process of infinite summation, in the numerical case, i.e., in the case of numerical series in Chapter 6, and in the case of power series in Chapter 7. The last chapter provides an introduction to discrete dynamical systems; it should be regarded as an invitation to further study.

This volume! aims at introducing some basic ideas for studying approxima­ tion processes and, more generally, discrete processes. The study of discrete processes, which has grown together with the study of infinitesimal calcu­ lus, has become more and more relevant with the use of computers. The volume is suitably divided in two parts. In the first part we illustrate the numerical systems of reals, of integers as a subset of the reals, and of complex numbers. In this context we intro­ duce, in Chapter 2, the notion of sequence which invites also a rethinking of the notions of limit and continuity2 in terms of discrete processes; then, in Chapter 3, we discuss some elements of combinatorial calculus and the mathematical notion of infinity. In Chapter 4 we introduce complex num­ bers and illustrate some of their applications to elementary geometry; in Chapter 5 we prove the fundamental theorem of algebra and present some of the elementary properties of polynomials and rational functions, and of finite sums of harmonic motions. In the second part we deal with discrete processes, first with the process of infinite summation, in the numerical case, i.e., in the case of numerical series in Chapter 6, and in the case of power series in Chapter 7. The last chapter provides an introduction to discrete dynamical systems; it should be regarded as an invitation to further study.

For more than two thousand years some familiarity with mathematics has been regarded as an indispensable part of the intellectual equipment of every cultured person. Today the traditional place of mathematics in education is in grave danger. Unfortunately, professional representatives of mathematics share in the reponsibiIity. The teaching of mathematics has sometimes degen­ erated into empty drill in problem solving, which may develop formal ability but does not lead to real understanding or to greater intellectual indepen­ dence. Mathematical research has shown a tendency toward overspecialization and over-emphasis on abstraction. Applications and connections with other fields have been neglected . . . But . . . understanding of mathematics cannot be transmitted by painless entertainment any more than education in music can be brought by the most brilliant journalism to those who never have lis­ tened intensively. Actual contact with the content of living mathematics is necessary. Nevertheless technicalities and detours should be avoided, and the presentation of mathematics should be just as free from emphasis on routine as from forbidding dogmatism which refuses to disclose motive or goal and which is an unfair obstacle to honest effort. (From the preface to the first edition of What is Mathematics? by Richard Courant and Herbert Robbins, 1941.

This monograph (in two volumes) deals with non scalar variational problems arising in geometry, as harmonic mappings between Riemannian manifolds and minimal graphs, and in physics, as stable equilibrium configuations in nonlinear elasticity or for liquid crystals. The presentation is selfcontained and accessible to non specialists. Topics are treated as far as possible in an elementary way, illustrating results with simple examples; in principle, chapters and even sections are readable independently of the general context, so that parts can be easily used for graduate courses. Open questions are often mentioned and the final section of each chapter discusses references to the literature and sometimes supplementary results. Finally, a detailed Table of Contents and an extensive Index are of help to consult this monograph