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An Introduction To Probability
And Random Processes
Kenneth Baclawski,
Gian-carlo Rota


Table of Contents 

1. Sets, Events And Probability

2. Finite Processes

3. Random Variables

4. Statistics And The Normal Distibution

5. Conditional Probability

6. The Poisson Process

7. Entropy And Information

8. Markov Chains

9. Markov Process And Queuing Theory

10. Brownian Motion



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Correlation And Causality
David A. Kenny
Storrs,
Connecticut


Table of Contents 

Chapter 1  CORRELATIONAL INFERENCE

Chapter 2  COVARIANCE ALGEBRA

Chapter 3  PRINCIPLES OF MODELING

Chapter 4  OBSERVED VARIABLES AS CAUSES

Chapter 5  ERROR AND THIRD VARIABLES

Chapter 6  RECIPROCAL CAUSATION

Chapter 7  SINGLE UNMEASURED VARIABLES

Chapter 8  MULTIPLE UNMEASURED VARIABLES

Chapter 9  HYBRID MODELS

Chapter 10 RANDOMIZED EXPERIMENTS

Chapter 11 NONEQUIVALENT GROUP DESIGN

Chapter 12 CLPC

Chapter 13 LOOSE ENDS



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Type Theory And Functional Programming
Simon Thompson


Table of Contents 

1 Introduction to Logic

2 Functional Programming and λ-Calculi

3 Constructive Mathematics

4 Introduction to Type Theory

5 Exploring Type Theory

6 Applying Type Theory

7 Augmenting Type Theory

8 Foundations

9 Conclusions



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The Design of Functional Programs
A Calculational Approach
Robert Richard Hoogerwoord


Table of Contents 

1  The Basic Formalism

2  The Program Notation

3  On Efficiency

4  Elementary Programming Techniques

5  Theory Of Lists

6  Programming With Lists

7  Two Sided List Operations

8  On The Computation Of Prime Numbers

9  Minimal Enumerations

10 Pattern Matching And Related Problems

11 Epilogue



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Numerical Methods Course Notes
Version 0.11
Steven E. Pav


Table of Contents 

1 Introduction

2 A “Crash” Course in octave/Matlab

3 Solving Linear Systems

4 Finding Roots

5 Interpolation

6 Spline Interpolation

7 Approximating Derivatives

8 Integrals and Quadrature

9 Least Squares

10 Ordinary Differential Equations



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Topics In Algebra And Number Theory
With Applications to Abelian Difference Sets
S. E. Payne


Table of Contents 

1 Some Basic Algebra

2 Algebraic Number Theory

3 Cyclotomic Fields

4 Gauss Sums and the Stickelberger Relation

5 Some Difference Sets and Their p-Ranks

6 Notes by Carey Jenkins on Theorem 1.5.8



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The Smarandache Function
C Dumitrescu,
V Seleacu


Table of Contents 

1 The Smarandache Function

2 Generalizations Of Smarandache Function



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Predicative Arithmetic
Edward Nelson


Table of Contents 

1  The Imppredicativity Of Induction

2  Logical Terminology

3  The Axiams Of Arithmetic

4  Order

5  Induction By Relativization

6  Interpritability In Rabinson Theory

7  Bounded Induction

8  The Bounded Least Number Priniciple

9  The Euclidean Algorithem

10 Encoding

11 Bonded Separation And Minimum

12 Sets And functions

13 Exponential Functions

14 Exponentiation



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Lectures on Vanishing Theorems
He ́le`ne Esnault,
Eckart Viehweg


Table of Contents 

1 Kodaira’s vanishing theorem, a general discussion

2 Logarithmic de Rham complexes

3 Integral parts of Q-divisors and coverings

4 Vanishing theorems, the formal set-up

5 Vanishing theorems for invertible sheaves

6 Differential forms and higher direct images

7 Some applications of vanishing theorems

8 Characteristic p methods: Lifting of schemes

9 The Frobenius and its liftings

10 The proof of Deligne and Illusie

11 Vanishing theorems in characteristic p

12 Deformation theory for cohomology groups

13 Generic vanishing theorems



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Elliptic Curves
J.S. Milne


Table of Contents 

I Plane Curves

II Basic Theory of Elliptic Curves

III Elliptic Curves over the Complex Numbers

IV The Arithmetic of Elliptic Curves

V Elliptic curves and modular forms



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Arithmetic Duality Theorems
Second Edition
J.S. Milne


Table of Contents 

I Galois Cohomology

II Etale Cohomology

III Flat Cohomology



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A Computational Introduction to Number Theory
and Algebra
(Version 2)
Victor Shoup


Table of Contents 

1 Basic properties of the integers

2 Congruences
   
3 Computing with large integers

4 Euclid’s algorithm

5 The distribution of primes

6 Abelian groups

7 Rings

8 Finite and discrete probability distributions

9 Probabilistic algorithms

10 Probabilistic primality testing

11 Finding generators and discrete logarithms in Z∗

12 Quadratic reciprocity and computing modular square roots

13 Modules and vector spaces

14 Matrices

15 Subexponential-time discrete logarithms and factoring

16 More rings

17 Polynomial arithmetic and applications

18 Linearly generated sequences and applications

19 Finite fields

20 Algorithms for finite fields

21 Deterministic primality testing



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The Handbook of Essential Mathematics
Formulas, Processes, and Tables
Plus Applications in Personal Finance
Donald D. Gregory,
Vincent R. Miller


Table of Contents 

Section I: Formulas with Select Processes

1. Algebra

2. Classical and Analytic Geometry

3. Trigonometry

4. Elementary Vector Algebra

5. Elementary Calculus

6. Money and Finance

7. Probability and Statistics

Section II: Tables

1. Numerical

2. Physical Sciences

Section III: Applications in Personal Finance

1. The Algebra of Interest

2. The Algebra of the Nest Egg

3. The Algebra of Consumer Debt

4. The Calculus of Finance



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Statistics For The Social
And Behavioral Sciences
David A Kenny


Table of Contents 

Part I  Getting Started

1 Introduction

Part II  Discriptive Statistics

2 The Distribution Of Scores

3 Central Tendency

4 Variability

5 Transformation

6 Measearing Association : The Regression Coefficient

7 The Relationship : The Corelation Coefficient

8 Measures Of Association : ordinal And Nominal Variables

Part III  Interferential Statistics

9 Statistical Priniciples

10 The Normal Distribution

11 The Special Sampling Distributions

12 Testing A Model

13 The Two Group Design

14 One Way Analysis Of Variance

15 Two Way Analysis Of Variance

16 Testing Measures Of Association

17 Models Of Nominal Dependent Variables

18 Models Of Ordinal Dependent Variables



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The Mathematics of Social Choice
Voting, Arbitration, and Fair Division
Marcus Pivato


Table of Contents 

I  Voting and Social Choice

1 Binary Voting Procedures

2 Multi-option Voting Systems

II  Social Welfare Functions

3 Utility and Utilitarianism

III  Bargaining and Arbitration

4 Bargaining Theory

5 The Nash Program

6 Interpersonal Comparison Models

7 Renormalized Solutions

IV  Fair Division

8 Partitions, Procedures, and Games

9 Proportional Partitions

10 Pareto Optimality

11 Envy and Equitability



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Operator Algebras And Quantum
Statistical Mechanics 2
Equilibrium States
Models in Quantum
Statistical Mechanics
Second Edition
Ola Bratteli
Derek W. Robinson


Table of Contents 

5  States in Quantum Statistical Mechanics

6  Models of Quantum Statistical Mechanics



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Operator Algebras
And Quantum
Statistical Mechanics I
Second Edition
Ola Bratteli,
Derek W. Robinson


Table of Contents 

1  C*-Algebras and von Neumann Algebras

2  Groups, Sernigroups, and Generators

3  DecomposVion Theory



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Theory Of Functions Of A Real Variable
Shlomo Sternberg


Table of Contents 

1  The topology of metric spaces

2  Hilbert Spaces and Compact operators

3  The Fourier Transform

4  Measure theory

5  The Lebesgue integral

6  The Daniell integral

7  Wiener measure, Brownian motion and white noise

8  Haar measure

9  Banach algebras and the spectral theorem

10 The spectral theorem

11 Stone’s theorem

12 More about the spectral theorem

13 Scattering theory



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Tensor Analysis
Edward Nelson


Table of Contents 

1  Multinear Algebra

2  Derivations On Scalars

3  Derivations On Tensors

4  The Exterior Derivatives

5  Covarient Differentiation

6  Holonomy

7  Riemannian Metrics

8  Syplestic Structures

9  Complex Structures



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Introduction To Microlocal Analysis
Richard Melrose


Table of Contents 

Chapter 1. Tempered distributions and the Fourier transform

Chapter 2. Pseudodifferential operators on Euclidean space

Chapter 3. Isotropic and scattering calculi

Chapter 4. Microlocalization

Chapter 5. Pseudodifferential operators on manifolds

Chapter 6. Elliptic boundary problems

Chapter 7. Scattering calculus

Chapter 8. The wave kernel

Chapter 9. K-theory

Chapter 10. Hochschild homology



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Manifolds of Differentiable Mappings
PW Michor


Table of Contents 

1  Jet Bundles

2  Manifolds With Corners

3  Topologies On Spaces Of Continuous Mappings

4  Topologies On Spaces Of Differential     Mappings

5  Open Subsets

6  Transversality And Dense Subsets

7  Continuity Of Certain Canonical Mappings

8  Differential Caluculus On Locally Convex Spaces

9  Manifolds Modelled On Locally Convex Spaces

10 Manifolds Of Mappings

11 Differentiability Of Certain Mappings

12 Some Tangent Mappings

13 The Prinicipal Bundle Of Embeddngs

14 The Lie Group Of Simplestic Diffomorphisms



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The Haskell Road
to Logic, Math and Programming
Kees Doets,
Jan van Eijck


Table of Contents 

1 Getting Started
   
2 Talking about Mathematical Objects

3 The Use of Logic: Proof

4 Sets, Types and Lists

5 Relations

6 Functions

7 Induction and Recursion

8 Working with Numbers

9 Polynomials

10 Corecursion

11 Finite and Infinite Sets



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PRINCIPIA MATHEMATICA
Volume III
BY ALFRED NORTH WHITEHEAD,
BERTRAND RUSSELL


Table of Contents 

PART V. SERIES

Section D.  Well-ordered Series

Section E.  Finite and Infinite Series and Ordinals

Section F.  Compact Series, Rational Series, and Continuous Series

PART VI. Quantity

Section A.  Generalization op Number

Section B.  Vector-Families

Section C.  Measurement

Section D.  Cyclic Families



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Introduction To Logic
Michal Walicki


Table of Contents 

Part I  Basic Set Theory

1  Sets, Functions, Relations

2  Induction

Part II Turning Machines

3  Turning Machines

Part III Satatement Logic

4  Syntax And Proof Systems

5  Semantics Of SL

6  Soundness And Completeness

Part IV Predicate Logic

7  Syntax And Proof System Of FOL

8  Semantics

9  More Semantics

10  Soundness And Completeness

11 Identity And Some Consequences



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A Problem Course in Mathematical Logic
Version 1.6
Stefan Bilaniuk


Table of Contents 

Part I. Propositional Logic

Chapter 1. Language

Chapter 2. Truth Assignments

Chapter 3. Deductions

Chapter 4. Soundness and Completeness

Part II. First-Order Logic

Chapter 5. Languages

Chapter 6. Structures and Models

Chapter 7. Deductions

Chapter 8. Soundness and Completeness

Chapter 9. Applications of Compactness

Part III. Computability

Chapter 10. Turing Machines

Chapter 11. Variations and Simulations

Chapter 12. Computable and Non-Computable Functions

Chapter 13. Recursive Functions

Chapter 14. Characterizing Computability

Part IV. Incompleteness

Chapter 15. Preliminaries

Chapter 16. Coding First-Order Logic

Chapter 17. Defining Recursive Functions In Arithmetic

Chapter 18. The Incompleteness Theorem



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ALGORITHMIC INFORMATION THEORY
Third Printing
G J Chaitin,
Yorktown Heights


Table of Contents 

1 Introduction

I Formalisms for Computation: Register Machines, Exponential Diophantine Equations, & Pure LISP

2 Register Machines

3 A Version of Pure LISP

4 The LISP Interpreter EVAL

II Program Size, Halting Probabilities, Randomness, & Metamathematics

5 Conceptual Development

6 Program Size

7 Randomness

8 Incompleteness



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Image Processing And Data Analysis
The multiscale approach
Jean-Luc Starck,
Fionn Murtagh,
Albert Bijaoui


Table of Contents 

1 The wavelet transform

2 Multiresolution support and filtering

3 Deconvolution

4 1D signals and Euclidean data analysis

5 Geometric registration

6 Disparity analysis in remote sensing

7 Image compression

8 Object detection and point clustering

9 Multiscale vision models



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STOCHASTIC CONTROL FOR
ECONOMIC MODELS
Second Edition
David A. Kendrick


Table of Contents 

1 Introduction

I Deterministic Control

2 Quadratic Linear Problems

3 General Nonlinear Models

4 Example of Deterministic Control

II Passive-Learning Stochastic Control

5 Additive Uncertainty

6 Multiplicative Uncertainty

7 Example of Passive-Learning Control

III Active-Learning Stochastic Control

8 Overview

9 Nonlinear Active-Learning Control

10 Quadratic Linear Active-Learning Control

11 Example: The MacRae Problem

12 Example: Model with Measurement Error



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Stochastic Calculus and Finance
Steven Shreve


Table of Contents 

1 Introduction to Probability Theory

2 Conditional Expectation

3 Arbitrage Pricing

4 The Markov Property

5 Stopping Times and American Options

6 Properties of American Derivative Securities

7 Jensen’s Inequality

8 Random Walks

9 Pricing in terms of Market Probabilities: The Radon-Nikodym Theorem.

10 Capital Asset Pricing

11 General Random Variables

12 Semi-Continuous Models

13 Brownian Motion

14 The Ito Integral

15 Ito’s Formula

16 Markov processes and the Kolmogorov equations

17 Girsanov’s theorem and the risk-neutral measure

18 Martingale Representation Theorem

19 A two-dimensional market model 203

20 Pricing Exotic Options

21 Asian Options

22 Summary of Arbitrage Pricing Theory

23 Recognizing a Brownian Motion

24 An outside barrier option

25 American Options

26 Options on dividend-paying stocks

27 Bonds, forward contracts and futures

28 Term-structure models

29 Gaussian processes

30 Hull and White model

31 Cox-Ingersoll-Ross model

32 A two-factor model (Duffie & Kan)

33 Change of numeraire

34 Brace-Gatarek-Musiela model



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Dynamical Systems
Shlomo Sternberg


Table of Contents 

1 Iterations and fixed points

2 Bifurcations

3 Conjugacy

4 Space and time averages

5 The contraction fixed point theorem

6 Hutchinson’s theorem and fractal images

7 Hyperbolicity

8 Symbolic dynamics



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Compiler Construction
Niklaus Wirth


Table of Contents 

1. Introduction

2. Language and Syntax

3. Regular Languages

4. Analysis of Context-free Languages

5. Attributed Grammars and Semantics

6. The Programming Language Oberon-0

7. A Parser for Oberon-0

8. Consideration of Context Specified by Declarations

9. A RISC Architecture as Target

10. Expressions and Assignments

11. Conditional and Repeated Statements and Boolean Epressions

12. Procedures and the Concept of Locality

13. Elementary Data Types

14. Open Arrays, Pointers and Procedure Types

15. Modules and Separate Compilation

16. Code Optimizations and the Frontend/backend Structure



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D.E. Rydeheard,
R.M. Burstall


Table of Contents 

1 Introduction

2 Functional Programming in ML

3 Categories and Functors

4 Limits and Colimits
   
5 Constructing Categories

6 Adjunctions

7 Toposes

8 A Categorical Unification Algorithm

9 Constructing Theories

10 Formal Systems for Category Theory



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Category Theory
STEVE AWODEY


Table of Contents 

1  Categories

2  Abstract structures

3  Duality

4  Groups and categories

5  Limits and colimits

6  Exponentials

7  Functors and naturality

8  Categories of diagrams

9  Adjoints

10 Monads and algebras



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CATEGORIES TYPES
AND STRUCTURES
An Introduction to Category Theory
for the working computer scientist
Andrea Asperti
Giuseppe Longo


Table of Contents 

PART I: Categories and Structures

1  CATEGORIES

2  CONSTRUCTIONS

3  FUNCTORS AND NATURAL TRANSFORMATIONS

4  CATEGORIES DERIVED FROM FUNCTORS AND NATURAL TRANSFORMATIONS

5  UNIVERSAL ARROWS AND ADJUNCTIONS

6  CONES AND LIMITS

7  INDEXED AND INTERNAL CATEGORIES

PART II: Types as Objects

8  FORMULAE, TYPES, AND OBJECTS

9  REFLEXIVE OBJECTS AND THE TYPE-FREE LAMBDA CALCULUS

10 RECURSIVE DOMAIN EQUATIONS

11 SECOND ORDER LAMBDA CALCULUS

12 EXAMPLES OF INTERNAL MODELS



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