Book Description
Now in widespread use, generalized additive models (GAMs) have evolved into a standard statistical methodology of considerable flexibility. While Hastie and Tibshirani's outstanding 1990 research monograph on GAMs is largely responsible for this, there has been a long-standing need for an accessible introductory treatment of the subject that also emphasizes recent penalized regression spline approaches to GAMs and the mixed model extensions of these models. Generalized Additive Models: An Introduction with R imparts a thorough understanding of the theory and practical applications of GAMs and related advanced models, enabling informed use of these very flexible tools. The author bases his approach on a framework of penalized regression splines, and builds a well-grounded foundation through motivating chapters on linear and generalized linear models. While firmly focused on the practical aspects of GAMs, discussions include fairly full explanations of the theory underlying the methods. Use of the freely available R software helps explain the theory and illustrates the practicalities of linear, generalized linear, and generalized additive models, as well as their mixed effect extensions. The treatment is rich with practical examples, and it includes an entire chapter on the analysis of real data sets using R and the author's add-on package mgcv. Each chapter includes exercises, for which complete solutions are provided in an appendix. Concise, comprehensive, and essentially self-contained, Generalized Additive Models: An Introduction with R prepares readers with the practical skills and the theoretical background needed to use and understand GAMs and to move on to other GAM-related methods and models, such as SS-ANOVA, P-splines, backfitting and Bayesian approaches to smoothing and additive modelling.
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Random Walks in the Quarter-Plane: Algebraic Methods, Boundary Value Problems and Applications (Stochastic Modelling and Applied Probability)
Guy Fayolle ,
Roudolf Iasnogorodski , and
Vadim Malyshev
Manufacturer: Springer
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ASIN: 3540650474 |
Book Description
This monograph aims at promoting original mathematical methods to determine the invariant measure of two-dimensional random walks in domains with boundaries. Such processes are of interest in several areas of mathematical research and are encountered in pure probabilistic problems, as well as in applications involving queuing theory. Using Riemann surfaces and boundary value problems, the authors propose completely new approaches to solve functional equations of two complex variables. These methods can also be employed to characterize the transient behavior of random walks in the quarter plane.
Book Description
This highly praised introductory treatment describes the parallels between statistical physics and finance - both those established in the 100-year long interaction between these disciplines, as well as new research results on financial markets. The random-walk technique, well known in physics, is also the basic model in finance, upon which are built, for example, the Black-Scholes theory of option pricing and hedging, plus methods of portfolio optimization. Here the underlying assumptions are assessed critically. Using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion, the book develops a more accurate description of financial markets based on random walks. With this approach, novel methods for derivative pricing and risk management can be formulated. Computer simulations of interacting-agent models provide insight into the mechanisms underlying unconventional price dynamics. It is shown that stock exchange crashes can be modelled in ways analogous to phase transitions and earthquakes, and sometimes have even been predicted successfully. This third edition of "The Statistical Mechanics of Financial Markets" especially stands apart from other treatments because it offers new chapters containing a practitioner's treatment of two important current topics in banking: the basic notions and tools of risk management and capital requirements for financial institutions, including an overview of the new Basel II capital framework which may well set the risk management standards in scores of countries for years to come.
Customer Reviews:
Excelllent introduction and very stimulating.......2006-02-02
This book was my first thorough introduction to this field and I have found it thoroughly enjoyable. The comparisions between the tools of Physics and Finance along with the presentation of empirical data was highly stimulating. The economic terms were presented with lucidity and conciseness and the use of relevant examples in both Physics and Finance made it an easy read. Also of great value was it comparisons of standard economic theory with various tools within Physics.
This book also provides a very complete Bibliography where one can find classical and neoclassical economic texts and further references and directions in this relatively new field. I highly reccomend it to any Physicist looking to go into Finance or just as a good read and also to (neo) classical econonomists and financial engineers alike.
I also deeply appreciated the respect it showed to economists and its straightforward, non preachy manner that many Physicists are often guilty of!
Thanks
Very useful bridge between physics methodologies and finance.......2002-03-10
Very useful book, particularly in what concerns alternative L-Stable distributions. True, not too versed in financial theory but I'd rather see the author erring on the side of more physics than mathematical economics. As an author I don't ask much from books, just to deliver what they indend. This one does.
Clear historical description of Einstein/Bachelier. Hopefully one day we will call derivatives pricing the Bachelier valuation.
The book in short provides an excellent perspective on the statistical approach to asset price dynamics. Very clear and to the point.
Nassim Nicholas Taleb
Book Description
Concepts, methods and techniques of statistical physics in the study of correlated, as well as uncorrelated, phenomena are being applied ever increasingly in the natural sciences, biology and economics in an attempt to understand and model the large variability and risks of phenomena. This is the first textbook written by a well-known expert that provides a modern up-to-date introduction for workers outside statistical physics. The emphasis of the book is on a clear understanding of concepts and methods, while it also provides the tools that can be of immediate use in applications. Although this book evolved out of a course for graduate students, it will be of great interest to researchers and engineers, as well as to post-docs in geophysics and meteorology.
Customer Reviews:
very complete.......2005-08-11
As I am teaching the statistical mechanics part of a graduate class in mathematics,I was looking for a textbook on complex systems & statistical physics with derivations, intuitions, and some physical examples. I did not realize that I was looking too far --Sornette, with hom I correspond regularly, is well known for his contributions and his prolific output (actually some physicists make fun of the quantity of papers he writes). So his book did not come to mind. I once stumbled on a problem with the derivation of preferential attachments;he recommended his book, which I took with a grain a salt. After spending some time working the derivations on scalable laws, extreme value theory, renormalization groups in this book, I elected to use it as my textbook. There is no equivalent. I have a dozen such yellow manuals; this one is complete and ultimately clearest.
I do not know of a better textbook.
One of the best textbooks ever written for graduate students.......2004-04-09
Didier Sornette who is potentialy nobelisable realises with this book a great present for everybody interested to the recent progresses toward the physics of critical phenomena.
Particularly, it shows the way that some seismologists follow toward the ultimate goal to predict the event of large earthquakes. If this task was impossible yesterday,Didier Sornette shows that it is now became realisable.
A must for understanding complexity.......2001-09-06
Sornette's book is quite an achievement both in quantity and
quality. The presentation remains informal and quite readable; it reads like a physics textbook, not a math textbook. The references are very extensive (a total of 832! altogether) and they are a very valuable component of the book. In fact much of the book is about the reference material. You might choose to read the book instead of the 832 references... I think this is
the point...
There's probably nothing wrong with this book besides the fact that it throws it all at you at a high degree of sophistication and in as terse a way as possible, it seems. It's a unique and beautiful achievement but because it is so dense with information and insight, it seems every word counts for ten and you'll want to read several chapters again and again. Also, even though there is a clear unifying theme from chapter to chapter, the book simply ends almost like in the middle of a sentence. After machinegunning out 392 pages of material at research level spanning quite a few scientific fields, there is absolutely no attempt to put it all together. It's up to you to do it and it almost seems like the author is indirectly suggesting you start reading it all over again to "get it"... So, for the second edition, perhaps the author will be bold and add ten pages of wrap up material at the end so that this will read less like an atlas. Apart from that, it's the best!
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Intersections of Random Walks (Probability and its Applications)
Gregory F. Lawler
Manufacturer: Birkhauser
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ASIN: 0817635572 |
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BLECK:
ASTRONOMY MAGAZINE "If you dream of joining the ranks of comet discoverers such as Halley and Hayakutake, this is the book for you...provides clear descriptions of the anatomy and trajectories of these 'dirty snowballs,' as well as tips on viewing, photographing and sketching them."
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Design and Analysis of Randomized Algorithms: Introduction to Design Paradigms (Texts in Theoretical Computer Science. An EATCS Series)
J. Hromkovic
Manufacturer: Springer
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Algorithmics for Hard Problems
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Randomized Algorithms
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Theoretical Computer Science: Introduction to Automata, Computability, Complexity, Algorithmics, Randomization, Communication, and Cryptography (Texts in Theoretical Computer Science. An EATCS Series)
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DNA Computing: 12th International Meeting on DNA Computing, DNA12, Seoul, Korea, June 5-9, 2006, Revised Selected Papers (Lecture Notes in Computer Science)
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ASIN: 3540239499 |
Book Description
Randomness is a powerful phenomenon that can be harnessed to solve various problems in all areas of computer science. Randomized algorithms are often more efficient, simpler and, surprisingly, also more reliable than their deterministic counterparts. Computing tasks exist that require billions of years of computer work when solved using the fastest known deterministic algorithms, but they can be solved using randomized algorithms in a few minutes with negligible error probabilities.
Introducing the fascinating world of randomness, this book systematically teaches the main algorithm design paradigms – foiling an adversary, abundance of witnesses, fingerprinting, amplification, and random sampling, etc. – while also providing a deep insight into the nature of success in randomization. Taking sufficient time to present motivations and to develop the reader's intuition, while being rigorous throughout, this text is a very effective and efficient introduction to this exciting field.
Book Description
This book is devoted exclusively to a very special class of random processes, namely to random walk on the lattice points of ordinary Euclidean space. The author considered this high degree of specialization worthwhile, because of the theory of such random walks is far more complete than that of any larger class of Markov chains. The book will present no technical difficulties to the readers with some solid experience in analysis in two or three of the following areas: probability theory, real variables and measure, analytic functions, Fourier analysis, differential and integral operators. There are almost 100 pages of examples and problems.
Average customer rating:
- Awesome.
- An easy, enjoyable read!
- Good Source Book on Random Walk Maths - Easy Read
- This book rocks.
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Random Walks in Biology
Howard C. Berg
Manufacturer: Princeton University Press
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Biological Physics (Updated Edition)
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Biological Thermodynamics
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Molecular Driving Forces: Statistical Thermodynamics in CHemistry & Biology
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An Introduction to Systems Biology: Design Principles of Biological Circuits (Chapman & Hall/Crc Mathematical and Computational Biology Series)
ASIN: 0691000646 |
Book Description
This book is a lucid, straightforward introduction to the concepts and techniques of statistical physics that students of biology, biochemistry, and biophysics must know. It provides a sound basis for understanding random motions of molecules, subcellular particles, or cells, or of processes that depend on such motion or are markedly affected by it. Readers do not need to understand thermodynamics in order to acquire a knowledge of the physics involved in diffusion, sedimentation, electrophoresis, chromatography, and cell motility--subjects that become lively and immediate when the author discusses them in terms of random walks of individual particles.
Download Description
This book is a lucid, straightforward introduction to the concepts and techniques of statistical physics that students of biology, biochemistry, and biophysics must know. It provides a sound basis for understanding random motions of molecules, subcellular particles, or cells, or of processes that depend on such motion or are markedly affected by it. Readers do not need to understand thermodynamics in order to acquire a knowledge of the physics involved in diffusion, sedimentation, electrophoresis, chromatography, and cell motility--subjects that become lively and immediate when the author discusses them in terms of random walks of individual particles.
Customer Reviews:
Awesome........2007-06-15
Awesome. You will learn a lot about diffusion, stat mech, and even transport phenomena a tthe cellular level. Not worth 27 bucks tho.
An easy, enjoyable read!.......2005-10-02
Random walks in Biology explains concepts of diffusion driven processes in a lucid, intuitive and didactic fashion. The approach lacks mathematical rigor, but abounds in examples to incite interest in one and all. For physicists, this book offers a delightful peek into biophysical processes where their mathematical skills and knowledge of random processes can be utilized and tested. For biologists and chemists, the book presents an erudite route to understanding how these random processes, diffusion and fluctuations influence function and design of biological contrusts.
Good Source Book on Random Walk Maths - Easy Read.......2005-05-29
I bought this book in 1995 to get an understanding of random walk phenomena.
The random walk equations are mostly biologically based.
That is equations that describe the motion of biological things.
Type of things covered ( including but not limited to)
Ficks equations
Diffusion
Drift
drag
Diffusion at Equilibrium
Derivation of Boltzman equation
Importance of KT
Mean Square Velocity
Einstien-Scmoluchowski relation
Flagellar propulsion
Motility of Escherichia Coli
Probability Distributions (Gaussian , Binomial , Poisson)
etc
The book is a fairly easy read.
You'll need at least high school to uni maths background.
The maths is fairly practical stuff ( translatable to s/w code )
There are plenty of graphs and diagrams.
This book rocks........1999-07-02
If you're interested in learning the physics underlying cellular biology, then you should read this book.
The physics is pithy and the language is clear.
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More Random Walks in Science
R. L. Weber
Manufacturer: Taylor & Francis
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A Random Walk in Science
ASIN: 0854980407 |
Book Description
More Random Walks in Science is an anthology of fascinating and frequently amusing anecdotes, quotations, illustrations, articles, and reviews that reflect the more lighthearted aspects of the scientific world and the less serious excursions of the scientific mind. The book is guaranteed to delight anyone who has a professional or amateur interest in science.
Book Description
Combining three books into a single volume, this text comprises Multicolor Problems, dealing with several of the classical map-coloring problems; Problems in the Theory of Numbers, an elementary introduction to algebraic number theory; and Random Walks, addressing basic problems in probability theory. High-school algebra is the only prerequisite. 1963 edition.
Customer Reviews:
It is less a conversation than it is a sequential series of problems .......2007-06-20
As the title implies, this book is about coloring maps (graphs), number theory and random walks. It is less a conversation than it is a sequential series of problems that move you step by step through increasingly complex mathematical thoughts. There are three distinct sections, presented in the following order:
*) Multicolor problems
*) Number theory
*) Random walks
The multicolor problems are about several different families of two-dimensional structures and how many colors are needed to mark each region with a color where no two contiguous regions have the same color. Some of the consequences of using coloration arguments are also given. For example the coloring of the squares in a chessboard and how that can be used to prove different facts about the movement of chess pieces around the board. The ultimate goal of stating and explaining the four color theorem is achieved, but since the book was originally published in 1963, that problem is stated as being currently unsolved.
The number theory problems deal with modular arithmetic, divisibility and sequences. For the most part, the topics are typical of those in introductory number theory. The last section on random walks begins with a brief introduction to probability, in particular the algebra of Bernoulli trials. This is used as the foundation for describing random walks on an infinite line and the random movement between states where there are an infinite number.
By far, the strongest feature of the book is the large number of problems used to demonstrate the topics. There are 55 problems in the multicolor section, 132 in the number theory section and 28 in the section on random walks. Detailed solutions to all of them are included, which makes the book an excellent learning tool as well as a reference.
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