The purpose of this book is to provide an overview of historical and recent results on concentration inequalities for sums of independent random variables and for martingales.The first chapter is devoted to classical asymptotic results in probability such as the strong law of large numbers and the central limit theorem. Our goal is to show that it is really interesting to make use of concentration inequalities for sums and martingales.The second chapter deals with classical...

Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites t...

Probability theory is nowadays applied in a huge variety of fields including physics, engineering, biology, economics and the social sciences. This book is a modern, lively and rigorous account which has Doob's theory of martingales in discrete time as its main theme. It proves important results such as Kolmogorov's Strong Law of Large Numbers and the Three-Series Theorem by martingale techniques, and the Central Limit Theorem via the use of characteristic functions. A distinguishing featu...

Paraconsistent logic is a theory of reasoning in philosophy that studies inconsistent data. The discipline has several different schools of thought, including preservationism, which responds to the problems that arise when human beings continue to reason when faced with inconsistent data. On Preserving is the first complete account of the Preservationist School, which developed in Canada out of the early work of Raymond Jennings, Peter Schotch, and their students.Assemblin...

Logic is a branch of philosophy, mathematics and computer science. It studies the required methods to determine whether a statement is true, such as reasoning and computation.Proofs and Algorithms: Introduction to Logic and Computability is an introduction to the fundamental concepts of contemporary logic - those of a proof, a computable function, a model and a set. It presents a series of results, both positive and negative, - Church's undecidability theorem, Gödel’s inco...

The purpose of this little book is to give the reader a convenient introduction to the theory of numbers, one of the most extensive and most elegant disciplines in the whole body of mathematics. The arrangement of the material is as follows:The first five chapters are devoted to the development of those elements which are essential to any study of the subject. The sixth and last chapter is intended to give the reader some indication of the direction of further study with a brief ac...

This book is written for undergraduates who wish to learn some basic results in analytic number theory. It covers topics such as Bertrand's Postulate, the Prime Number Theorem and Dirichlet's Theorem of primes in arithmetic progression.The materials in this book are based on A Hildebrand's 1991 lectures delivered at the University of Illinois at Urbana-Champaign and the author's course conducted at the National University of Singapore from 2001 to 2008.

This book contains a systematic treatment of probability from the ground up, starting with intuitive ideas and gradually developing more sophisticated subjects, such as random walks, martingales, Markov chains, the measure-theoretic foundations of probability theory, weak convergence of probability measures, and the central limit theorem. Many examples are discussed in detail, and there are a large number of exercises. The book is accessible to advanced undergraduates and can be used as a ...

This brief is concerned with tempered stable distributions and their associated Levy processes. It is a good text for researchers interested in learning about tempered stable distributions.A tempered stable distribution is one which takes a stable distribution and modifies its tails to make them lighter. The motivation for this class comes from the fact that infinite variance stable distributions appear to provide a good fit to data in a variety of situations, but the extremely hea...

This second edition of the Handbook of Philosophical Logic reflects great changes in the landscape of philosophical logic since the first edition. It gives readers an idea of that landscape and its relation to computer science and formal language and artificial intelligence. It shows how the increased demand for philosophical logic from computer science and artificial intelligence and computational linguistics accelerated the development of the subject directly and indirectly. This develop...

There are many mathematics textbooks on real analysis, but they focus on topics not readily helpful for studying economic theory or they are inaccessible to most graduate students of economics. Real Analysis with Economic Applications aims to fill this gap by providing an ideal textbook and reference on real analysis tailored specifically to the concerns of such students.The emphasis throughout is on topics directly relevant to economic theory. In addition to addressing th...

Rigorous probabilistic arguments, built on the foundation of measure theory introduced eighty years ago by Kolmogorov, have invaded many fields. Students of statistics, biostatistics, econometrics, finance, and other changing disciplines now find themselves needing to absorb theory beyond what they might have learned in the typical undergraduate, calculus-based probability course. This 2002 book grew from a one-semester course offered for many years to a mixed audience of graduate and unde...