Theory and Statistical Applications of Stochastic Processes

Learn the skills and acquire the intuition to assess the theoretical limitations of computer programming Offering an accessible approach to the topic, Theory of Computation focuses on the metatheory of computing and the theoretical boundaries between what various computational models can do and not do—from the most general model, the URM (Unbounded Register Machines), to the finite automaton. A wealth of programming-like examples and easy-to-follow explanations build the general theory gradually, which guides readers through the modeling and mathematical analysis of computational phenomena and provides insights on what makes things tick and also what restrains the ability of computational processes. Recognizing the importance of acquired practical experience, the book begins with the metatheory of general purpose computer programs, using URMs as a straightforward, technology-independent model of modern high-level programming languages while also exploring the restrictions of the URM language. Once readers gain an understanding of computability theory—including the primitive recursive functions—the author presents automata and languages, covering the regular and context-free languages as well as the machines that recognize these languages. Several advanced topics such as reducibilities, the recursion theorem, complexity theory, and Cook's theorem are also discussed. Features of the book include: A review of basic discrete mathematics, covering logic and induction while omitting specialized combinatorial topics A thorough development of the modeling and mathematical analysis of computational phenomena, providing a solid foundation of un-computability The connection between un-computability and un-provability: G?del's first incompleteness theorem The book provides numerous examples of specific URMs as well as other programming languages including Loop Programs, FA (Deterministic Finite Automata), NFA (Nondeterministic Finite Automata), and PDA (Pushdown Automata). Exercises at the end of each chapter allow readers to test their comprehension of the presented material, and an extensive bibliography suggests resources for further study. Assuming only a basic understanding of general computer programming and discrete mathematics, Theory of Computation serves as a valuable book for courses on theory of computation at the upper-undergraduate level. The book also serves as an excellent resource for programmers and computing professionals wishing to understand the theoretical limitations of their craft.

The emergence of social networks, OpenCourseWare, Massive Open Online Courses, informal remote learning and connectivist approaches to learning has made the analysis and evaluation of Digital Learning Environments more complex. Modeling these complex systems makes it possible to transcribe the phenomena observed and facilitates the study of these processes with the aid of specific tools. Once this essential step is taken, it then becomes possible to develop plausible scenarios from the observation of emerging phenomena and dominant trends. This book highlights the contribution of complex systems theory in the study of next generation Digital Learning Environments. It describes a realistic approach and proposes a range of effective management tools to achieve it.

A mathematical introduction to the theory and applications of logic and set theory with an emphasis on writing proofs Highlighting the applications and notations of basic mathematical concepts within the framework of logic and set theory, A First Course in Mathematical Logic and Set Theory introduces how logic is used to prepare and structure proofs and solve more complex problems. The book begins with propositional logic, including two-column proofs and truth table applications, followed by first-order logic, which provides the structure for writing mathematical proofs. Set theory is then introduced and serves as the basis for defining relations, functions, numbers, mathematical induction, ordinals, and cardinals. The book concludes with a primer on basic model theory with applications to abstract algebra. A First Course in Mathematical Logic and Set Theory also includes: Section exercises designed to show the interactions between topics and reinforce the presented ideas and concepts Numerous examples that illustrate theorems and employ basic concepts such as Euclid’s lemma, the Fibonacci sequence, and unique factorization Coverage of important theorems including the well-ordering theorem, completeness theorem, compactness theorem, as well as the theorems of L?wenheim–Skolem, Burali-Forti, Hartogs, Cantor–Schr?der–Bernstein, and K?nig An excellent textbook for students studying the foundations of mathematics and mathematical proofs, A First Course in Mathematical Logic and Set Theory is also appropriate for readers preparing for careers in mathematics education or computer science. In addition, the book is ideal for introductory courses on mathematical logic and/or set theory and appropriate for upper-undergraduate transition courses with rigorous mathematical reasoning involving algebra, number theory, or analysis.

Presents information sources and methodologies for modeling and simulating banking system stability Combining both academic and institutional knowledge and experience, Banking Systems Simulation: Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion presents banking system risk modeling clearly within a theoretical framework. Written from the global financial perspective, the book explores single bank risk, common bank exposures, and contagion, and how these apply on a systemic level. Zedda approaches these simulation methods logically by providing the basic building blocks of modeling and simulation, and then delving further into the individual techniques that make up a systems model. In addition, the author provides clear and detailed explanations of the foundational research into the mathematical and legal concepts used to analyze banking risk problems, measures and data for representing the main banking risk sources, and the major problems researchers are likely to encounter. There are numerous software descriptions throughout, with references and tools to help readers gain a proper understanding of the presented techniques and possibly develop new applications and research. The book concludes with an appendix that features real-world datasets and models. In addition, this book: • Provides a comprehensive overview of methods for analyzing models and simulating risk for banking and financial systems • Provides a clear presentation of the technical and legal concepts used in banking regulation • Presents unique insights from an expert’s perspective, with specific coverage of assessing risks and developing what-if analyses at the systems level • Concludes with a discussion of applications, including banking systems regulation what-if tests, cost-benefit analysis, evaluations of banking systems stability effects on public finances, dimensioning, and risk-based contributions for Deposit Guarantee Schemes (DGS) and Resolution Funds Banking Systems Simulation: Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion is ideal for banking researchers focusing on computational methods of analysis as well as an appropriate reference for graduate-level students in banking, finance, and computational methods. Stefano Zedda is Researcher in Financial Mathematics at the University of Cagliari in Italy and qualified as associate professor in banking and corporate finance. His research is mainly focused on quantitative analyses for banking and finance, with a particular focus on banking systems modeling and simulation. In 2008, Zedda developed the mathematical modeling and software implementation of the Systemic Model for Banking Originated Losses (SYMBOL), further developed during his activity at the European Commission. The Commission subsequently adopted it as a standard tool for testing banking regulation proposals. Stefano Zedda’s research interests include banking, financial mathematics, and statistics, specifically simulation of banking and financial systems stability, banking regulation impact assessment, and interactive agent simulation.

A guide to the systematic analytical results for ridge, LASSO, preliminary test, and Stein-type estimators with applications Theory of Ridge Regression Estimation with Applications offers a comprehensive guide to the theory and methods of estimation. Ridge regression and LASSO are at the center of all penalty estimators in a range of standard models that are used in many applied statistical analyses. Written by noted experts in the field, the book contains a thorough introduction to penalty and shrinkage estimation and explores the role that ridge, LASSO, and logistic regression play in the computer intensive area of neural network and big data analysis. Designed to be accessible, the book presents detailed coverage of the basic terminology related to various models such as the location and simple linear models, normal and rank theory-based ridge, LASSO, preliminary test and Stein-type estimators.The authors also include problem sets to enhance learning. This book is a volume in the Wiley Series in Probability and Statistics series that provides essential and invaluable reading for all statisticians. This important resource: Offers theoretical coverage and computer-intensive applications of the procedures presented Contains solutions and alternate methods for prediction accuracy and selecting model procedures Presents the first book to focus on ridge regression and unifies past research with current methodology Uses R throughout the text and includes a companion website containing convenient data sets Written for graduate students, practitioners, and researchers in various fields of science, Theory of Ridge Regression Estimation with Applications is an authoritative guide to the theory and methodology of statistical estimation.