N. H. Bingham – författare

Focussing on the work of Sir John Kingman, one of the world's leading researchers in probability and mathematical genetics, this book touches on the important areas of these subjects in the last 50 years. Leading authorities give a unique insight into a wide range of currently topical problems. Papers in probability concentrate on combinatorial and structural aspects, in particular exchangeability and regeneration. The Kingman coalescent links probability with mathematical genetics and is fundamental to the study of the latter. This has implications across the whole of genomic modelling including the Human Genome Project. Other papers in mathematical population genetics range from statistical aspects including heterogeneous clustering, to the assessment of molecular variability in cancer genomes. Further papers in statistics are concerned with empirical deconvolution, perfect simulation, and wavelets. This book will be warmly received by established experts as well as their students and others interested in the content.

Topological spaces in general, and the real numbers in particular, have the characteristic of exhibiting a 'continuity structure', one that can be examined from the vantage point of Baire category or of Lebesgue measure. Though they are in some sense dual, work over the last half-century has shown that it is the former, topological view, that has pride of place since it reveals a much richer structure that draws from, and gives back to, areas such as analytic sets, infinite games, probability, infinite combinatorics, descriptive set theory and topology. Keeping prerequisites to a minimum, the authors provide a new exposition and synthesis of the extensive mathematical theory needed to understand the subject's current state of knowledge, and they complement their presentation with a thorough bibliography of source material and pointers to further work. The result is a book that will be the standard reference for all researchers in the area.

This book is a comprehensive account of the theory and applications of regular variation. It is concerned with the asymptotic behaviour of a real function of a real variable x which is 'close' to a power of x. Such functions are much more than a convenient extension of powers. In many limit theorems regular variation is intrinsic to the result, and exactly characterises the limit behaviour. The book emphasises such characterisations, and gives a comprehensive treatment of those applications where regular variation plays an essential (rather then merely convenient) role. The authors rigorously develop the basic ideas of Karamata theory and de Haan theory including many new results and 'second-order' theorems. They go on to discuss the role of regular variation in Abelian, Tauberian, and Mercerian theorems. These results are then applied in analytic number theory, complex analysis, and probability, with the aim above all of setting the theory in context. A widely scattered literature is thus brought together in a unified approach. With several appendices and a comprehensive list of references, analysts, number theorists, and probabilists will find this an invaluable and complete account of regular variation. It will provide a rigorous and authoritative introduction to the subject for research students in these fields.

Durham Symposia traditionally constitute an excellent survey of recent developments in many areas of mathematics. The Symposium on stochastic analysis, which took place at the University of Durham in July 1990, was no exception. This volume is edited by the organizers of the Symposium, and contains papers contributed by leading specialists in diverse areas of probability theory and stochastic processes. Of particular note are the papers by David Aldous, Harry Kesten and Alain-Sol Sznitman, all of which are based upon short courses of invited lectures. Researchers into the varied facets of stochastic analysis will find that these proceedings are an essential purchase.

This is the first Supplementary volume to Kluwer's highly acclaimed Encyclopaedia of Mathematics. This additional volume contains nearly 600 new entries written by experts and covers developments and topics not included in the already published 10-volume set. These entries have been arranged alphabetically throughout. A detailed index is included in the book. This Supplementary volume enhances the existing 10-volume set. Together, these eleven volumes represent the most authoritative, comprehensive up-to-date Encyclopaedia of Mathematics available.

Regression is the branch of Statistics in which a dependent variable of interest is modelled as a linear combination of one or more predictor variables, together with a random error. The subject is inherently two- or higher- dimensional, thus an understanding of Statistics in one dimension is essential.Regression: Linear Models in Statistics fills the gap between introductory statistical theory and more specialist sources of information. In doing so, it provides the reader with a number of worked examples, and exercises with full solutions.The book begins with simple linear regression (one predictor variable), and analysis of variance (ANOVA), and then further explores the area through inclusion of topics such as multiple linear regression (several predictor variables) and analysis of covariance (ANCOVA). The book concludes with special topics such as non-parametric regression and mixed models, time series, spatial processes and design of experiments.Aimed at 2nd and 3rd year undergraduates studying Statistics, Regression: Linear Models in Statistics requires a basic knowledge of (one-dimensional) Statistics, as well as Probability and standard Linear Algebra. Possible companions include John Haigh’s Probability Models, and T. S. Blyth & E.F. Robertsons’ Basic Linear Algebra and Further Linear Algebra.