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The Cambridge Studies in Advanced Mathematics is a series of books each of which aims to introduce the reader to an active area of mathematical research. All topics in pure mathematics are covered, and treatments are suitable for graduate students, and experts from other branches of mathematics, seeking access to research topics.

  • Editorial Boards: Jean Bertoin, University of Zurich, Béla Bollobás, University of Cambridge, William Fulton, University of Michigan, Bryna Kra, Northwestern University, Illinois, Ieke Moerdijk, Utrecht University, Cheryl Praeger, University of Western Australia, Peter Sarnak, Princeton University, New Jersey, Barry Simon, California Institute of Technology, Burt Totaro, University of California, Los Angeles

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192 results in Cambridge Studies in Advanced Mathematics

Page 7 of 10

Lévy Processes and Stochastic Calculus
  • 2nd edition
  • David Applebaum
  • Published online:
    25 January 2011
    Print publication:
    30 April 2009
  • Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Lévy processes, then leading on to develop the stochastic calculus for Lévy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.

An Introduction to Nonlinear Analysis
  • Martin Schechter
  • Published online:
    04 August 2010
    Print publication:
    10 January 2005
  • The techniques that can be used to solve non-linear problems are far different than those that are used to solve linear problems. Many courses in analysis and applied mathematics attack linear cases simply because they are easier to solve and do not require a large theoretical background in order to approach them. Professor Schechter's 2005 book is devoted to non-linear methods using the least background material possible and the simplest linear techniques. An understanding of the tools for solving non-linear problems is developed whilst demonstrating their application to problems in one dimension and then leading to higher dimensions. The reader is guided using simple exposition and proof, assuming a minimal set of pre-requisites. For completion, a set of appendices covering essential basics in functional analysis and metric spaces is included, making this ideal as an accompanying text on an upper-undergraduate or graduate course, or even for self-study.

Partial Differential Equations for Probabilists
  • Daniel W. Stroock
  • Published online:
    06 July 2010
    Print publication:
    28 April 2008
  • This book deals with equations that have played a central role in the interplay between partial differential equations and probability theory. Most of this material has been treated elsewhere, but it is rarely presented in a manner that makes it readily accessible to people whose background is probability theory. Many results are given new proofs designed for readers with limited expertise in analysis. The author covers the theory of linear, second order, partial differential equations of parabolic and elliptic types. Many of the techniques have antecedents in probability theory, although the book also covers a few purely analytic techniques. In particular, a chapter is devoted to the De Giorgi–Moser–Nash estimates, and the concluding chapter gives an introduction to the theory of pseudodifferential operators and their application to hypoellipticity, including the famous theorem of Lars Hormander.

Real Analysis and Probability
  • 2nd edition
  • R. M. Dudley
  • Published online:
    06 July 2010
    Print publication:
    14 October 2002
  • This classic textbook offers a clear exposition of modern probability theory and of the interplay between the properties of metric spaces and probability measures. The first half of the book gives an exposition of real analysis: basic set theory, general topology, measure theory, integration, an introduction to functional analysis in Banach and Hilbert spaces, convex sets and functions and measure on topological spaces. The second half introduces probability based on measure theory, including laws of large numbers, ergodic theorems, the central limit theorem, conditional expectations and martingale's convergence. A chapter on stochastic processes introduces Brownian motion and the Brownian bridge. The edition has been made even more self-contained than before; it now includes a foundation of the real number system and the Stone-Weierstrass theorem on uniform approximation in algebras of functions. Several other sections have been revised and improved, and the comprehensive historical notes have been further amplified. A number of new exercises have been added, together with hints for solution.

Locally Convex Spaces over Non-Archimedean Valued Fields
  • C. Perez-Garcia, W. H. Schikhof
  • Published online:
    06 July 2010
    Print publication:
    07 January 2010
  • Non-Archimedean functional analysis, where alternative but equally valid number systems such as p-adic numbers are fundamental, is a fast-growing discipline widely used not just within pure mathematics, but also applied in other sciences, including physics, biology and chemistry. This book is the first to provide a comprehensive treatment of non-Archimedean locally convex spaces. The authors provide a clear exposition of the basic theory, together with complete proofs and new results from the latest research. A guide to the many illustrative examples provided, end-of-chapter notes and glossary of terms all make this book easily accessible to beginners at the graduate level, as well as specialists from a variety of disciplines.

Lévy Processes and Stochastic Calculus
  • David Applebaum
  • Published online:
    06 July 2010
    Print publication:
    05 July 2004
  • Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. For the first time in a book, Applebaum ties the two subjects together. He begins with an introduction to the general theory of Lévy processes. The second part develops the stochastic calculus for Lévy processes in a direct and accessible way. En route, the reader is introduced to important concepts in modern probability theory, such as martingales, semimartingales, Markov and Feller processes, semigroups and generators, and the theory of Dirichlet forms. There is a careful development of stochastic integrals and stochastic differential equations driven by Lévy processes. The book introduces all the tools that are needed for the stochastic approach to option pricing, including Itô's formula, Girsanov's theorem and the martingale representation theorem.

Mathematical Tools for One-Dimensional Dynamics
  • Edson de Faria, Welington de Melo
  • Published online:
    06 July 2010
    Print publication:
    02 October 2008
  • Originating with the pioneering works of P. Fatou and G. Julia, the subject of complex dynamics has seen great advances in recent years. Complex dynamical systems often exhibit rich, chaotic behavior, which yields attractive computer generated pictures, for example the Mandelbrot and Julia sets, which have done much to renew interest in the subject. This self-contained book discusses the major mathematical tools necessary for the study of complex dynamics at an advanced level. Complete proofs of some of the major tools are presented; some, such as the Bers-Royden theorem on holomorphic motions, appear for the very first time in book format. An appendix considers Riemann surfaces and Teichmüller theory. Detailing the very latest research, the book will appeal to graduate students and researchers working in dynamical systems and related fields. Carefully chosen exercises aid understanding and provide a glimpse of further developments in real and complex one-dimensional dynamics.

Additive Combinatorics
  • Terence Tao, Van H. Vu
  • Published online:
    18 June 2010
    Print publication:
    14 September 2006
  • Additive combinatorics is the theory of counting additive structures in sets. This theory has seen exciting developments and dramatic changes in direction in recent years thanks to its connections with areas such as number theory, ergodic theory and graph theory. This graduate-level 2006 text will allow students and researchers easy entry into this fascinating field. Here, the authors bring together in a self-contained and systematic manner the many different tools and ideas that are used in the modern theory, presenting them in an accessible, coherent, and intuitively clear manner, and providing immediate applications to problems in additive combinatorics. The power of these tools is well demonstrated in the presentation of recent advances such as Szemerédi's theorem on arithmetic progressions, the Kakeya conjecture and Erdos distance problems, and the developing field of sum-product estimates. The text is supplemented by a large number of exercises and new results.

An Introduction to Lie Groups and Lie Algebras
  • Alexander Kirillov, Jr
  • Published online:
    31 May 2010
    Print publication:
    31 July 2008
  • With roots in the nineteenth century, Lie theory has since found many and varied applications in mathematics and mathematical physics, to the point where it is now regarded as a classical branch of mathematics in its own right. This graduate text focuses on the study of semisimple Lie algebras, developing the necessary theory along the way. The material covered ranges from basic definitions of Lie groups to the classification of finite-dimensional representations of semisimple Lie algebras. Written in an informal style, this is a contemporary introduction to the subject which emphasizes the main concepts of the proofs and outlines the necessary technical details, allowing the material to be conveyed concisely. Based on a lecture course given by the author at the State University of New York, Stony Brook, the book includes numerous exercises and worked examples, and is ideal for graduate courses on Lie groups and Lie algebras.

Analysis on Lie Groups
  • An Introduction
  • Jacques Faraut
  • Published online:
    29 May 2010
    Print publication:
    22 May 2008
  • The subject of analysis on Lie groups comprises an eclectic group of topics which can be treated from many different perspectives. This self-contained text concentrates on the perspective of analysis, to the topics and methods of non-commutative harmonic analysis, assuming only elementary knowledge of linear algebra and basic differential calculus. The author avoids unessential technical discussions and instead describes in detail many interesting examples, including formulae which have not previously appeared in book form. Topics covered include the Haar measure and invariant integration, spherical harmonics, Fourier analysis and the heat equation, Poisson kernel, the Laplace equation and harmonic functions. Perfect for advanced undergraduates and graduates in geometric analysis, harmonic analysis and representation theory, the tools developed will also be useful for specialists in stochastic calculation and the statisticians. With numerous exercises and worked examples, the text is ideal for a graduate course on analysis on Lie groups.

Rational and Nearly Rational Varieties
  • János Kollár, Karen E. Smith, Alessio Corti
  • Published online:
    25 May 2010
    Print publication:
    22 April 2004
  • The most basic algebraic varieties are the projective spaces, and rational varieties are their closest relatives. In many applications where algebraic varieties appear in mathematics and the sciences, we see rational ones emerging as the most interesting examples. The authors have given an elementary treatment of rationality questions using a mix of classical and modern methods. Arising from a summer school course taught by János Kollár, this book develops the modern theory of rational and nearly rational varieties at a level that will particularly suit graduate students. There are numerous examples and exercises, all of which are accompanied by fully worked out solutions, that will make this book ideal as the basis of a graduate course. It will act as a valuable reference for researchers whilst helping graduate students to reach the point where they can begin to tackle contemporary research problems.

Uniform Central Limit Theorems
  • R. M. Dudley
  • Published online:
    20 May 2010
    Print publication:
    28 July 1999
  • This book shows how the central limit theorem for independent, identically distributed random variables with values in general, multidimensional spaces, holds uniformly over some large classes of functions. The author, an acknowledged expert, gives a thorough treatment of the subject, including several topics not found in any previous book, such as the Fernique-Talagrand majorizing measure theorem for Gaussian processes, an extended treatment of Vapnik-Chervonenkis combinatorics, the Ossiander L2 bracketing central limit theorem, the Giné-Zinn bootstrap central limit theorem in probability, the Bronstein theorem on approximation of convex sets, and the Shor theorem on rates of convergence over lower layers. Other results of Talagrand and others are surveyed without proofs in separate sections. Problems are included at the end of each chapter so the book can be used as an advanced text. The book will interest mathematicians working in probability, mathematical statisticians and computer scientists working in computer learning theory.

Nonlinear Analysis and Semilinear Elliptic Problems
  • Antonio Ambrosetti, Andrea Malchiodi
  • Published online:
    19 May 2010
    Print publication:
    04 January 2007
  • Many problems in science and engineering are described by nonlinear differential equations, which can be notoriously difficult to solve. Through the interplay of topological and variational ideas, methods of nonlinear analysis are able to tackle such fundamental problems. This graduate text explains some of the key techniques in a way that will be appreciated by mathematicians, physicists and engineers. Starting from elementary tools of bifurcation theory and analysis, the authors cover a number of more modern topics from critical point theory to elliptic partial differential equations. A series of Appendices give convenient accounts of a variety of advanced topics that will introduce the reader to areas of current research. The book is amply illustrated and many chapters are rounded off with a set of exercises.

Representation Theory of Artin Algebras
  • Maurice Auslander, Idun Reiten, Sverre O. Smalo
  • Published online:
    11 May 2010
    Print publication:
    12 January 1995
  • This book is an introduction to the contemporary representation theory of Artin algebras, by three very distinguished practitioners in the field. Beyond assuming some first-year graduate algebra and basic homological algebra, the presentation is entirely self-contained, so the book is a suitable introduction for any mathematician (especially graduate students) to this field. The main aim of the book is to illustrate how the theory of almost split sequences is used in the representation theory of Artin algebras. However, other foundational aspects of the subject are developed. These results give concrete illustrations of some of the more abstract concepts and theorems. The book includes complete proofs of all theorems, and numerous exercises.

Local Cohomology
  • An Algebraic Introduction with Geometric Applications
  • M. P. Brodmann, R. Y. Sharp
  • Published online:
    04 May 2010
    Print publication:
    19 March 1998
  • This book provides a careful and detailed algebraic introduction to Grothendieck's local cohomology theory, and provides many illustrations of applications of the theory in commutative algebra and in the geometry of quasi-affine and quasi-projective varieties. Topics covered include Castelnuovo–Mumford regularity, the Fulton–Hansen connectedness theorem for projective varieties, and connections between local cohomology and both reductions of ideals and sheaf cohomology. It is designed for graduate students who have some experience of basic commutative algebra and homological algebra, and also for experts in commutative algebra and algebraic geometry.

Banach Spaces for Analysts
  • P. Wojtaszczyk
  • Published online:
    03 May 2010
    Print publication:
    14 February 1991
  • This is an introduction to modern Banach space theory, in which applications to other areas such as harmonic analysis function theory, orthogonal series and approximation theory are also given prominence. The author begins with a discussion of weak topologies, weak compactness and isomorphisms of Banach spaces before proceeding to the more detailed study of particular spaces. The book is intended to be used with graduate courses in Banach space theory, so the prerequisites are a background in functional, complex and real analysis. As the only introduction to the modern theory it will be an essential companion for professional mathematicians working in the subject, or interested in applying it to other areas of analysis.

Cohomology of Drinfeld Modular Varieties
  • Part 1, Geometry, Counting of Points and Local Harmonic Analysis
  • Gérard Laumon
  • Published online:
    03 May 2010
    Print publication:
    14 December 1995
  • Originally published in 1995, Cohomology of Drinfeld Modular Varieties aimed to provide an introduction, in two volumes, both to this subject and to the Langlands correspondence for function fields. These varieties are the analogues for function fields of the Shimura varieties over number fields. The Langlands correspondence is a conjectured link between automorphic forms and Galois representations over a global field. By analogy with the number-theoretic case, one expects to establish the conjecture for function fields by studying the cohomology of Drinfeld modular varieties, which has been done by Drinfeld himself for the rank two case. The present volume is devoted to the geometry of these varieties, and to the local harmonic analysis needed to compute their cohomology. Though the author considers only the simpler case of function rather than number fields, many important features of the number field case can be illustrated.

Cohomology of Drinfeld Modular Varieties
  • Part 2, Automorphic Forms, Trace Formulas and Langlands Correspondence
  • Gérard Laumon
  • Appendix by Jean Loup Waldspurger
  • Published online:
    25 March 2010
    Print publication:
    09 January 1997
  • Cohomology of Drinfeld Modular Varieties provides an introduction, in two volumes, both to this subject and to the Langlands correspondence for function fields. These varieties are the analogues for function fields of the Shimura varieties over number fields. The Langlands correspondence is a conjectured link between automorphic forms and Galois representations over a global field. By analogy with the number-theoretic case, one expects to establish the conjecture for function fields by studying the cohomology of Drinfeld modular varieties, which has been done by Drinfeld himself for the rank two case. This second volume is concerned with the Arthur-Selberg trace formula, and with the proof in some cases of the Rmamanujan-Petersson conjecture and the global Langlands conjecture for function fields. It is based on graduate courses taught by the author, who uses techniques which are extensions of those used to study Shimura varieties. Though the author considers only the simpler case of function rather than number fields, many important features of the number field case can be illustrated. Several appendices on background material keep the work reasonably self-contained. It is the first book on this subject and will be of much interest to all researchers in algebraic number theory and representation theory.

Algebraic Homotopy
  • Hans Joachim Baues
  • Published online:
    22 March 2010
    Print publication:
    16 February 1989
  • This book gives a general outlook on homotopy theory; fundamental concepts, such as homotopy groups and spectral sequences, are developed from a few axioms and are thus available in a broad variety of contexts. Many examples and applications in topology and algebra are discussed, including an introduction to rational homotopy theory in terms of both differential Lie algebras and De Rham algebras. The author describes powerful tools for homotopy classification problems, particularly for the classification of homotopy types and for the computation of the group homotopy equivalences. Applications and examples of such computations are given, including when the fundamental group is non-trivial. Moreover, the deep connection between the homotopy classification problems and the cohomology theory of small categories is demonstrated. The prerequisites of the book are few: elementary topology and algebra. Consequently, this account will be valuable for non-specialists and experts alike. It is an important supplement to the standard presentations of algebraic topology, homotopy theory, category theory and homological algebra.

Multiplicative Number Theory I
  • Classical Theory
  • Hugh L. Montgomery, Robert C. Vaughan
  • Published online:
    26 February 2010
    Print publication:
    16 November 2006
  • Prime numbers are the multiplicative building blocks of natural numbers. Understanding their overall influence and especially their distribution gives rise to central questions in mathematics and physics. In particular their finer distribution is closely connected with the Riemann hypothesis, the most important unsolved problem in the mathematical world. Assuming only subjects covered in a standard degree in mathematics, the authors comprehensively cover all the topics met in first courses on multiplicative number theory and the distribution of prime numbers. They bring their extensive and distinguished research expertise to bear in preparing the student for intelligent reading of the more advanced research literature. This 2006 text, which is based on courses taught successfully over many years at Michigan, Imperial College and Pennsylvania State, is enriched by comprehensive historical notes and references as well as over 500 exercises.

Page 7 of 10