Introduction to Probability Models by Sheldon M. Ross

Product Description

The seventh edition of the successful Introduction to Probability Models introduces elementary probability theory and the stochastic processes and is particularly well-suited to those applying probability theory to the study of phenomena in engineering, management science, the physical and social sciences, and operations research. Skillfully organized, Introduction to Probability Models covers all essential topics. Sheldon Ross, a talented and prolific textbook author, distinguishes this carefully and substantially revised book by his effort to develop in students an intuitive, and therefore lasting, grasp of probability theory. The seventh edition includes many new examples and exercises, with the majority of the new exercises being less demanding of the student. In addition, the text introduces stochastic processes, stressing applications, in an easily understood manner. There is a comprehensive introduction to the applied models of probability that stresses intuition. Both students and professors will agree that this is the most solid and widely used text for probability theory.

* Provides a detailed coverage of the Markov Chain Monte Carlo methods and Markov Chain covertimes
* Gives a thorough presentation of k-record values and the surprising Ignatov's theorem
* Includes examples relating to: "Random walks to circles," "The matching rounds problem," "The best prize problem" and many more
* Contains a comprehensive appendix with the answers to approximately 100 exercises from throughout the text
* Accompanied by a complete instructor's solutions manual with step-by-step solutions to all exercises
NEW TO THIS EDITION
* Includes many new and easier examples and exercises
* Offers new material on utilizing probabilistic method in combinatorial optimization problems
* Includes new material on suspended animation reliability models
* Contains new material on random algorithms and cycles of random permutations
Product Details

* Amazon Sales Rank: #834330 in Books
* Published on: 2000-02
* Number of items: 1
* Binding: Hardcover
* 693 pages

Editorial Reviews

Review
“...perfect for actuaries…a fascinating introduction to applications from a variety of disciplines. Any curious student will love this book."
--Jean Lemaire, University of Pennsylvania, Wharton School

“The examples, like the exercises are great...”
--Matt Carlton, California Polytechnic State University

Book Info
Includes nearly 600 new or updated exercises, with over 100 solutions provided, new derivations for the Poisson and nonhomogeneous Poisson processes, optimization of single server, general service time queue and analysis of a series structure reliability model in which components enter a state of suspended animation upon cohort failure.

Back Cover Copy
The Seventh Edition of Ross' Intorduction to Probability Models represents the continuing convergence of this best-selling book with the widening indispensability of probability in pure and applied science.
Revised and updated, Introduction to Probability Models is particularly well suited to those seeking an understanding of how probability theory and stochastic processes apply to phenomena in such fields as engineering, management science, the physical and social sciences, and operations research.
While retaining its focus on elementary probability and stochastic processes, this edition's significant revisions include:
* Nearly 600 new or updated exercises, with over 100 solutions provided
* New derivations for the Poisson and nonhomogeneous Poisson processes
* Optimization of a single server, general service time queue
* Analysis of a series structure reliability model in which components enter a state of suspended animation upon cohort failure
Sheldon M. Ross has published numerous textbooks and technical articles in the areas of statistics and applied probability. Professor Ross is the founding and continuing editor of the journal Probability in the Engineering and Informational Sciences, published by Cambridge University Press. He is a fellow of the Institute of Mathematical Statistics and a recipient of the Humboldt U.S. Senior Scientist Award.
Customer Reviews

does not explain the concepts so well; just one proposition after the other2
We had this book for a 4th year Computer Science - Statistics course.

I agree with some of the other reviewers that - inspite of claiming to be an 'introductory' text book - it does not explain the concepts so well.

e.g. Bayes Theorem has been introduced in like half a page with absolutely no explaination of prior and posterior probablities and the underlying concepts (something I learnt when we applied Bayes Formula in a Neural Networks & Data Mining course)

So all you get are the formulae from this book (at least in the first few chapters that I read), where the author should have spent more time 'introducing' concepts.

The solved examples are ok, but very academic - and there is no way to be sure of your answers for the other non-solved questions (unless you have a lecturer to discuss them with)

2 Stars - because they ought to start writing math books that regular people can read and understand and appreciate - not just math prodigies

Dense and difficult to follow.2
This book contains a wealth of information about probability models, but it's so hard to follow that I can't extract any of that information to make any use of it. From the other reviews, I gather that it is a good resource for some. But this definitely not an INTRODUCTION to Probability Models unless you have a very strong background in general probability.

one of the best introduction to probability and stochastic processes5
Understanding probability requires various resources to read. I think this book is one of the irreplaceable element in these resources. It is an introduction book as the name implies. Examples are illuminating the subject very well.

Fourier Analysis of Time Series: An Introduction (Wiley Series in Probability and Statistics) by Peter Bloomfield

Product Description

A new, revised edition of a yet unrivaled work on frequency domain analysis

Long recognized for his unique focus on frequency domain methods for the analysis of time series data as well as for his applied, easy-to-understand approach, Peter Bloomfield brings his well-known 1976 work thoroughly up to date. With a minimum of mathematics and an engaging, highly rewarding style, Bloomfield provides in-depth discussions of harmonic regression, harmonic analysis, complex demodulation, and spectrum analysis. All methods are clearly illustrated using examples of specific data sets, while ample exercises acquaint readers with Fourier analysis and its applications. The Second Edition:

* Devotes an entire chapter to complex demodulation
* Treats harmonic regression in two separate chapters
* Features a more succinct discussion of the fast Fourier transform
* Uses S-PLUS commands (replacing FORTRAN) to accommodate programming needs and graphic flexibility
* Includes Web addresses for all time series data used in the examples

An invaluable reference for statisticians seeking to expand their understanding of frequency domain methods, Fourier Analysis of Time Series, Second Edition also provides easy access to sophisticated statistical tools for scientists and professionals in such areas as atmospheric science, oceanography, climatology, and biology.
Product Details

* Amazon Sales Rank: #889468 in Books
* Published on: 2000-02-04
* Number of items: 1
* Binding: Hardcover
* 288 pages

Editorial Reviews

Review
"These two new books are both new editions of time series classics that will be welcomed by practitioners." (Technometrics, Vol. 42, No. 4, May 2001)

"The first edition stood out as a model...this new edition holds up very successfully while incorporating a quarter century of change" (Short Book Reviews, December 2000)

"this is a very accessible book" (The Statistician, Vol.50, No.4, 2001)

Short Book Reviews, December 2000
"The first edition stood out as a model...this new edition holds up very successfully while incorporating a quarter century of change"

The Statistician, Vol.50, No.4, 2001
"this is a very accessible book"
Customer Reviews

excellent treatment of frequency domain time series methods5
As a time series analyst who studied time series in graduate school when the first edition of Bloomfield's book came out, I really appreciated it. The frequency approach to time series is not natural because we tend to look at the series to see how it changes (fluctuates) over time. This makes the time domain approach very natural. It is only when one sees periodicity in the series and can relate the series to a summation of sine and cosine waves that the frequency domain ideas get appreciated.
Bloomfield introduces Fourier series in a gentle way, making it clear. Concepts are introduced as needed to deal with specific aspects of real time series data.

I particularly liked his treatment of complex demodulation, which could be a very difficult concept to grasp if not presented carefully. But Bloomfield explains it well and provides another way to look at the famous Wolfer sunspot data using an approach based on complex demodulation (assuming a slowly changing period for the series).

The second edition is now out with additional topics and corrections. I have only read the first edition. So my comments only pertain to that edition. This is the best introductory text to frequency domain time series analysis that I have ever read.

nice beginning treatment of frequency domain time series5
As a time series analyst who studied time series in graduate school when the first edition of Bloomfield's book came out, I really appreciated it. The frequency approach to time series is not natural because we tend to look at the series to see how it changes (fluctuates) over time. This makes the time domain approach very natural. It is only when one sees periodicity in the series and can relate the series to a summation of sine and cosine waves that the frequency domain ideas get appreciated.

Bloomfield introduces Fourier series in a gentle way, making it clear. Concepts are introduced as needed to deal with specific aspects of real time series data. I particularly liked his treatment of complex demodulation, which could be a very difficult concept to grasp if not presented carefully. But Bloomfield explains it well and provides another way to look at the famous Wolfer sunspot data using an approach based on complex demodulation (assuming a slowly changing period for the series).

Handbook of Time Series Analysis, Signal Processing, and Dynamics (Signal Processing and its Applications)

Product Description

The aim of this book is to serve as a graduate text and reference in time series analysis and signal processing, two closely related subjects that are the concern of a wide range of disciplines, such as statistics, electrical engineering, mechanical engineering and physics.
The book provides a CD-ROM containing codes in PASCAL and C for the computer procedures printed in the book. It also furnishes a complete program devoted to the statistical analysis of time series, which will be attractive to a wide range of academics working in diverse mathematical disciplines.
Product Details

* Amazon Sales Rank: #899436 in Books
* Published on: 1999-11-03
* Number of items: 1
* Binding: Hardcover
* 848 pages

Editorial Reviews

Book Info
Presents methods designed for the purpose of analyzing series of statistical observations, taken at regular intervals of time. Provides the firm mathematical framework needed to bear the weight of the practical applications.
Customer Reviews

Excellent Reference Book for Engineers & Statisticians5
I have been using this book for several months now and its a great reference book for the applied statistician and engineer. I got this book hoping to get pseudo-code for standard time-series analysis, fourier transforms, etc. In addition to the algorithms, I was extremely impressed by the clear explanations of difficult mathematical concept and descriptions of the numerical methods used. I'm now using this as a text to educate myself on several topics !

I think the author has done a great service to the community by writing this excellent book. If you're the kind of person who is interested in understanding the math behind the methods as well as in practical numerical implementation, this book is for you ! My only suggestion is that in the next edition, the author should also consider providing Matlab m-files for the algorithms.

Broad Mathematical Background4
I found this book to be mainly interesting for those researchers or practicioners who find themselves diving into the river of time series analysis and try to survive not having a very strong mathematical background. This book should allow them to apply the most classic mathematical tools such as time-domain and spectral-domain techniques to their time series problems (provided they are "relatively non-complex") and also to gain confidence in the use of the mathematical apparatus when doing their research or writing about the subject of time-series analysis.

For more complex situations, however, the methods presented may become weak and other scenarios such as neural, fuzzy or "computational intelligence" in general should be more indicated. This book does not deal with those subjects, but I appreciated the rather clear way it exposes the main mathematical aids for the comprehension and analysis of time series data.

Also remarkable are the extense bibliographical references and the CD-ROM containing code routines in C and Pascal for most of the methods explained, along with libraries, a means of doing queries to the bibliography and the .PDF version of the book itself, with a couple Appendixes added.

Good for the starters in time-series analysis3
Well written, this book would be good for the practitioners with engineering background and without rigorous mathematics. The coverage is rather conventional or classical in the sense that intelligent appoaches are not touched.

Tensor Calculus by J. L. Synge

Product Description

Fundamental introduction for beginning student of absolute differential calculus and for those interested in applications of tensor calculus to mathematical physics and engineering. Topics include spaces and tensors; basic operations in Riemannian space, curvature of space, special types of space, relative tensors, ideas of volume, more.
Product Details
Amazon Sales Rank: #235005 in Books
Published on: 1978-07-01
Number of items: 1
Binding: Paperback
324 pages
Customer Reviews

No resolutions for the exercises
My background is being an electrical engineer with casual interest in physics. I was trying to start understanding more about relativity.

Being honest this was my first book on the topic of tensors. What can I say? tough start. Don't even bother if you aren't a graduate student (IMHO). Complex notation, fast paced (not for the student), few resolved exercises, no companion material (web pages or others).
I think this book is thought to be a companion book for someone who already has a certain knowledge about tensors.
In the book, there are many exercises but none of them is resolved in details, on the contrary, they are left to the reader as a "homework". Which is a pity because is in the exercises where you can hope to find some help to understand this complex subject.
As far as I know There is not a place in Internet where one can check the resolution of the exercises in this book.

This is really a good book, despite what some people are saying...
I find it rather strange that several of the negative reviews of Synge & Schild are really negative opinions about the lack of elegance of tensors, compared to the new-fangled differential forms.

This is like blaming the author of a book on the grammar of a language, because you think the grammar is too complicated. Sorry, but the author of the book can only explain as well as he/she can the grammar that exists, it's not within his scope to improve upon it!

This book is a relatively easy-to-read and carefully motivated text on tensor calculus, a subject that does tend to lead to that eye-glazing-over effect because of the numerous indices. It does a very good job of keeping the focus on the concepts, without getting too bogged down in the equations - most of the time.

Does it need to be said that this subject is still useful, despite its comparative inelegance, because so many classic texts and articles on general relativity use this language? Will those who scorn to deal with indices demand that all these papers be properly translated into differential forms before they deign to read them?

Hard to follow
It's an old fashioned text, confusing and hard to follow.

A Course in Universal Algebra (Graduate texts in mathematics)

Product Details
Amazon Sales Rank: #2019747 in Books
Published on: 1982-03
Number of items: 1
Binding: Hardcover
276 pages
Customer Reviews

Though I haven't read it yet,
I found it(the millenium edition) online as a pdf or ps file. I think this book is good because I see it in many bibliography of the books of related subjects. Try any search engine under the book title.

Beautiful book. I still don't have one and I'm mad about it
The book is excellent introduction to Universal Algebra. In fact, I cannot imagine a person studying the subject who is not familiar with this (already) classic book. The only bad part is that it is impossible to find. Please, print it again. I'll by 10, two for me (one for the office and one for home) and the rest for my friends.

Very good but HARD to find!
This is one of the more recent basic texts on Universal Algebra. It is very well written, and is an absolute MUST for students of the subject, as well as a great resource for researchers. Unfortunately, it is out of print and extremely difficult to find. I have been looking for a copy in English for seven years with no success. Fortunately, there is a Hungarian edition (with a special appendix on Clones) available to those willing to break the language barrier (no small feat...) When will this classic text be reprinted?

Algebraic Statistics: Computational Commutative Algebra in Statistics (Monographs on Statistics and Applied Probability) by Giovanni Pistone

Product Description

Written by pioneers in this exciting new field, Algebraic Statistics introduces the application of polynomial algebra to experimental design, discrete probability, and statistics. It begins with an introduction to Gröbner bases and a thorough description of their applications to experimental design. A special chapter covers the binary case with new application to coherent systems in reliability and two level factorial designs. The work paves the way, in the last two chapters, for the application of computer algebra to discrete probability and statistical modelling through the important concept of an algebraic statistical model. As the first book on the subject, Algebraic Statistics presents many opportunities for spin-off research and applications and should become a landmark work welcomed by both the statistical community and its relatives in mathematics and computer science.
Product Details
Amazon Sales Rank: #1173867 in Books
Published on: 2000-12-21
Number of items: 1
Binding: Hardcover
184 pages
Editorial Reviews

Review
...authors have been the predominant contributors to the field.... for anyone who wants to learn about, and perhaps contribute to, the field, this monograph is undoubtedly the place to start.
-Biometrics, Vol. 57, No. 3, September 2001
This very challenging monograph demonstrates how Gröbner bases may be used to represent experimental design, probability models and statistical models The book points clearly to the future potential use of algebraic tools.

Short Book Reviews, Vol. 21, No. 2, August, 2001

Book Info
An introduction to the use of polynomial algebra in experimental design, discrete probability and statistics. Presents many opportunities for spin-off research and paves the way for that application of computer algebra to probability and statistics. DLC: Mathematical statistics.

Invariance Theory, the Heat Equation, and the Atiyah-Singer Index Theorem (Mathematics Lecture Series) by Peter B. Gilkey

Product Description

This book treats the Atiyah-Singer index theorem using the heat equation, which gives a local formula for the index of any elliptic complex. Heat equation methods are also used to discuss Lefschetz fixed point formulas, the Gauss-Bonnet theorem for a manifold with smooth boundary, and the geometrical theorem for a manifold with smooth boundary. The author uses invariance theory to identify the integrand of the index theorem for classical elliptic complexes with the invariants of the heat equation.
Product Details
Amazon Sales Rank: #3355517 in Books
Published on: 1985-04
Number of items: 1
Binding: Hardcover
349 pages

Statistics of Financial Markets: An Introduction (Universitext) by Jürgen Franke

Product Description


Statistics of Financial Markets offers a vivid yet concise introduction to the growing field of statistical applications in finance. The reader will learn the basic methods to evaluate option contracts, to analyse financial time series, to select portfolios and manage risks making realistic assumptions of the market behaviour.

The focus is both on fundamentals of mathematical finance and financial time series analysis and on applications to given problems of financial markets, making the book the ideal basis for lectures, seminars and crash courses on the topic.

For the second edition the book has been updated and extensively revised. Several new aspects have been included, among others a chapter on credit risk management.
Product Details
Amazon Sales Rank: #746891 in Books
Published on: 2008-02-13
Number of items: 1
Binding: Paperback
501 pages
Editorial Reviews

Review

From reviews of the first edition:


"The book starts with five eye-catching pages that reproduce a students handwritten notes for the examination that is based on this book. The material is well presented with a good balance between theoretical and applied aspects. The book is an excellent demonstration of the power of stochastics . The authors goal is well achieved: this book can satisfy the needs of different groups of readers . this book can, and I expect it will, be successfully used . The variety of interrelated topics students as well as for their teachers." (Jordan Stoyanov, Journal of the Royal Statistical Society, Vol. 168 (4), 2005)

"This book provides a statistical approach to the theoretical and practical issues relating to stock trading. Written by three specialists in closely related fields, it is highly useful for anyone interested in the mathematical and statistical aspects of finance . Its structure highlights a logical link thus presenting itself as a good reference not only for students and lecturers but also for researchers in particular those keenly interested in the dynamics of the stock market. It provides a step forward towards ." (Kassim S. Mwitondi, Journal of Applied Statistics, Vol. 32 (4), 2005)

"This book, a textbook as a matter of fact, deals with some of the statistical techniques which are most actively used in the analysis of financial time series . These are the lecture notes of a course on the subject, which have been carefully edited, and presented in book format. As such, it is a good textbook: lots of insights, careful presentations, ordered introduction." (José Lúis Fernandez Perez, Zentralblatt MATH, Vol. 1059 (10), 2005)

"This textbook presents an introduction to financial mathematics for a graduate level course. The text briefly introduces the concepts of probability theory . The book could be used for teaching a post-graduate (honours and masters level), course in financial mathematics." (Gary D Sharp, South African Statistical Journal, March 2005)
Customer Reviews

Great intutive introduction to stochastic calculus
This book was such a relief after going through tens of books/lectures notes on stochastic calculus. Most math books give the theory behind Ito calculus (martingales, measure theory etc.), but fail to give the motivation and reasoning behind abstract definitions. This book does an excellent job in deriving many seemingly-complicated math formulas (or, theorems) using intuitive terms. It is an excellent read for people who have a reasonable background in probability theory, and are wishing to learn stochastic calculus (plus finance). I strongly recommend it to anyone who wants to learn the rudiments of Ito integral and see its applications in finance.

Great introduction to the Value at Risk measures
Got the friendly yellow paperback version. The book is in three major parts; Options, Time series and then Value at Risk.

The first section starts out well with an overview of Stochastic Processes and then moves on to Stochastic Integrals and Differential Equations. All of this is motivation to help with the pricing of Options, starting with European, then American and moving onto Exotics and Bond Options. It covers all the major points, though it is a little limited in the Exotics, it does have a good references to more thorough works.

The second section on time series works with ARIMA, ARCH and GARCH models.

The third section (labeled Selected Financial Applications) is mostly about the VAR though is has some really good commentary on the Volatility of Option Portfolios.

An added bonus is that you can download the PDF version of the book, and all the data for the examples from the web, with quite a neat one-time license.

I would recommend this book to people needing a good overview of the subjects listed above, and as a handy reference.

Linear Programming: Foundations and Extensions (International Series in Operations Research & Management Science) by Robert J. Vanderbei

Product Description


Linear Programming: Foundations and Extensions is an introduction to the field of optimization. The book emphasizes constrained optimization, beginning with a substantial treatment of linear programming, and proceeding to convex analysis, network flows, integer programming, quadratic programming, and convex optimization.


The book is carefully written. Specific examples and concrete algorithms precede more abstract topics. Topics are clearly developed with a large number of numerical examples worked out in detail.


Moreover, Linear Programming: Foundations and Extensions underscores the purpose of optimization: to solve practical problems on a computer. Accordingly, the book is coordinated with free efficient C programs that implement the major algorithms studied:

-The two-phase simplex method; -The primal-dual simplex method; -The path-following interior-point method; -The homogeneous self-dual methods.


In addition, there are online JAVA applets that illustrate various pivot rules and variants of the simplex method, both for linear programming and for network flows. These C programs and JAVA tools can be found on the book's webpage: . Also, check the book's webpage for new online instructional tools and exercises that have been added in the new edition.
Product Details
Amazon Sales Rank: #396925 in Books
Published on: 2007-11-26
Number of items: 1
Binding: Hardcover
464 pages
Editorial Reviews

Book Info
Focuses largely on constrained optimization. Begins with a substantial treatment of linear programming and proceeds to convex analysis, network flows, integer programming, and convex optimization.
Customer Reviews

Professor Robert Freund's review
This is a much more detailed one as compared to the other two and was penned by MIT ORC Professor Robert Freund.

Summary. This book presents a thoroughly modern treatment of linear programming that achieves a healthy balance between theory, implementation, computation, and between the simplex method and interior-point methods. It's most novel feature is that it is written in a delightful and refreshing conversational style, that bespeaks the author's teaching style and relaxed wit. It is a pleasure to read: students will find the book to be friendly and engaging, while professors will find in the book a wealth of teaching material, nicely organized and packaged for classroom use. The book is also meant to be used in conjunction with a public-available website that contains software for various algorithms, additional exercises, and demos of algorithms.
The need for new linear programming textbooks. The world of linear programming has changed dramatically in the last ten years. For one thing, the incredible changes in computer technology have made it easy to solve truly huge LPs, and routine LP problems solve in fractions of a second even on a personal computer. As a result, the study of linear programming algorithms is of less interest to the casual student. (In a similar vein, we usually do not teach students how to efficiently compute square roots; we simply presume they can press the right buttons on their calculator.) On the other hand, because we can now solve truly gigantic linear programs, issues of computer implementation, numerical stability, and software architecture, etc., are as important for the serious optimizer as is, say, duality theory. Furthermore, the development and recognition of the importance of interior point methods has changed the landscape of linear programming significantly, so that linear programming is no longer synonymous with the simplex method, and a modern treatment of LP must also present an in-depth treatment of the most important interior point methods.

Vanderbei's book is thoroughly modern. Vanderbei's book is completely up-to-date. Aside from a nice treatment of the simplex method, it also contains a very up-to-date treatment of interior point methods, including the homogeneous self-dual formulation and algorithm (which might soon become the dominant algorithm in practice and theory). It contains extensive material on issues of implementation of both the simplex algorithm and interior point algorithms. A politician might call it a book for the 21st century.

Vanderbei's book has many novel features. This book is quite different from most other textbooks on LP in a number of important ways. For starters, the standard form of a linear program in the book is the symmetric form of the problem (max c^T x | Ax <= b, x >= 0), as opposed to the usual form (min c^T x | Ax=b, x >= 0). This difference allows for an easier treatment of duality, and allows one to see the geometry of linear programming more easily as well. The symmetric form also makes it easier to set up the homogeneous self-dual interior point algorithm. However, this form has the drawback that discussions of bases, basic feasible solutions, and some of the mechanics of the simplex method are all a bit more awkward. (The book uses the language of dictionaries to describe the essential information in a simplex method iteration.) The book has more of a focus on engineering applications than does the more typcial LP textbook (which tend to rely on business problems). For example, there is a nice chapter on optimization of engineering structures such as trusses. The book gives a very broad treatment of interior point methods, including several topics that are not usually found in textbooks such as the homogeneous self-dual formulation and algorithm, quadratic programming via interior point methods, and general convex optimization via interior point methods.

These novel features are good in that the author has clearly tried to be innovative and to build an LP text from the ground up, without regard for past texts.

Some Nice Features. There are some particularly nice features in the book. The book contains a much-simplified variant of the Klee-Minty polytope that allows for a more straightforward proof that the simplex method can visit exponentially many extreme points. In addition to proving strong duality, the book also presents Tucker's strict complementarity theorem, which has become important in the new view of sensitivity analysis, optimal partitions, and interior point methods. The book also contains a nice treatment of the steepest edge pivot rule, which has recently emerged as an important component in speeding up the performance of the simplex algorithm. In the treatment of interior point methods, the author spends very little time on polynomial time bounds and guarantees (as a theorist, I like to see this material), instead adding value by discussing important computational and implemention issues, including ordering heuristics, strategies for solving the KKT system by Newton's method, etc. The book sometimes has an engineer's feel for the proofs, which is good for students but is a bit frustrating to hard-core math types such as myself. There are many instances where the proof is just a proof via an example. This is consistent with the conversational and informal style of the text, and this informality spills over into the mathematics on occasion.

This book has style. As mentioned earlier, the book has a wonderfully appealing conversational style. While the author does not purposely go out of his way to be cute and corny, he succeeds in leaving the reader grinning with his humor. There are some passages that are downright funny, but the style succeeds mostly by default. One section on the issue of modeling the anchoring of truss design problems is called Anchors Away, the subsection on updating factorizations to reduce fill-in is aptly called Shrinking the Bump. And there is the hint of a racy discussion of an application of Konig's Theorem involving boys and girls that the curious reader might enjoy.

Overall, I greatly enjoyed reviewing this book, and I highly recommend the book as a textbook for an advanced undergraduate or master's level course in linear programming, particularly for courses in an engineering environment. In addition, the book also is a good reference book for interior point methods as well as for implementation and computational aspects of linear programming. This is an excellent new book.

Excellent book
Very clearly written. Unlike most math books, the notation is easy to understand for engineers and programmers. I found the free online version first, and then decided to buy the hard copy.

Profesor
That book is excelent from class and practice. Very important in undergraduate and postgraduate. Thanks you.

Advanced Mathematical Methods for Scientists and Engineers: Asymptotic by Carl M. Bender

Product Description

This book gives a clear, practical and self-contained presentation of the methods of asymptotics and perturbation theory and explains how to use these methods to obtain approximate analytical solutions to differential and difference equations. These methods allow one to analyze physics and engineering problems that may not be solvable in closed form and for which brute-force numerical methods may not converge to useful solutions. The objective of this book is to teaching the insights and problem-solving skills that are most useful in solving mathematical problems arising in the course of modern research. Intended for graduate students and advanced undergraduates, the book assumes only a limited familiarity with differential equations and complex variables. The presentation begins with a review of differential and difference equations; develops local asymptotic methods for differential and difference equations; explains perturbation and summation theory; and concludes with a an exposition of global asymptotic methods, including boundary-layer theory, WKB theory, and multiple-scale analysis. Emphasizing applications, the discussion stresses care rather than rigor and relies on many well-chosen examples to teach the reader how an applied mathematician tackles problems. There are 190 computer-generated plots and tables comparing approximate and exact solutions; over 600 problems, of varying levels of difficulty; and an appendix summarizing the properties of special functions.
Product Details
Amazon Sales Rank: #220333 in Books
Published on: 1999-10-29
Number of items: 1
Binding: Hardcover
593 pages
Editorial Reviews

Review

"This book is a reprint of the original published by McGraw-Hill \ref [MR0538168 (80d:00030)]. The only changes are the addition of the Roman numeral I to the title and the provision of a subtitle, "Asymptotic methods and perturbation theory". This latter improvement is much needed, as the original title suggested that this was a teaching book for undergraduate scientists and engineers. It is not, but is an excellent introduction to asymptotic and perturbation methods for master's degree students or beginning research students. Certain parts of it could be used for a course in asymptotics for final year undergraduates in applied mathematics or mathematical physics.

This is a book that has stood the test of time and I cannot but endorse the remarks of the original reviewer. It is written in a fresh and lively style and the many graphs and tables, comparing the results of exact and approximate methods, were in advance of its time. I have owned a copy of the original for over twenty years, using it on a regular basis, and, after the original had gone out of print, lending it to my research students. Springer-Verlag has done a great service to users of, and researchers in, asymptotics and perturbation theory by reprinting this classic." (A.D. Wood, Mathematical Reviews)

Book Info
Provides, a clear practical, and self-contained presentation of the methods of asymptotics and perturbation theory and explains how to use these methods to obtain approximate analytical solutions to differential and difference equations. DLC: Differential equations--Numerical solutions.
Customer Reviews

Excellent !!!!!!!!
This is one of the finest books ever written on classical asymptotic analysis, one of the most useful areas in mathematics for engineering applications. The material is quite outdated now since the present research is almost completely computational.

Nevertheless, one of the finest applied mathematics texts.

very good
It's a very good book for students and engineers of science and technology. It's worth reading Orszag's book.

Deeply insightful and utterly fascinating
I had the privilege to explore this guide to the universe of asymptotics under Prof. Bender. I used to think, and still do (about 2 decades on), that this book is like the Rosetta Stone, and enables us to solve anything in applied mathematics.

A must have for anyone looking to understand the incredible universe we find ourselves in!