Advanced Mathematical Mathods

ISBN-13: 9780521247887 / Angielski / Twarda / 1991 / 560 str.

Adam Ostaszewski

Opis

This text is a self-contained second course on mathematical methods dealing with topics in linear algebra and multivariate calculus that can be applied to statistics.

Recenzje

"A wonderful reference book." The American Mathematical Monthly

Spis treści

Preface; Part I. Linear Algebra: 1. Vector spaces (revision); 2. Geometry in R; 3. Matrices; 4. Projections; 5. Spectral theory; 6. The upper triangular form; 7. The tri-diagonal form; 8. Inverses; 9. Convexity; 10. The separating hyperplane theorem; 11. Linear inequalities; 12. Linear programming and game theory; 13. The simplex method; 14. Partial derivatives (revision); 15. Convex functions; 16. Non-linear programming; Part II. Advanced Calculus: 1. The integration process; 2. Manipulation of integrals; 3. Multiple integrals; 4. Differential and difference equations (revision); 5. Laplace transforms; 6. Series solutions of differential equations; 7. Calculus of variations; Part III. Solutions to Selected Exercises; Index.