Levy processes are the natural continuous-time analogue of random walks and form a rich class of stochastic processes around which a robust mathematical theory exists. Their application appears in the theory of many areas of classical and modern stochastic processes including storage models, renewal processes, insurance risk models, optimal stopping problems, mathematical finance, continuous-state branching processes and positive self-similar Markov processes.

This textbook is based on a series of graduate courses concerning the theory and application of Levy processes from the...

Modern algorithmic techniques for summation, most of which were introduced in the 1990s, are developed here and carefully implemented in the computer algebra system Maple .

The algorithms of Fasenmyer, Gosper, Zeilberger, Petkov ek and van Hoeij for hypergeometric summation and recurrence equations, efficient multivariate summation as well as q-analogues of the above algorithms are covered. Similar algorithms concerning differential equations are considered. An equivalent theory of hyperexponential integration due to Almkvist and Zeilberger completes the book.

The...

Potential Theory presents a clear path from calculus to classical potential theory and beyond, with the aim of moving the reader into the area of mathematical research as quickly as possible. The subject matter is developed from first principles using only calculus. Commencing with the inverse square law for gravitational and electromagnetic forces and the divergence theorem, the author develops methods for constructing solutions of Laplace's equation on a region with prescribed values on the boundary of the region.

The latter half of the book addresses more advanced material...

This textbook gives an introduction to axiomatic set theory and examines the prominent questions that are relevant in current research in a manner that is accessible to students. Its main theme is the interplay of large cardinals, inner models, forcing and descriptive set theory.

The following topics are covered:

- Forcing and constructability
- The Solovay-Shelah Theorem i.e. the equiconsistency of 'every set of reals is Lebesgue measurable' with one inaccessible cardinal
- Fine structure theory and a modern approach to sharps
- Jensen's Covering Lemma
- The...

Unlike many other texts on differential geometry, this textbook also offers interesting applications to geometric mechanics and general relativity.

The first part is a concise and self-contained introduction to the basics of manifolds, differential forms, metrics and curvature. The second part studies applications to mechanics and relativity including the proofs of the Hawking and Penrose singularity theorems. It can be independently used for one-semester courses in either of these subjects.

The main ideas are illustrated and further developed by numerous examples and over 300...

Cohomology and homology modulo 2 helps the reader grasp more readily the basics of a major tool in algebraic topology. Compared to a more general approach to (co)homology this refreshing approach has many pedagogical advantages:

1. It leads more quickly to the essentials of the subject,
2. An absence of signs and orientation considerations simplifies the theory,
3. Computations and advanced applications can be presented at an earlier stage,
4. Simple geometrical interpretations of (co)chains.

Mod 2 (co)homology was developed in the first quarter of the twentieth...

This work is unique as it provides a uniform treatment of the Fourier theories of functions (Fourier transforms and series, z-transforms), finite measures (characteristic functions, convergence in distribution), and stochastic processes (including arma series and point processes).

It emphasises the links between these three themes. The chapter on the Fourier theory of point processes and signals structured by point processes is a novel addition to the literature on Fourier analysis of stochastic processes. It also connects the theory with recent lines of research such as biological...