Yield Curve Modelling at the Bank of Canada PDF Download

Author: David Bolder
Publisher:
ISBN: 9780662276029
Category : Government securities
Languages : en
Pages : 56

View

Book Description

Author: Roald M. Trigub
Publisher: Springer Science & Business Media
ISBN: 9781402023415
Category : Mathematics
Languages : en
Pages : 610

View

Book Description
In Fourier Analysis and Approximation of Functions basics of classical Fourier Analysis are given as well as those of approximation by polynomials, splines and entire functions of exponential type. In Chapter 1 which has an introductory nature, theorems on convergence, in that or another sense, of integral operators are given. In Chapter 2 basic properties of simple and multiple Fourier series are discussed, while in Chapter 3 those of Fourier integrals are studied. The first three chapters as well as partially Chapter 4 and classical Wiener, Bochner, Bernstein, Khintchin, and Beurling theorems in Chapter 6 might be interesting and available to all familiar with fundamentals of integration theory and elements of Complex Analysis and Operator Theory. Applied mathematicians interested in harmonic analysis and/or numerical methods based on ideas of Approximation Theory are among them. In Chapters 6-11 very recent results are sometimes given in certain directions. Many of these results have never appeared as a book or certain consistent part of a book and can be found only in periodics; looking for them in numerous journals might be quite onerous, thus this book may work as a reference source. The methods used in the book are those of classical analysis, Fourier Analysis in finite-dimensional Euclidean space Diophantine Analysis, and random choice.

Author: Carlos A. Berenstein
Publisher: Springer Science & Business Media
ISBN: 1461384451
Category : Mathematics
Languages : en
Pages : 491

View

Book Description
A companion volume to the text "Complex Variables: An Introduction" by the same authors, this book further develops the theory, continuing to emphasize the role that the Cauchy-Riemann equation plays in modern complex analysis. Topics considered include: Boundary values of holomorphic functions in the sense of distributions; interpolation problems and ideal theory in algebras of entire functions with growth conditions; exponential polynomials; the G transform and the unifying role it plays in complex analysis and transcendental number theory; summation methods; and the theorem of L. Schwarz concerning the solutions of a homogeneous convolution equation on the real line and its applications in harmonic function theory.

Author: G. B. Folland
Publisher: American Mathematical Soc.
ISBN: 0821847902
Category : Fourier analysis
Languages : en
Pages : 447

View

Book Description
This book presents the theory and applications of Fourier series and integrals, eigenfunction expansions, and related topics, on a level suitable for advanced undergraduates. It includes material on Bessel functions, orthogonal polynomials, and Laplace transforms, and it concludes with chapters on generalized functions and Green's functions for ordinary and partial differential equations. The book deals almost exclusively with aspects of these subjects that are useful in physics and engineering, and includes a wide variety of applications. On the theoretical side, it uses ideas from modern analysis to develop the concepts and reasoning behind the techniques without getting bogged down in the technicalities of rigorous proofs.

Author: Sergei Suslov
Publisher: Springer Science & Business Media
ISBN: 9781402012211
Category : Mathematics
Languages : en
Pages : 392

View

Book Description
It was with the publication of Norbert Wiener's book ''The Fourier In tegral and Certain of Its Applications" [165] in 1933 by Cambridge Univer sity Press that the mathematical community came to realize that there is an alternative approach to the study of c1assical Fourier Analysis, namely, through the theory of c1assical orthogonal polynomials. Little would he know at that time that this little idea of his would help usher in a new and exiting branch of c1assical analysis called q-Fourier Analysis. Attempts at finding q-analogs of Fourier and other related transforms were made by other authors, but it took the mathematical insight and instincts of none other then Richard Askey, the grand master of Special Functions and Orthogonal Polynomials, to see the natural connection between orthogonal polynomials and a systematic theory of q-Fourier Analysis. The paper that he wrote in 1993 with N. M. Atakishiyev and S. K Suslov, entitled "An Analog of the Fourier Transform for a q-Harmonic Oscillator" [13], was probably the first significant publication in this area. The Poisson k~rnel for the contin uous q-Hermite polynomials plays a role of the q-exponential function for the analog of the Fourier integral under considerationj see also [14] for an extension of the q-Fourier transform to the general case of Askey-Wilson polynomials. (Another important ingredient of the q-Fourier Analysis, that deserves thorough investigation, is the theory of q-Fourier series.

Author: John P. Boyd
Publisher: Courier Corporation
ISBN: 0486411834
Category : Mathematics
Languages : en
Pages : 690

View

Book Description
Completely revised text focuses on use of spectral methods to solve boundary value, eigenvalue, and time-dependent problems, but also covers Hermite, Laguerre, rational Chebyshev, sinc, and spherical harmonic functions, as well as cardinal functions, linear eigenvalue problems, matrix-solving methods, coordinate transformations, methods for unbounded intervals, spherical and cylindrical geometry, and much more. 7 Appendices. Glossary. Bibliography. Index. Over 160 text figures.

Author: Keiko Fujita
Publisher: World Scientific
ISBN: 9789812776594
Category : Mathematics
Languages : en
Pages : 348

View

Book Description
This book is a collection of original papers on microlocal analysis, Fourier analysis in the complex domain, generalized functions and related topics. Most of the papers originate from the talks given at the conference OC Prospects of Generalized FunctionsOCO (in November, 2001 at RIMS, Kyoto). Reflecting the fact that the papers, except M Morimoto''s one, are dedicated to Mitsuo Morimoto, the subjects considered in this book are interdisciplinary, just as Morimoto''s works are. The historical backgrounds of the subjects are also discussed in depth in some contributions. Thus, this book should be valuable not only to the specialists in the fields, but also to those who are interested in the history of modern mathematics such as distributions and hyperfunctions."

Author: Michael T. Vaughn
Publisher: John Wiley & Sons
ISBN: 9783527406272
Category : Science
Languages : en
Pages : 548

View

Book Description
Alle mathematischen Verfahren, die man nach dem Diplom in Physik beherrschen sollte, sind in diesem Buch nachzulesen. Neben den üblichen Themen aus der Analysis - unendliche Reihen, Funktionen komplexer Variabler, Differenzialgleichungen und lineare Vektorräume - findet sich hier auch eine ausführliche Diskussion der Gruppentheorie, die man in modernen Lehrbüchern mit ähnlichem Themenumfang meist vergeblich sucht.

Author: Hershel M. Farkas
Publisher: Springer Science & Business Media
ISBN: 1461440742
Category : Mathematics
Languages : en
Pages : 567

View

Book Description
​​​A memorial conference for Leon Ehrenpreis was held at Temple University, November 15-16, 2010. In the spirit of Ehrenpreis’s contribution to mathematics, the papers in this volume, written by prominent mathematicians, represent the wide breadth of subjects that Ehrenpreis traversed in his career, including partial differential equations, combinatorics, number theory, complex analysis and a bit of applied mathematics. With the exception of one survey article, the papers in this volume are all new results in the various fields in which Ehrenpreis worked . There are papers in pure analysis, papers in number theory, papers in what may be called applied mathematics such as population biology and parallel refractors and papers in partial differential equations. The mature mathematician will find new mathematics and the advanced graduate student will find many new ideas to explore.​A biographical sketch of Leon Ehrenpreis by his daughter, a professional journalist, enhances the memorial tribute and gives the reader a glimpse into the life and career of a great mathematician.

Author: Dorina Mitrea
Publisher: Springer Science & Business Media
ISBN: 1461482089
Category : Mathematics
Languages : en
Pages : 475

View

Book Description
​The theory of distributions constitutes an essential tool in the study of partial differential equations. This textbook would offer, in a concise, largely self-contained form, a rapid introduction to the theory of distributions and its applications to partial differential equations, including computing fundamental solutions for the most basic differential operators: the Laplace, heat, wave, Lam\'e and Schrodinger operators.​