Skip to main content
Elsevier
View Cart

Books in Mathematics

The Mathematics collection presents a range of foundational and advanced research content across applied and discrete mathematics, including fields such as Computational Mathematics; Differential Equations; Linear Algebra; Modelling & Simulation; Numerical Analysis; Probability & Statistics.

BooksJournals

    • Spectral Analysis and Time Series, Two-Volume Set

      Volumes I and II
      • 1st Edition
      • Volume 1-2
      • M. B. Priestley
      • English
      A principal feature of this book is the substantial care and attention devoted to explaining the basic ideas of the subject. Whenever a new theoretical concept is introduced it is carefully explained by reference to practical examples drawn mainly from the physical sciences. Subjects covered include: spectral analysis which is closely intertwined with the "time domain" approach, elementary notions of Hilbert Space Theory, basic probability theory, and practical analysis of time series data. The inclusion of material on "kalman filtering", state-space filtering", "non-linear models" and continuous time" models completes the impressive list of unique and detailed features which will give this book a prominent position among related literature. The first section—Volume 1—deals with single (univariate) series, while the second—Volume 2—treats the analysis of several (multivariate) series and the problems of prediction, forecasting and control.

    • System Theory

      A Hilbert space approach
      • 1st Edition
      • Volume 102
      • English

    • Stochastic Models, Estimation, and Control

      • 1st Edition
      • Volume 3
      • Peter S. Maybeck
      • English
      This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.

    • Mathematical Methods of Game and Economic Theory

      • 2nd Edition
      • Volume 7
      • J.-P. Aubin
      • English
      This book presents a unified treatment of optimization theory, game theory and a general equilibrium theory in economics in the framework of nonlinear functional analysis. It not only provides powerful and versatile tools for solving specific problems in economics and the social sciences but also serves as a unifying theme in the mathematical theory of these subjects as well as in pure mathematics itself.

Related subjects

Mathematics and applied mathematics

Statistics and probability