This cookbook features Dim Sum recipes and Cantonese dishes with some of our favorite Bible verses of encouragement. The book also includes some of our favorite American dishes. Happy Eating! is printed and published in the United States of America.
This book critically examines the psychology of gambling in Hong Kong and Macao. Covering the history of gambling and its development in the two jurisdictions, it highlights the prevalence and status quo of problem gambling, the theoretical perspectives on the etiology of gambling disorder, and the treatment of problem gambling. The book also introduces a personality and pathways development model of Chinese problem gamblers and concludes with outlooks on the future of gambling in Hong Kong and Macao.
Unique in scope, Optimal Control: Weakly Coupled Systems and Applications provides complete coverage of modern linear, bilinear, and nonlinear optimal control algorithms for both continuous-time and discrete-time weakly coupled systems, using deterministic as well as stochastic formulations. This book presents numerous applications to real world systems from various industries, including aerospace, and discusses the design of subsystem-level optimal filters. Organized into independent chapters for easy access to the material, this text also contains several case studies, examples, exercises, computer assignments, and formulations of research problems to help instructors and students.
This cookbook of homestyle Chinese Dim Sum and dishes has original and updated Cantonese recipes from our family and friends. It also contains recipes of popular American dishes. Blessings to you and Happy Eating!
A new feature of this edition consists of photogra phs of eight masters in the contemporary development of probability theory. All of them appear in the body of the book, though the few references there merely serve to give a glimpse of their manifold contributions. It is hoped that these vivid pictures will inspire in the reader a feeling that our science is a live endeavor created and pursued by real personalities. I have had the privilege of meeting and knowing most of them after studying their works and now take pleasure in introducing them to a younger generation. In collecting the photographs I had the kind assistance of Drs Marie-Helene Schwartz, Joanne Elliot, Milo Keynes and Yu. A. Rozanov, to whom warm thanks are due. A German edition of the book has just been published. I am most grateful to Dr. Herbert Vogt for his careful translation which resulted also in a consid erable number of improvements on the text of this edition. Other readers who were kind enough to send their comments include Marvin Greenberg, Louise Hay, Nora Holmquist, H. -E. Lahmann, and Fred Wolock. Springer-Verlag is to be complimented once again for its willingness to make its books "immer besser. " K. L. C. September 19, 1978 Preface to the Second Edition A determined effort was made to correct the errors in the first edition. This task was assisted by: Chao Hung-po, J. L. Doob, R. M. Exner, W. H.
This book contains about 500 exercises consisting mostly of special cases and examples, second thoughts and alternative arguments, natural extensions, and some novel departures. With a few obvious exceptions they are neither profound nor trivial, and hints and comments are appended to many of them. If they tend to be somewhat inbred, at least they are relevant to the text and should help in its digestion. As a bold venture I have marked a few of them with a * to indicate a "must", although no rigid standard of selection has been used. Some of these are needed in the book, but in any case the reader's study of the text will be more complete after he has tried at least those problems.
The development of dynamics theory began with the work of Isaac Newton. In his theory the most basic law of classical mechanics is f = ma, which describes the motion n in IR. of a point of mass m under the action of a force f by giving the acceleration a. If n the position of the point is taken to be a point x E IR. , and if the force f is supposed to be a function of x only, Newton's Law is a description in terms of a second-order ordinary differential equation: J2x m dt = f(x). 2 It makes sense to reduce the equations to first order by defining the velo city as an extra n independent variable by v = :i; = ~~ E IR. . Then x = v, mv = f(x). L. Euler, J. L. Lagrange and others studied mechanics by means of an analytical method called analytical dynamics. Whenever the force f is represented by a gradient vector field f = - \lU of the potential energy U, and denotes the difference of the kinetic energy and the potential energy by 1 L(x,v) = 2'm(v,v) - U(x), the Newton equation of motion is reduced to the Euler-Lagrange equation ~~ are used as the variables, the Euler-Lagrange equation can be If the momenta y written as . 8L y= 8x' Further, W. R.
Proceedings of the Special Session on Value Distribution Theory and Complex Dynamics Held at the First Joint International Meeting of the American Mathematical Society and the Hong Kong Mathematical Society : Hong Kong, December 13-16, 2000
Proceedings of the Special Session on Value Distribution Theory and Complex Dynamics Held at the First Joint International Meeting of the American Mathematical Society and the Hong Kong Mathematical Society : Hong Kong, December 13-16, 2000
This volume contains six detailed papers written by participants of the special session on value distribution theory and complex dynamics held in Hong Kong at the First Joint International Meeting of the AMS and the Hong Kong Mathematical Society in December 2000. It demonstrates the strong interconnections between the two fields and introduces recent progress of leading researchers from Asia. In the book, W. Bergweiler discusses proper analytic maps with one critical point andgeneralizes a previous result concerning Leau domains. W. Cherry and J. Wang discuss non-Archimedean analogs of Picard's theorems. P.-C. Hu and C.-C. Yang give a survey of results in non-Archimedean value distribution theory related to unique range sets, the $abc$-conjecture, and Shiffman's conjecture.L. Keen and J. Kotus explore the dynamics of the family of $f \lambda(z)=\lambda\tan(z)$ and show that it has much in common with the dynamics of the familiar quadratic family $f c(z)=z2+c$. R. Oudkerk discusses the interesting phenomenon known as parabolic implosion and, in particular, shows the persistence of Fatou coordinates under perturbation. Finally, M. Taniguchi discusses deformation spaces of entire functions and their combinatorial structure of singularities of the functions. The bookis intended for graduate students and research mathematicians interested in complex dynamics, function theory, and non-Archimedean function theory.
Eat like you're in Chinatown! More Chinese homestyle family recipes, including Dim Sum and a chapter of our American favorites in this Second Edition of Happy Eating! Cookbook.
Nevanlinna theory (or value distribution theory) in complex analysis is so beautiful that one would naturally be interested in determining how such a theory would look in the non Archimedean analysis and Diophantine approximations. There are two "main theorems" and defect relations that occupy a central place in N evanlinna theory. They generate a lot of applications in studying uniqueness of meromorphic functions, global solutions of differential equations, dynamics, and so on. In this book, we will introduce non-Archimedean analogues of Nevanlinna theory and its applications. In value distribution theory, the main problem is that given a holomorphic curve f : C -+ M into a projective variety M of dimension n and a family 01 of hypersurfaces on M, under a proper condition of non-degeneracy on f, find the defect relation. If 01 n is a family of hyperplanes on M = r in general position and if the smallest dimension of linear subspaces containing the image f(C) is k, Cartan conjectured that the bound of defect relation is 2n - k + 1. Generally, if 01 is a family of admissible or normal crossings hypersurfaces, there are respectively Shiffman's conjecture and Griffiths-Lang's conjecture. Here we list the process of this problem: A. Complex analysis: (i) Constant targets: R. Nevanlinna[98] for n = k = 1; H. Cartan [20] for n = k > 1; E. I. Nochka [99], [100],[101] for n > k ~ 1; Shiffman's conjecture partially solved by Hu-Yang [71J; Griffiths-Lang's conjecture (open).
Mathematical Foundations of Fuzzy Sets Introduce yourself to the foundations of fuzzy logic with this easy-to-use guide Many fields studied are defined by imprecise information or high degrees of uncertainty. When this uncertainty derives from randomness, traditional probabilistic statistical methods are adequate to address it; more everyday forms of vagueness and imprecision, however, require the toolkit associated with 'fuzzy sets' and 'fuzzy logic'. Engineering and mathematical fields related to artificial intelligence, operations research and decision theory are now strongly driven by fuzzy set theory. Mathematical Foundations of Fuzzy Sets introduces readers to the theoretical background and practical techniques required to apply fuzzy logic to engineering and mathematical problems. It introduces the mathematical foundations of fuzzy sets as well as the current cutting edge of fuzzy-set operations and arithmetic, offering a rounded introduction to this essential field of applied mathematics. The result can be used either as a textbook or as an invaluable reference for working researchers and professionals. Mathematical Foundations of Fuzzy Sets offers thereader: Detailed coverage of set operations, fuzzification of crisp operations, and more Logical structure in which each chapter builds carefully on previous results Intuitive structure, divided into 'basic' and 'advanced' sections, to facilitate use in one- or two-semester courses Mathematical Foundations of Fuzzy Sets is essential for graduate students and academics in engineering and applied mathematics, particularly those doing work in artificial intelligence, decision theory, operations research, and related fields.
The theory of Markov chains, although a special case of Markov processes, is here developed for its own sake and presented on its own merits. In general, the hypothesis of a denumerable state space, which is the defining hypothesis of what we call a "chain" here, generates more clear-cut questions and demands more precise and definitive an swers. For example, the principal limit theorem (§§ 1. 6, II. 10), still the object of research for general Markov processes, is here in its neat final form; and the strong Markov property (§ 11. 9) is here always applicable. While probability theory has advanced far enough that a degree of sophistication is needed even in the limited context of this book, it is still possible here to keep the proportion of definitions to theorems relatively low. . From the standpoint of the general theory of stochastic processes, a continuous parameter Markov chain appears to be the first essentially discontinuous process that has been studied in some detail. It is common that the sample functions of such a chain have discontinuities worse than jumps, and these baser discontinuities play a central role in the theory, of which the mystery remains to be completely unraveled. In this connection the basic concepts of separability and measurability, which are usually applied only at an early stage of the discussion to establish a certain smoothness of the sample functions, are here applied constantly as indispensable tools.
This volume consists of about half of the papers presented during a three-day seminar on stochastic processes. The seminar was the third of such yearly seminars aimed at bringing together a small group of researchers to discuss their current work in an informal atmosphere. The previous two seminars were held at Northwesterr. University, Evanston. This one was held at the University of Florida, Gainesville. The invited participants in the seminar were B. ATKINSON, K.L. CHUNG, C. DELLACHERIE, J.L. DOOB, E.B. DYNKIN, N. FALKNER, R.K. GETOOR, J. GLOVER, T. JEULIN, H. KASPI, T. McCONNELL, J. MITRO, E. PERKINS, Z. POP-STOJANOVIC, M. RAO, L.C.G. ROGERS, P. SALMINEN, M.J. SHARPE, S.R.S. VARADHAN, and J. WALSH. We thank them and the other participants for the lively atmosphere they have created. The seminar was made possible through the generous supports of the University of Florida, Department of Mathematics, and the Air Force Office of Scientific Research, Grant No. 82-0189, to Northwestern University. We are grateful for their support. Finally, we thank Professors Zoran POP-STOJANOVIC and Murali RAO for their time, effort, and kind hospitality in the organization of the seminar and during our stay in Gainesville.
From the reviews of the First Edition: "This excellent book is based on several sets of lecture notes written over a decade and has its origin in a one-semester course given by the author at the ETH, Zürich, in the spring of 1970. The author's aim was to present some of the best features of Markov processes and, in particular, of Brownian motion with a minimum of prerequisites and technicalities. The reader who becomes acquainted with the volume cannot but agree with the reviewer that the author was very successful in accomplishing this goal...The volume is very useful for people who wish to learn Markov processes but it seems to the reviewer that it is also of great interest to specialists in this area who could derive much stimulus from it. One can be convinced that it will receive wide circulation." (Mathematical Reviews) This new edition contains 9 new chapters which include new exercises, references, and multiple corrections throughout the original text.
This graduate-level text incorporates these advances in a comprehensive treatment of the fundamental principles of combustion physics. The presentation emphasises analytical proficiency and physical insight, with the former achieved through complete, though abbreviated, derivations at different levels of rigor, and the latter through physical interpretations of analytical solutions, experimental observations, and computational simulations. Exercises are mostly derivative in nature in order to further strengthen the student's mastery of the theory. Implications of the fundamental knowledge gained herein on practical phenomena are discussed whenever appropriate. These distinguishing features provide a solid foundation for an academic program in combustion science and engineering.
Asian Americans have made significant contributions to American society. This reference work celebrates the contributions of 166 distinguished Asian Americans. Most people profiled are not featured in any other biographical collection of noted Asian Americans. The Chinese Americans, Japanese Americans, Filipino Americans, Korean Americans, South Asian Americans (from India and Pakistan), and Southeast Asian Americans (from Cambodia, Laos, and Vietnam) profiled in this work represent more than 75 fields of endeavor. From historical figures to figure skater Michelle Kwan, this work features both prominent and less familiar individuals who have made significant contributions in their fields. A number of the contemporary subjects have given exclusive interviews for this work. All biographies have been written by experts in their ethnic fields. Those profiled range widely from distinguished scientists and Nobel Prize winners to sports stars, from actors to activists, from politicians to business leaders, from artists to literary luminaries. All are role models for young men and women, and many have overcome difficult odds to succeed. These colorfully written, substantive biographies detail their subjects' goals, struggles, and commitments to success and to their ethnic communities. More than 40 portraits accompany the biographies and each biography concludes with a list of suggested reading for further research. Appendices organizing the biographies by ethnic group and profession make searching easy. This is the most current biographical dictionary on Asian Americans and is ideal for student research.
This book begins with a historical essay entitled OC Will the Sun Rise Again?OCO and ends with a general address entitled OC Mathematics and ApplicationsOCO. The articles cover an interesting range of topics: combinatoric probabilities, classical limit theorems, Markov chains and processes, potential theory, Brownian motion, SchrAdingerOCoFeynman problems, etc. They include many addresses presented at international conferences and special seminars, as well as memorials to and reminiscences of prominent contemporary mathematicians and reviews of their works. Rare old photos of many of them enliven the book. Contents: On Mutually Favorable Events; On Fluctuations in Coin-Tossing; On a Stochastic Approximation Method; On the Martin Boundary for Markov Chains; A Cluster of Great Formulas; Probabilistic Methods in Markov Chains; Markov Processes with Infinities; Probability Methods in Potential Theory; Plya''s Work in Probability; Probability and Doob; In Memory of L(r)vy and Fr(r)chet; and other papers. Readership: Graduate students, teachers and researchers in probability and statistics.
This book evolved from several stacks of lecture notes written over a decade and given in classes at slightly varying levels. In transforming the over lapping material into a book, I aimed at presenting some of the best features of the subject with a minimum of prerequisities and technicalities. (Needless to say, one man's technicality is another's professionalism. ) But a text frozen in print does not allow for the latitude of the classroom; and the tendency to expand becomes harder to curb without the constraints of time and audience. The result is that this volume contains more topics and details than I had intended, but I hope the forest is still visible with the trees. The book begins at the beginning with the Markov property, followed quickly by the introduction of option al times and martingales. These three topics in the discrete parameter setting are fully discussed in my book A Course In Probability Theory (second edition, Academic Press, 1974). The latter will be referred to throughout this book as the Course, and may be considered as a general background; its specific use is limited to the mate rial on discrete parameter martingale theory cited in § 1. 4. Apart from this and some dispensable references to Markov chains as examples, the book is self-contained.
The 1992 Seminar on Stochastic Processes was held at the Univer sity of Washington from March 26 to March 28, 1992. This was the twelfth in a series of annual meetings which provide researchers with the opportunity to discuss current work on stochastic processes in an informal and enjoyable atmosphere. Previous seminars were held at Northwestern University, Princeton University, University of Florida, University of Virginia, University of California, San Diego, University of British Columbia and University of California, Los An geles. Following the successful format of previous years, there were five invited lectures, delivered by R. Adler, R. Banuelos, J. Pitman, S. J. Taylor and R. Williams, with the remainder of the time being devoted to informal communications and workshops on current work and problems. The enthusiasm and interest of the participants cre ated a lively and stimulating atmosphere for the seminar. A sample of the research discussed there is contained in this volume. The 1992 Seminar was made possible through the support of the National Science Foundation, the National Security Agency, the Institute of Mathematical Statistics and the University of Washing ton. We extend our thanks to them and to the publisher Birkhauser Boston for their support and encouragement. Richard F. Bass Krzysztof Burdzy Seattle, 1992 SUPERPROCESS LOCAL AND INTERSECTION LOCAL TIMES AND THEIR CORRESPONDING PARTICLE PICTURES Robert J.
The 1986 Seminar on Stochastic Processes was held at the University of Virginia, Charlottesville, in March. It was the sixth seminar in a continuing series of meetings which provide opportunities for researchers to discuss current work in stochastic processes in an informal atmosphere. Previous seminars were held at Northwestern University, Evanston and the University of Florida, Gainesville. The participants' enthusiasm and interest have resulted in stimulating and successful seminars. We thank them for it, and we also thank those participants who have permitted us to publish their research here. The seminar was made possible through the generous support of the Office of Naval Research (Contract # A86-4633-P) and the University of Virginia. We are grateful for their support. The participants were welcomed to Virginia by S. J. Taylor, whose store of energy and organizing talent resulted in a wonderful reunion of researchers. We extend to him our warmest appreciation for his efforts; his hospitality makes us hope that we can someday return to Virginia for another conference. J. ~. ~aineauille, ISBn TABLE OF CONTENTS K. L. CHUNG Green's Function for a Ball 1 P. J. FITZSIMMONS On the Identification of Markov Processes by the Distribution of Hitting Times 15 P. FITZSIMMONS On Two Results in the Potential Theory of J.
This unique volume presents a collection of the extensive journal publications written by Kai Lai Chung over a span of 70-odd years. It was produced to celebrate his 90th birthday. The selection is only a subset of the many contributions that he made throughout his prolific career. Another volume, Chance and Choice, published by World Scientific in 2004, contains yet another subset, with four articles in common with this volume. Kai Lai Chung's research contributions have had a major influence on several areas in probability. Among his most significant works are those related to sums of independent random variables, Markov chains, time reversal of Markov processes, probabilistic potential theory, Brownian excursions, and gauge theorems for the Schrdinger equation.As Kai Lai Chung's contributions spawned critical new developments, this volume also contains retrospective and perspective views provided by collaborators and other authors who themselves advanced the areas of probability and mathematics.
This book is the first monograph in the field of uniqueness theory of meromorphic functions dealing with conditions under which there is the unique function satisfying given hypotheses. Developed by R. Nevanlinna, a Finnish mathematician, early in the 1920's, research in the field has developed rapidly over the past three decades with a great deal of fruitful results. This book systematically summarizes the most important results in the field, including many of the authors' own previously unpublished results. In addition, useful skills and simple proofs are introduced. This book is suitable for higher level and graduate students who have a basic grounding in complex analysis, but will also appeal to researchers in mathematics.
Probability theory has always been an active field of research in China, but, until recently, almost all of this research was written in Chinese. This book contains surveys by some of China's leading probabilists, with a fairly complete coverage of theoretical probability and selective coverage of applied topics. The purpose of the book is to provide an account of the most significant results in probability obtained in China in the past few decades and to promote communication between probabilists in China and those in other countries. This collection will be of interest to graduate students and researchers in mathematics and probability theory, as well as to researchers in such areas as physics, engineering, biochemistry, and information science. Among the topics covered here are: stochastic analysis, stochastic differential equations, Dirichlet forms, Brownian motion and diffusion, potential theory, geometry of manifolds, semi-martingales, jump Markov processes, interacting particle systems, entropy production of Markov processes, renewal sequences and p-functions, multi-parameter stochastic processes, stationary random fields, limit theorems, strong approximations, large deviations, stochastic control systems, and probability problems in information theory.
Spanning almost a century, this book examines the origins and development of the cheongsam in the social context of Singapore since its introduction from Shanghai, China, in the 1920s to the present day. The cheongsam, a one-piece Chinese ladies' dress that was the epitome of Chinese identity and feminine beauty during the middle decades of the 20th century. Initially seen as a symbol of a trendy, new, Republican China, shorn of the shackles of the imperial system, the cheongsam soon adopted intellectual overtones, and was favoured by the sophisticated and society's elite at elaborate social functions. When it was abandoned following the success of the Communist Party in China, the cheongsam survived in Singapore as the garment of choice for independent, educated women.
This book provides an introduction to probability theory and its applications. The emphasis is on essential probabilistic reasoning, which is illustrated with a large number of samples. The fourth edition adds material related to mathematical finance as well as expansions on stable laws and martingales. From the reviews: "Almost thirty years after its first edition, this charming book continues to be an excellent text for teaching and for self study." -- STATISTICAL PAPERS
The subject of the book is Diophantine approximation and Nevanlinna theory. This book proves not just some new results and directions but challenging open problems in Diophantine approximation and Nevanlinna theory. The authors’ newest research activities on these subjects over the past eight years are collected here. Some of the significant findings are the proof of Green-Griffiths conjecture by using meromorphic connections and Jacobian sections, generalized abc-conjecture, and more.
In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics. A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature.
This volume consists of about half of the papers presented during a three-day seminar on stochastic processes held at Northwestern University in April 1981. The aim of the seminar was to bring together a small group of kindred spirits working on stochastic processes and to provide an informal atmosphere for them to discuss their current work. We plan to hold such a seminar once a year, with slight variations in emphasis to reflect the changing concerns and interests within the field. The invited participants in this year's seminar were J. AZEMA, R.M. BLUMENTHAL, R. CARMONA, K.L. CHUNG, R.K. GETOOR, J. JACOD, F. KNIGHT, S.OREY, A.O. PITTENGER, J. PITMAN, P. PROTTER, M.K. RAO, M. SHARPE, and J. WALSH. We thank them and other participants for the productive liveliness of the seminar. As mentioned above, the present volume is only a fragment of the work discussed at the seminar, the other papers having been already committed to otherpublications. The seminar was made possible through the enlightened support of the Air Force Office of Scientific Research, Grant No. 80-0252. We are grateful to them as well as the publisher, Birkhauser Boston, for their support and encouragement.
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