Lectures On Ergodic Theory Halmos Pdf

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High-frequency Trading And Probability Theory

This book is the first of its kind to treat high-frequency trading and technical analysis as accurate sciences. The authors reveal how to build trading algorithms of high-frequency trading and obtain stable statistical arbitrage from the financial market in detail. The authors' arguments are based on rigorous mathematical and statistical deductions and this will appeal to people who believe in the theoretical aspect of the topic.Investors who believe in technical analysis will find out how to verify the efficiency of their technical arguments by ergodic theory of stationary stochastic processes, which form a mathematical background for technical analysis. The authors also discuss technical details of the IT system design for high-frequency trading.
Mathematics Of Autonomy: Mathematical Methods For Cyber-physical-cognitive Systems

Author: Vladimir G Ivancevic
language: en
Publisher: World Scientific
Release Date: 2017-10-30
Mathematics of Autonomy provides solid mathematical foundations for building useful Autonomous Systems. It clarifies what makes a system autonomous rather than simply automated, and reveals the inherent limitations of systems currently incorrectly labeled as autonomous in reference to the specific and strong uncertainty that characterizes the environments they operate in. Such complex real-world environments demand truly autonomous solutions to provide the flexibility and robustness needed to operate well within them.This volume embraces hybrid solutions to demonstrate extending the classes of uncertainty autonomous systems can handle. In particular, it combines physical-autonomy (robots), cyber-autonomy (agents) and cognitive-autonomy (cyber and embodied cognition) to produce a rigorous subset of trusted autonomy: Cyber-Physical-Cognitive autonomy (CPC-autonomy).The body of the book alternates between underlying theory and applications of CPC-autonomy including 'Autonomous Supervision of a Swarm of Robots' , 'Using Wind Turbulence against a Swarm of UAVs' and 'Unique Super-Dynamics for All Kinds of Robots (UAVs, UGVs, UUVs and USVs)' to illustrate how to effectively construct Autonomous Systems using this model. It avoids the wishful thinking that characterizes much discussion related to autonomy, discussing the hard limits and challenges of real autonomous systems. In so doing, it clarifies where more work is needed, and also provides a rigorous set of tools to tackle some of the problem space.
Dynamics of Circle Mappings

This book explores recent developments in the dynamics of invertible circle maps, a rich and captivating topic in one-dimensional dynamics. It focuses on two main classes of invertible dynamical systems on the circle: global diffeomorphisms and smooth homeomorphisms with critical points. The latter is the book's core, reflecting the authors' recent research interests. Organized into four parts and 14 chapters, the content covers rigid rotations, circle homeomorphisms, and the concept of rotation number in the first part. The second part delves into circle diffeomorphisms, presenting classical results. The third part introduces multicritical circle maps—smooth homeomorphisms of the circle with a finite number of critical points. The fourth and final part centers on renormalization theory, analyzing the fine geometric structure of orbits of multicritical circle maps. Complete proofs for several fundamental results in circle dynamics are provided throughout. The book concludes with a list of open questions. Primarily intended for graduate students and young researchers in dynamical systems, this book is also suitable for mathematicians from other fields with an interest in the subject. Prerequisites include familiarity with the content of a standard graduate course in real analysis, along with some understanding of ergodic theory and dynamical systems. Basic knowledge of complex analysis is needed for specific chapters.