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  • BTU Cottbus  (59)
  • SB Guben
  • Stiftung FVV
  • SKB Bad Freienwalde
  • Kreisbibliothek des Landkreises Spree-Neiße
  • SB Golßen
  • 1995-1999  (59)
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  • 1
    UID:
    almafu_BV011450316
    Umfang: XI, 274 S. : , Ill., graph. Darst.
    ISBN: 0-471-15709-0
    Serie: Wiley popular science
    Sprache: Englisch
    Fachgebiete: Physik
    RVK:
    Schlagwort(e): Physiker ; Physiker ; Geschichte ; Biografie ; Biografie ; Biografie ; Biografie ; Biografie
    URL: Cover
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 2
    Buch
    Buch
    New York :Fromm Internat.,
    UID:
    almahu_BV011501741
    Umfang: XII, 371 S.
    Ausgabe: 1. ed.
    ISBN: 0-88064-175-4
    Inhalt: The Bauhaus is the most celebrated artistic institution of our time. In the fourteen years of its existence in Weimar Germany, the Bauhaus became a center where the ideas that would dominate art in the twentieth century clashed and became defined. The ideas forged within the school literally transformed our landscape. Almost nothing we read, wear, or live in is devoid of its influence
    Inhalt: Yet there has been a history of the Bauhaus. For the first time, Elaine S. Hochman sets the school in the context of the turbulent times to which it was born following the collapse of Imperial Germany in 1919. The Bauhaus emerged just as radical social and political upheavals swept through Europe in the wake of World War I, a product of the convulsions of an age when the contest between ideologies was fought with the fervor of a religious war. Left was pitted against right of the streets, and these battles penetrated the walls of the Bauhaus as well. They shaped the destiny of the fledgling school and those who taught there, including some of the most illustrious names in the world of modern art - Walter Gropius, Mies van der Rohe, Lyonel Feininger, Paul Klee, and Wassily Kandinsky
    Inhalt: Hochman's access to the school's archives, previously off limits to Western scholars, provides an intimate day-to-day perspective of the school which reveals a different Bauhaus than the one projected by its latter-day champions in the U.S. This is the Bauhaus of its contemporaries, for whom the political and cultural implications were often more important than aesthetics
    Sprache: Englisch
    Fachgebiete: Kunstgeschichte
    RVK:
    RVK:
    Schlagwort(e): Bauhaus ; Geschichte
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  • 3
    Buch
    Buch
    New York [u.a.] :Van Nostrand Reinhold,
    UID:
    almahu_BV011631573
    Umfang: VII, 167 S. : Ill.
    ISBN: 0-442-02031-7
    Sprache: Englisch
    Fachgebiete: Kunstgeschichte
    RVK:
    Schlagwort(e): Baukonstruktion ; Architektur
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 4
    Buch
    Buch
    New York [u.a.] :Oxford Univ. Press,
    UID:
    almahu_BV010893404
    Umfang: XIII, 306 S. : graph. Darst.
    ISBN: 0-19-510095-6
    Inhalt: "Why is the future so different from the past? Why does the past affect the future and not the other way around? What does quantum mechanics really tell us about the world? In this important and accessible book, Huw Price throws fascinating new light on some of the great mysteries of modern physics, and connects them in a wholly original way." "Price begins with the mystery of the arrow of time. Why, for example, does disorder always increase, as required by the second law of thermodynamics? Price shows that, for over a century, most physicists have thought about these problems the wrong way. Misled by the human perspective from within time, which distorts and exaggerates the differences between past and future, they have fallen victim to what Price calls the "double standard fallacy": proposed explanations of the difference between the past and the future turn out to rely on a difference which has been slipped in at the beginning, when the physicists themselves treat the past and future in different ways. To avoid this fallacy, Price argues, we need to overcome our natural tendency to think about the past and the future differently. We need to imagine a point outside time - an Archimedean "view from nowhen" - from which to observe time in an unbiased way."
    Inhalt: "Price then turns to the greatest mystery of modern physics, the meaning of quantum theory. He argues that in missing the Archimedean viewpoint, modern physics has missed a radical and attractive solution to many of the apparent paradoxes of quantum physics. Many consequences of quantum theory appear counter-intuitive, such as Schrodinger's Cat, whose condition seems undetermined until observed, and Bell's Theorem, which suggests a spooky "nonlocality," where events happening simultaneously in different places seem to affect each other directly. Price shows that these paradoxes can be avoided by allowing that at the quantum level the future does, indeed, affect the past. This demystifies nonlocality, and supports Einstein's unpopular intuition that quantum theory describes an objective world, existing independently of human observers: the Cat is alive or dead, even when nobody looks. So interpreted, Price argues, quantum mechanics is simply the kind of theory we ought to have expected in microphysics - from the symmetric standpoint."--BOOK JACKET
    Sprache: Englisch
    Fachgebiete: Physik , Philosophie
    RVK:
    RVK:
    Schlagwort(e): Zeit ; Physik ; Zeitrichtung ; Physik ; Philosophie ; Zeit ; Physik ; Philosophie ; Zeitrichtung ; Einführung ; Einführung ; Einführung
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  • 5
    Online-Ressource
    Online-Ressource
    New York, NY : Dermatology Times ; Nachgewiesen 1995 -
    UID:
    b3kat_BV014725465
    Umfang: Online-Ressource
    ISSN: 0196-6197
    Anmerkung: Gesehen am 15.03.23
    Sprache: Englisch
    Schlagwort(e): Zeitschrift ; Zeitschrift
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 6
    Online-Ressource
    Online-Ressource
    New York, NY :Springer New York :
    UID:
    almahu_9947362992502882
    Umfang: XIV, 301 p. , online resource.
    ISBN: 9781461214823
    Serie: Applications of Mathematics, Stochastic Modelling and Applied Probability, 44
    Inhalt: In a stochastic network, such as those in computer/telecommunications and manufacturing, discrete units move among a network of stations where they are processed or served. Randomness may occur in the servicing and routing of units, and there may be queueing for services. This book describes several basic stochastic network processes, beginning with Jackson networks and ending with spatial queueing systems in which units, such as cellular phones, move in a space or region where they are served. The focus is on network processes that have tractable (closed-form) expressions for the equilibrium probability distribution of the numbers of units at the stations. These distributions yield network performance parameters such as expectations of throughputs, delays, costs, and travel times. The book is intended for graduate students and researchers in engineering, science and mathematics interested in the basics of stochastic networks that have been developed over the last twenty years. Assuming a graduate course in stochastic processes without measure theory, the emphasis is on multi-dimensional Markov processes. There is also some self-contained material on point processes involving real analysis. The book also contains rather complete introductions to reversible Markov processes, Palm probabilities for stationary systems, Little laws for queueing systems and space-time Poisson processes. This material is used in describing reversible networks, waiting times at stations, travel times and space-time flows in networks. Richard Serfozo received the Ph.D. degree in Industrial Engineering and Management Sciences at Northwestern University in 1969 and is currently Professor of Industrial and Systems Engineering at Georgia Institute of Technology. Prior to that he held positions in the Boeing Company, Syracuse University, and Bell Laboratories. He has held.
    Anmerkung: 1 Jackson and Whittle Networks -- 1.1 Preliminaries on Networks and Markov Processes -- 1.2 Tandem Network -- 1.3 Definitions of Jackson and Whittle Processes -- 1.4 Properties of Service and Routing Rates -- 1.5 Equilibrium behavior -- 1.6 Production-Maintenance Network -- 1.7 Networks with Special Structures -- 1.8 Properties of Jackson Equilibrium Distributions -- 1.9 Convolutions for Single-Server Nodes -- 1.10 Throughputs and Expected Sojourn Times -- 1.11 Algorithms for Performance Parameters -- 1.12 Monte Carlo Estimation of Network Parameters -- 1.13 Properties of Whittle Networks -- 1.14 Exercises -- 1.15 Bibliographical Notes -- 2 Reversible Processes -- 2.1 Reversibility -- 2.2 Time Reversal -- 2.3 Invariant Measures -- 2.4 Construction of Reversible Processes -- 2.5 More Birth-Death Processes -- 2.6 Reversible Network Processes -- 2.7 Examples of Reversible Networks -- 2.8 Partition-Reversible Processes -- 2.9 Examples of Partition-Reversible Processes -- 2.10 Exercises -- 2.11 Bibliographical Notes -- 3 Miscellaneous Networks -- 3.1 Networks with Multiple Types of Units -- 3.2 Kelly Networks: Route-dependent Services -- 3.3 BCMP Networks: Class-Node Service Dependencies -- 3.4 Networks with Cox and General Service Times -- 3.5 Networks with Constraints -- 3.6 Networks with Blocking and Rerouting -- 3.7 Bottlenecks in Closed Jackson Networks -- 3.8 Modeling Whittle Networks by Locations of the Units -- 3.9 Partially Balanced Networks -- 3.10 Exercises -- 3.11 Bibliographical Notes -- 4 Network Flows and Travel Times -- 4.1 Point Process Notation -- 4.2 Extended Lévy Formula for Markov Processes -- 4.3 Poisson Functionals of Markov Processes -- 4.4 Multivariate Compound Poisson Processes -- 4.5 Poisson Flows in Jackson and Whittle Networks -- 4.6 Palm Probabilities for Markov Processes -- 4.7 Sojourn and Travel Times of Markov Processes -- 4.8 Palm Probabilities of Jackson and Whittle Networks -- 4.9 Travel Times on Overtake-Free Routes -- 4.10 Exercises -- 4.11 Bibliographical Notes -- 5 Little Laws -- 5.1 Little Laws for Markovian Systems -- 5.2 Little Laws for General Queueing Systems -- 5.3 Preliminary Laws of Large Numbers -- 5.4 Utility Processes -- 5.5 Omnibus Little Laws -- 5.6 Little Laws for Regenerative Systems -- 5.7 Exercises -- 5.8 Bibliographical Notes -- 6 Stationary Systems -- 6.1 Preliminaries on Stationary Processes -- 6.2 Palm Probabilities -- 6.3 Campbell-Mecke Formulas for Palm Probabilities -- 6.4 Little Laws for Stationary Systems -- 6.5 Sojourn Times and Related Functionals -- 6.6 Travel Times for Stochastic Processes -- 6.7 Sojourn and Travel Times in Networks -- 6.8 Exercises -- 6.9 Bibliographical Notes -- 7 Networks with String Transitions -- 7.1 Definition of a String-Net -- 7.2 Invariant Measures of String-Nets -- 7.3 Traffic Equations, Partial Balance, and Throughputs -- 7.4 String-Nets with Unit-Vector Transitions -- 7.5 Networks with One-Stage Batch Transitions -- 7.6 Networks with Compound-Rate String Transitions -- 7.7 Networks with Multiple, Compound-Rate String Transitions -- 7.8 String-Nets with Two-Node Batch Transitions -- 7.9 Single Service Station With String Transitions -- 7.10 Bibliographical Notes -- 8 Quasi-Reversible Networks and Product Form Distributions -- 8.1 Quasi-Reversibility -- 8.2 Network to be Studied -- 8.3 Characterization of Product Form Distributions -- 8.4 Quasi-Reversibility and Biased Local Balance -- 8.5 Networks with Reversible Routing -- 8.6 Queueing Networks -- 8.7 Time-Reversals and Departure—Arrival Reversals -- 8.8 Networks with Multiclass Transitions -- 8.9 Exercises -- 8.10 Bibliographical Notes -- 9 Space—Time Poisson Models -- 9.1 Introductory Examples -- 9.2 Laplace Functionals of Point Processes -- 9.3 Transformations of Poisson Processes -- 9.4 Translations, Partitions, and Clusters -- 9.5 Service Systems with No Queueing -- 9.6 Network of M/G/? Service Stations -- 9.7 Particle Systems -- 9.8 Poisson Convergence of Space-Time Processes -- 9.9 Transformations into Large Spaces -- 9.10 Particle Flows in Large Spaces -- 9.11 Exercises -- 9.12 Bibliographical Notes -- 10 Spatial Queueing Systems -- 10.1 Preliminaries -- 10.2 Stationary Distributions and Ergodicity -- 10.3 Properties of Stationary Distributions and Examples -- 10.4 Throughputs and Expected Sojourn Times -- 10.5 Poisson Flows in Open Systems -- 10.6 Systems with Multiclass Units -- 10.7 Bibliographical Notes -- References.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9781461271604
    Sprache: Englisch
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  • 7
    UID:
    almahu_9947362955902882
    Umfang: XIX, 385 p. , online resource.
    ISBN: 9781461384489
    Serie: The IMA Volumes in Mathematics and its Applications, 63
    Inhalt: From its origins nearly two centuries ago, Hamiltonian dynamics has grown to embrace the physics of nearly all systems that evolve without dissipation, as well as a number of branches of mathematics, some of which were literally created along the way. This volume contains the proceedings of the International Conference on Hamiltonian Dynamical Systems; its contents reflect the wide scope and increasing influence of Hamiltonian methods, with contributions from a whole spectrum of researchers in mathematics and physics from more than half a dozen countries, as well as several researchers in the history of science. With the inclusion of several historical articles, this volume is not only a slice of state-of-the-art methodology in Hamiltonian dynamics, but also a slice of the bigger picture in which that methodology is imbedded.
    Anmerkung: History -- The Concept of Elastic Stress in Eighteenth-Century Mechanics: Some Examples from Euler -- Book Two of Radical Principia -- Factoring the Lunar Problem: Geometry, Dynamics, and Algebra in the Lunar Theory from Kepler to Clairaut -- Theory and Applications -- A Limiting Absorption Principle for Separated Dirac Operators with Wigner von Neumann Type Potentials -- Lax Pairs in the Henon-Heiles and Related Families -- Poincaré Compactification of Hamiltonian Polynomial Vector Fields -- Transverse Homoclinic Connections for Geodesic Flows -- A New Proof of Anosov’s Averaging Theorem -- Bifuracation in the Generalized van der Waals Interaction: The Polar Case (M = 0) -- Energy Equipartition and Nekhoroshev-Type Estimates for Large Systems -- Suspension of Symplectic Twist Maps by Hamiltonians -- Global Structural Stability of Planar Hamiltonian Vector Fields -- Analytic Torsion, Flows and Foliations -- Linearized Dynamics of Symmetric Lagrangian Systems -- A 1:—1 Semisimple Hamiltonian Hopf Bifurcation in Vortex Dynamics -- Stability of Hamiltonian Systems over Exponentially Long Times: The Near-Linear Case -- Constrained Variational Principles and Stability in Hamiltonian Systems -- The Global Phase Structure of the Three Dimensional Isosceles Three Body Problem with Zero Energy -- Non-canonical Transformations of Nonlinear Hamiltonians -- Linear Stability Analysis of Some Symmetrical Classes of Relative Equilibria -- Identical Maslov Indices from Different Symplectic Structures -- Discretization of Autonomous Systems and Rapid Forcing -- Computing the Motion of the Moon Accurately -- On the Rapidly Forced Pendulum -- Existence of Invariant Tori for Certain Non-Symplectic Diffeomorphisms.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9781461384502
    Sprache: Englisch
    Schlagwort(e): Konferenzschrift
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  • 8
    Online-Ressource
    Online-Ressource
    New York, NY :Springer New York :
    UID:
    almahu_9947363005402882
    Umfang: XXIII, 470 p. , online resource.
    Ausgabe: Second Edition.
    ISBN: 9781461209492
    Serie: Graduate Texts in Mathematics, 113
    Inhalt: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
    Anmerkung: 1 Martingales, Stopping Times, and Filtrations -- 1.1. Stochastic Processes and ?-Fields -- 1.2. Stopping Times -- 1.3. Continuous-Time Martingales -- 1.4. The Doob—Meyer Decomposition -- 1.5. Continuous, Square-Integrable Martingales -- 1.6. Solutions to Selected Problems -- 1.7. Notes -- 2 Brownian Motion -- 2.1. Introduction -- 2.2. First Construction of Brownian Motion -- 2.3. Second Construction of Brownian Motion -- 2.4. The SpaceC[0, ?), Weak Convergence, and Wiener Measure -- 2.5. The Markov Property -- 2.6. The Strong Markov Property and the Reflection Principle -- 2.7. Brownian Filtrations -- 2.8. Computations Based on Passage Times -- 2.9. The Brownian Sample Paths -- 2.10. Solutions to Selected Problems -- 2.11. Notes -- 3 Stochastic Integration -- 3.1. Introduction -- 3.2. Construction of the Stochastic Integral -- 3.3. The Change-of-Variable Formula -- 3.4. Representations of Continuous Martingales in Terms of Brownian Motion -- 3.5. The Girsanov Theorem -- 3.6. Local Time and a Generalized Itô Rule for Brownian Motion -- 3.7. Local Time for Continuous Semimartingales -- 3.8. Solutions to Selected Problems -- 3.9. Notes -- 4 Brownian Motion and Partial Differential Equations -- 4.1. Introduction -- 4.2. Harmonic Functions and the Dirichlet Problem -- 4.3. The One-Dimensional Heat Equation -- 4.4. The Formulas of Feynman and Kac -- 4.5. Solutions to selected problems -- 4.6. Notes -- 5 Stochastic Differential Equations -- 5.1. Introduction -- 5.2. Strong Solutions -- 5.3. Weak Solutions -- 5.4. The Martingale Problem of Stroock and Varadhan -- 5.5. A Study of the One-Dimensional Case -- 5.6. Linear Equations -- 5.7. Connections with Partial Differential Equations -- 5.8. Applications to Economics -- 5.9. Solutions to Selected Problems -- 5.10. Notes -- 6 P. Lévy’s Theory of Brownian Local Time -- 6.1. Introduction -- 6.2. Alternate Representations of Brownian Local Time -- 6.3. Two Independent Reflected Brownian Motions -- 6.4. Elastic Brownian Motion -- 6.5. An Application: Transition Probabilities of Brownian Motion with Two-Valued Drift -- 6.6. Solutions to Selected Problems -- 6.7. Notes.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9780387976556
    Sprache: Englisch
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  • 9
    UID:
    almahu_9947362995402882
    Umfang: VIII, 434 p. , online resource.
    ISBN: 9781461216940
    Serie: Springer Series in Statistics, Perspectives in Statistics,
    Inhalt: The pioneering research of Hirotugu Akaike has an international reputation for profoundly affecting how data and time series are analyzed and modelled and is highly regarded by the statistical and technological communities of Japan and the world. His 1974 paper "A new look at the statistical model identification" (IEEE Trans Automatic Control, AC-19, 716-723) is one of the most frequently cited papers in the area of engineering, technology, and applied sciences (according to a 1981 Citation Classic of the Institute of Scientific Information). It introduced the broad scientific community to model identification using the methods of Akaike's criterion AIC. The AIC method is cited and applied in almost every area of physical and social science. The best way to learn about the seminal ideas of pioneering researchers is to read their original papers. This book reprints 29 papers of Akaike's more than 140 papers. This book of papers by Akaike is a tribute to his outstanding career and a service to provide students and researchers with access to Akaike's innovative and influential ideas and applications. To provide a commentary on the career of Akaike, the motivations of his ideas, and his many remarkable honors and prizes, this book reprints "A Conversation with Hirotugu Akaike" by David F. Findley and Emanuel Parzen, published in 1995 in the journal Statistical Science. This survey of Akaike's career provides each of us with a role model for how to have an impact on society by stimulating applied researchers to implement new statistical methods.
    Anmerkung: Foreword -- A Conversation with Hirotugu Akaike -- List of Publications of Hirotugu Akaike -- Papers -- 1. Precursors -- 1. On a zero-one process and some of its applications -- 2. On a successive transformation of probability distribution and its application to the analysis of the optimum gradient method -- 2. Frequency Domain Time Series Analysis -- 1. Effect of timing-error on the power spectrum of sampled-data -- 2. On a limiting process which asymptotically produces f-2 spectral density -- 3. On the statistical estimation of frequency response function -- 3. Time Domain Time Series Analysis -- 1. On the use of a linear model for the identification of feedback systems -- 2. Fitting autoregressive models for prediction -- 3. Statistical predictor identification -- 4. Autoregressive model fitting for control -- 5. Statistical approach to computer control of cement rotary kilns -- 6. Statistical identification for optimal control of supercritical thermal power plants -- 4. AIC and Parametrization -- 1. Information theory and an extension of the maximum likelihood princilple -- 2. A new look at the statistical model identification -- 3. Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes -- 4. Covariance matrix computation of the state variable of a stationary Gaussian process -- 5. Analysis of cross classified data by AIC -- 6. On linear intensity models for mixed doubly stochastic Poisson and self-exciting point processes -- 5. Bayesian Approach -- 1. A Baysian analysis of the minimum AIC procedure -- 2. A new look at the Bayes procedure -- 3. On the likelihood of a time series model -- 4. Likelihood and the Bayes procedure -- 5. Seasonal adjustment by a Bayesian modeling -- 6. A quasi Bayesian approach to outlier detection -- 7. On the fallacy of the likelihood principle -- 8. A Bayesian apporach to the analysis of earth tides -- 9. Factor analysis and AIC -- 6. General Views on Statistics -- 1. Prediction and entropy -- 2. Experiences on the development of time series models -- 3. Implications of informational point of view on the development of statistical science.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9781461272489
    Sprache: Englisch
    Schlagwort(e): Aufsatzsammlung
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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  • 10
    Online-Ressource
    Online-Ressource
    New York, NY :Springer New York :
    UID:
    almahu_9947362862902882
    Umfang: XIV, 394 p. 3 illus. , online resource.
    ISBN: 9781461206194
    Serie: Graduate Texts in Mathematics, 184
    Inhalt: The time has now come when graph theory should be part of the education of every serious student of mathematics and computer science, both for its own sake and to enhance the appreciation of mathematics as a whole. This book is an in-depth account of graph theory, written with such a student in mind; it reflects the current state of the subject and emphasizes connections with other branches of pure mathematics. The volume grew out of the author's earlier book, Graph Theory -- An Introductory Course, but its length is well over twice that of its predecessor, allowing it to reveal many exciting new developments in the subject. Recognizing that graph theory is one of several courses competing for the attention of a student, the book contains extensive descriptive passages designed to convey the flavor of the subject and to arouse interest. In addition to a modern treatment of the classical areas of graph theory such as coloring, matching, extremal theory, and algebraic graph theory, the book presents a detailed account of newer topics, including Szemer'edi's Regularity Lemma and its use, Shelah's extension of the Hales-Jewett Theorem, the precise nature of the phase transition in a random graph process, the connection between electrical networks and random walks on graphs, and the Tutte polynomial and its cousins in knot theory. In no other branch of mathematics is it as vital to tackle and solve challenging exercises in order to master the subject. To this end, the book contains an unusually large number of well thought-out exercises: over 600 in total. Although some are straightforward, most of them are substantial, and others will stretch even the most able reader.
    Anmerkung: I Fundamentals -- I.1 Definitions -- I.2 Paths, Cycles, and Trees -- I.3 Hamilton Cycles and Euler Circuits -- I.4 Planar Graphs -- I.5 An Application of Euler Trails to Algebra -- I.6 Exercises -- II Electrical Networks -- II.1 Graphs and Electrical Networks -- II.2 Squaring the Square -- II.3 Vector Spaces and Matrices Associated with Graphs -- II.4 Exercises -- II.5 Notes -- III Flows, Connectivity and Matching -- III.1 Flows in Directed Graphs -- III.2 Connectivity and Menger’s Theorem -- III.3 Matching -- III.4 Tutte’s 1-Factor Theorem -- III.5 Stable Matchings -- III.6 Exercises -- III.7 Notes -- IV Extremal Problems -- IV.1 Paths and Cycles -- IV.2 Complete Subgraphs -- IV.3 Hamilton Paths and Cycles -- W.4 The Structure of Graphs -- IV 5 Szemerédi’s Regularity Lemma -- IV 6 Simple Applications of Szemerédi’s Lemma -- IV.7 Exercises -- IV.8 Notes -- V Colouring -- V.1 Vertex Colouring -- V.2 Edge Colouring -- V.3 Graphs on Surfaces -- V.4 List Colouring -- V.5 Perfect Graphs -- V.6 Exercises -- V.7 Notes -- VI Ramsey Theory -- VI.1 The Fundamental Ramsey Theorems -- VI.2 Canonical Ramsey Theorems -- VI.3 Ramsey Theory For Graphs -- VI.4 Ramsey Theory for Integers -- VI.5 Subsequences -- VI.6 Exercises -- VI.7 Notes -- VII Random Graphs -- VII.1 The Basic Models-The Use of the Expectation -- VII.2 Simple Properties of Almost All Graphs -- VII.3 Almost Determined Variables-The Use of the Variance -- VII.4 Hamilton Cycles-The Use of Graph Theoretic Tools -- VII.5 The Phase Transition -- VII.6 Exercises -- VII.7 Notes -- VIII Graphs, Groups and Matrices -- VIII.1 Cayley and Schreier Diagrams -- VIII.2 The Adjacency Matrix and the Laplacian -- VIII.3 Strongly Regular Graphs -- VIII.4 Enumeration and Pólya’s Theorem -- VIII.5 Exercises -- IX Random Walks on Graphs -- IX.1 Electrical Networks Revisited -- IX.2 Electrical Networks and Random Walks -- IX.3 Hitting Times and Commute Times -- IX.4 Conductance and Rapid Mixing -- IX.5 Exercises -- IX.6 Notes -- X The Tutte Polynomial -- X.1 Basic Properties of the Tutte Polynomial -- X.2 The Universal Form of the Tutte Polynomial -- X.3 The Tutte Polynomial in Statistical Mechanics -- X.4 Special Values of the Tutte Polynomial -- X.5 A Spanning Tree Expansion of the Tutte Polynomial -- X.6 Polynomials of Knots and Links -- X.7 Exercises -- X.8 Notes -- Symbol Index -- Name Index.
    In: Springer eBooks
    Weitere Ausg.: Printed edition: ISBN 9780387984889
    Sprache: Englisch
    Schlagwort(e): Lehrbuch
    Bibliothek Standort Signatur Band/Heft/Jahr Verfügbarkeit
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