Ergodic

Ergodic theory is hard to study because it is based on measure theory, which is a technically difficult subject to master for ordinary students, especially for physics majors. Many of the examples are introduced from a different perspective than in other books and theoretical ideas can be gradually absorbed while doing computer experiments.

Statistical Inference for Ergodic Diffusion Processes encompasses a wealth of results from over ten years of mathematical literature. It provides a comprehensive overview of existing techniques, and presents - for the first time in book form - many new techniques and approaches. An elementary introduction to the field at the start of the book introduces a class of examples - both non-standard and classical - that reappear as the investigation progresses to illustrate the merits and demerits of the procedures. The statements of the problems are in the spirit of classical mathematical statistics, and special attention is paid to asymptotically efficient procedures. Today, diffusion processes are widely used in applied problems in fields such as physics, mechanics and, in particular, financial mathematics. This book provides a state-of-the-art reference that will prove invaluable to researchers, and graduate and postgraduate students, in areas such as financial mathematics, economics, physics, mechanics and the biomedical sciences.

For this printing of R. Bowen's book, J.-R. Chazottes has retyped it in TeX for easier reading, thereby correcting typos and bibliographic details.

This book concentrates on the modern theory of dynamical systems and its interactions with number theory and combinatorics. The greater part begins with a course in analytic number theory and focuses on its links with ergodic theory, presenting an exhaustive account of recent research on Sarnak's conjecture on Möbius disjointness. Selected topics involving more traditional connections between number theory and dynamics are also presented, including equidistribution, homogenous dynamics, and Lagrange and Markov spectra. In addition, some dynamical and number theoretical aspects of aperiodic order, some algebraic systems, and a recent development concerning tame systems are described.

This book concentrates on the modern theory of dynamical systems and its interactions with number theory and combinatorics. The greater part begins with a course in analytic number theory and focuses on its links with ergodic theory, presenting an exhaustive account of recent research on Sarnak's conjecture on Möbius disjointness. Selected topics involving more traditional connections between number theory and dynamics are also presented, including equidistribution, homogenous dynamics, and Lagrange and Markov spectra. In addition, some dynamical and number theoretical aspects of aperiodic order, some algebraic systems, and a recent development concerning tame systems are described.