Complexity and Information by J. F. Traub, A. G. Werschulz - 9780521485067

Complexity and InformationAuthor(s): J. F. Traub, A. G. Werschulz\nFormat: Paperback\nPublisher: Cambridge University Press, United Kingdom\nImprint: Cambridge University Press\nISBN-13: 9780521485067, 978-0521485067\nSynopsis\nThe twin themes of computational complexity and information pervade this 1998 book. It starts with an introduction to the computational complexity of continuous mathematical models, that is, information-based complexity. This is then used to illustrate a variety of topics, including breaking the curse of dimensionality, complexity of path integration, solvability of ill-posed problems, the value of information in computation, assigning values to mathematical hypotheses, and new, improved methods for mathematical finance. The style is informal, and the goals are exposition, insight and motivation. A comprehensive bibliography is provided, to which readers are referred for precise statements of results and their proofs. As the first introductory book on the subj.