Technical books

Here is a list of technical books that I find useful or like in particular.

1. Some of my work

1.1. Stochastic Operations Research

This is myu intro to stochastic operations research on the simulation and analysis of queueing and inventory systems: Sample Path Analysis and Simulation of Stochastic Systems

1.2. Classical mechanics

I converted a considerable amount of the lisp code of Structure and Interpretation of Classical Mechanics to python and Sagemath: Structure and Interpretation of Classical Mechanics with Python and Sagemath. The sagemath and python code is on Github.

2. General maths books

  • Alexander, A: Infinitesimal: How a Dangerous Mathematical Theory Shaped the Modern World
  • Borrelli, Rullière: En cheminant avec Kakeya on Kakeya’s needle problem.
  • Bressoud, D.M.: A Radical Approach to Lebesgue’s Theory of Integration
  • Bressoud, D.M.: A Radical Approach to Real Analysis
  • Bressoud, D.M.: Second Year Calculus: from Celestial Mechanics to Special Relativity
  • Courant, R: What is mathematics
  • Dunham, W., Euler the master of us all
  • Dunham, W., The calculus galery
  • Jeevanjee, N, An introduction to tensors & group theory
  • Korner, T: Fourier theory
  • Needham T: Visual complex analysis
  • Peitgen et al, Chaos
  • Vilenkin N.Ya, In search of infinity.

3. Probability

  • Lindley, D.V.: Understanding Uncertainty, A really nice book to help how to think about probability.
  • Jaynes E.T Probability theory: the logic of science. I like his opinionated writing a lot. It’s funny at times, but often very to the point.
  • Diaconis, P and Skyrms, B: Ten Great Ideas about Chance, Also an interesting book that discusses general probability concepts.
  • Grinstead and Laurie snell, introduction to probability.
  • Capinski M., Tomasz Jerzy Zastawniak: Probability Through Problems. Targeted at students that like to learn a bit of measure theory.
  • Ash, R. B., Real analysis and probability, if you like something tougher.

4. Markov theory

These are some great (and sometime intuitive) books to Markov chains, martingales and optimal stopping.

5. Physics

  • Gourgoulhon E., Relativite restreint des particules a l’astrophysique. A good book to prepare yourself for general relativity. It covers all I learned as a student on special relativity, and more.
  • Zee A.: Einstein Gravity in a Nutshell
  • Flanders H.: Differential forms with applications to the physical sciences
  • Nahin, P.J.: Hot Molecules, Cold Electrons: From the Mathematics of Heat to the Development of the Trans-Atlantic Telegraph (2020) (It is a petty that Nahin appears not to have read the book of Korner on Fourier theory. There is a lot of overlap, and I like Korner’ account better.)
  • Nahin, P.J.: In Praise of Simple Physics: The Science and Mathematics behind Everyday Questions

6. Algorithms

  • Cormen, T.H. et al: Introduction to Algorithms
  • Hetland, M.L.: Python Algorithms, Mastering Basic Algorithms in the Python Language
  • Kopec, D.: Classic Computer Science Problems in Python

7. Think books

Here are some books freely available for download. I encourage you to browse through all of these books. The reason I recommend these books is that they combine three enormously important skills for students with a penchant for quantitative work: 1. Making and adapting (mathematical) models; 1. Analyzing (quantitatively) the models with computers; 1. Evaluating and interpreting the results.

The books are:

  • Think Stats
  • Probability and statistics for programmers
  • Think Bayes
  • Modeling and Simulation in Python
  • Think Complexity.
  • How to think like a computer scientist

8. Operations management

  • Goldratt, E.M.: The goal
  • Womack, J.P. and Jones, D.T.: The Machine That Changed the World: The Story of Lean Production– Toyota’s Secret Weapon in the Global Car Wars That Is Now Revolutionizing World Industr