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Author: Kai L. Chung
Publisher: Springer Science & Business Media
ISBN: 9783540570301
Category : Mathematics
Languages : en
Pages : 312
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Book Description
In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics. A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature.
Author: Kai L. Chung
Publisher: Springer Science & Business Media
ISBN: 9783540570301
Category : Mathematics
Languages : en
Pages : 312
Get Book Here
Book Description
In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics. A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature.
Author: Kai L. Chung
Publisher: Springer Science & Business Media
ISBN: 364257856X
Category : Mathematics
Languages : en
Pages : 297
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Book Description
In recent years, the study of the theory of Brownian motion has become a powerful tool in the solution of problems in mathematical physics. This self-contained and readable exposition by leading authors, provides a rigorous account of the subject, emphasizing the "explicit" rather than the "concise" where necessary, and addressed to readers interested in probability theory as applied to analysis and mathematical physics. A distinctive feature of the methods used is the ubiquitous appearance of stopping time. The book contains much original research by the authors (some of which published here for the first time) as well as detailed and improved versions of relevant important results by other authors, not easily accessible in existing literature.
Author: Edward Nelson
Publisher: Princeton University Press
ISBN: 0691079501
Category : Mathematics
Languages : en
Pages : 147
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Book Description
These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics.
Author: Robert Aebi
Publisher: Birkhäuser
ISBN: 3034890273
Category : Mathematics
Languages : en
Pages : 196
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Book Description
In 1931 Erwin Schrödinger considered the following problem: A huge cloud of independent and identical particles with known dynamics is supposed to be observed at finite initial and final times. What is the "most probable" state of the cloud at intermediate times? The present book provides a general yet comprehensive discourse on Schrödinger's question. Key roles in this investigation are played by conditional diffusion processes, pairs of non-linear integral equations and interacting particles systems. The introductory first chapter gives some historical background, presents the main ideas in a rather simple discrete setting and reveals the meaning of intermediate prediction to quantum mechanics. In order to answer Schrödinger's question, the book takes three distinct approaches, dealt with in separate chapters: transformation by means of a multiplicative functional, projection by means of relative entropy, and variation of a functional associated to pairs of non-linear integral equations. The book presumes a graduate level of knowledge in mathematics or physics and represents a relevant and demanding application of today's advanced probability theory.
Author: Robert M. Mazo
Publisher: OUP Oxford
ISBN: 0191565083
Category : Science
Languages : en
Pages : 304
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Book Description
Brownian motion - the incessant motion of small particles suspended in a fluid - is an important topic in statistical physics and physical chemistry. This book studies its origin in molecular scale fluctuations, its description in terms of random process theory and also in terms of statistical mechanics. A number of new applications of these descriptions to physical and chemical processes, as well as statistical mechanical derivations and the mathematical background are discussed in detail. Graduate students, lecturers, and researchers in statistical physics and physical chemistry will find this an interesting and useful reference work.
Author: Kai Lai Chung
Publisher: World Scientific
ISBN: 9789810246907
Category : Mathematics
Languages : en
Pages : 184
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Book Description
This invaluable book consists of two parts. Part I is the second edition of the author's widely acclaimed publication Green, Brown, and Probability, which first appeared in 1995. In this exposition the author reveals, from a historical perspective, the beautiful relations between the Brownian motion process in probability theory and two important aspects of the theory of partial differential equations initiated from the problems in electricity ? Green's formula for solving the boundary value problem of Laplace equations and the Newton-Coulomb potential.Part II of the book comprises lecture notes based on a short course on ?Brownian Motion on the Line? which the author has given to graduate students at Stanford University. It emphasizes the methodology of Brownian motion in the relatively simple case of one-dimensional space. Numerous exercises are included.
Author: Frank B. Knight
Publisher: American Mathematical Soc.
ISBN: 0821815180
Category : Mathematics
Languages : en
Pages : 220
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Book Description
Presents some gratuitous generalities on scientific method as it relates to diffusion theory. This book defines Brownian motion by the characterization of P Levy, and then constructed in three basic ways and these are proved to be equivalent in the appropriate sense.
Author: Daniel Thomas Gillespie
Publisher: Oxford University Press, USA
ISBN: 0199664501
Category : Science
Languages : en
Pages : 288
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Book Description
Brownian diffusion, the motion of large molecules in a sea of very many much smaller molecules, is topical because it is one of the ways in which biologically important molecules move about inside living cells. This book presents the mathematical physics that underlies the four simplest models of Brownian diffusion.
Author: William Coffey
Publisher: World Scientific
ISBN: 9789810216511
Category : Mathematics
Languages : en
Pages : 436
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Book Description
The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation ? Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem ? Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes.As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint ? Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) ? together with modern applications particularly to relaxation in ferrofluids and polar dielectrics.
Author: Reinhard Lang
Publisher: Springer
ISBN: 3540466274
Category : Mathematics
Languages : en
Pages : 133
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Book Description
The interplay between the spectral theory of Schr|dinger operators and probabilistic considerations forms the main theme of these notes, written for the non-specialist reader and intended to provide a brief and elementaryintroduction to this field. An attempt is made to show basic ideas in statu nascendi and to follow their evaluation from simple beginnings through to more advanced results. The term "genetic" in the title refers to this proceedure. The author concentrates on 2 topics which, in the history of the subject, have been of major conceptual importance - on the one hand the Laplacian is a random medium and the left end of its spectrum (leading to large deviation problems for Brownian motion and the link to thenotion of entropy) and on the other, Schr|dinger operators with general ergodic potentials in one-dimensional space. Ideas and concepts are explained in the simplest, possible setting and by means of a few characteristic problems with heuristic arguments preceding rigorous proofs.
