Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets PDF full book. Access full book title Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by Hagen Kleinert. Download full books in PDF and EPUB format.
Author: Hagen Kleinert
Publisher: World Scientific
ISBN: 9814273570
Category : Business & Economics
Languages : en
Pages : 1626
Get Book Here
Book Description
Topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect." "The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.
Author: Hagen Kleinert
Publisher: World Scientific
ISBN: 9814273570
Category : Business & Economics
Languages : en
Pages : 1626
Get Book Here
Book Description
Topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect." "The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.
Author: Hagen Kleinert
Publisher: World Scientific Publishing Company
ISBN: 9813106026
Category :
Languages : en
Pages : 1505
Get Book Here
Book Description
This is the third, significantly expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have become possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's famous formula to include singular attractive 1/r and 1/r2 potentials. The second is a simple quantum equivalence principle governing the transformation of euclidean path integrals to spaces with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations. In addition to the time-sliced definition, the author gives a perturbative definition of path integrals which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely integrals over products of distributions. The powerful Feynman–Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent expansions. The convergence is uniform from weak to strong couplings, opening a way to precise approximate evaluations of analytically unsolvable path integrals. Tunneling processes are treated in detail. The results are used to determine the lifetime of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbation expansions. A new variational treatment extends the range of validity of previous tunneling theories from large to small barriers. A corresponding extension of large-order perturbation theory also applies now to small orders. Special attention is devoted to path integrals with topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern–Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect. The relevance of path integrals to financial markets is discussed, and improvements of the famous Black–Scholes formula for option prices are given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions. The author's other book on 'Critical Properties of Φ4 Theories' gives a thorough introduction to the field of critical phenomena and develops new powerful resummation techniques for the extraction of physical results from the divergent perturbation expansions. Request Inspection Copy
Author: Hagen Kleinert
Publisher: World Scientific Publishing Company
ISBN: 9813101717
Category : Science
Languages : en
Pages : 1593
Get Book Here
Book Description
This is the fourth, expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have become possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's famous formula to include singular attractive 1/r and 1/r2 potentials. The second is a simple quantum equivalence principle governing the transformation of euclidean path integrals to spaces with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations.In addition to the time-sliced definition, the author gives a perturbative definition of path integrals which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely integrals over products of distributions.The powerful Feynman-Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent expansions. The convergence is uniform from weak to strong couplings, opening a way to precise approximate evaluations of analytically unsolvable path integrals.Tunneling processes are treated in detail. The results are used to determine the lifetime of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbation expansions. A new variational treatment extends the range of validity of previous tunneling theories from large to small barriers. A corresponding extension of large-order perturbation theory also applies now to small orders.Special attention is devoted to path integrals with topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect.The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions.The author's other book on ‘Critical Properties of φ4 Theories’ gives a thorough introduction to the field of critical phenomena and develops new powerful resummation techniques for the extraction of physical results from the divergent perturbation expansions.
Author: Hagen Kleinert
Publisher: World Scientific Publishing Company Incorporated
ISBN: 9789810214722
Category : Science
Languages : en
Pages : 891
Get Book Here
Book Description
Author: Johannes Voit
Publisher: Springer Science & Business Media
ISBN: 3662044234
Category : Science
Languages : en
Pages : 227
Get Book Here
Book Description
A careful examination of the interaction between physics and finance. It takes a look at the 100-year-long history of co-operation between the two fields and goes on to provide new research results on capital markets - taken from the field of statistical physics. The random walk model, well known in physics, is one good example of where the two disciplines meet. In the world of finance it is the basic model upon which the Black-Scholes theory of option pricing and hedging has been built. The underlying assumptions are discussed using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion. On this basis, new theories of derivative pricing and risk control can be formulated.
Author: R. J. Rivers
Publisher: Cambridge University Press
ISBN: 9780521368704
Category : Science
Languages : en
Pages : 356
Get Book Here
Book Description
The applications of functional integral methods introduced in this text for solving a range of problems in quantum field theory will prove useful for students and researchers in theoretical physics and quantum field theory.
Author:
Publisher:
ISBN:
Category : Nuclear physics
Languages : en
Pages : 748
Get Book Here
Book Description
Author: Edouard Brezin
Publisher: World Scientific
ISBN: 981450663X
Category : Science
Languages : en
Pages : 1149
Get Book Here
Book Description
This book contains an edited comprehensive collection of reprints on the subject of the large N limit as applied to a wide spectrum of problems in quantum field theory and statistical mechanics. The topics include (1) Spin Systems; (2) Large N Limit of Gauge Theories; (3) Two-Dimensional QCD; (4) Exact Results on Planar Perturbation Series and the Nature of the 1/N Series; (5) Schwinger-Dyson Equations Approach; (6) QCD Phenomenological Lagrangians and the Large N Limit; (7) Other Approaches to Large N: Eguchi-Kawai Model, Collective Fields and Numerical Methods; (8) Matrix Models; (9) Two-Dimensional Gravity and String Theory.
Author: Jorgen Rammer
Publisher: CRC Press
ISBN: 0429982461
Category : Science
Languages : en
Pages : 262
Get Book Here
Book Description
This book provides an introduction to transport theory, the kinetic equation approach and shows the utility of Feynman diagrams in non-equilibrium quantum statistical mechanics. It is helpful for a wider audience than students of condensed matter physics and physicists in general.
Author: Shankar Prasad Das
Publisher: Cambridge University Press
ISBN: 1139500678
Category : Science
Languages : en
Pages : 585
Get Book Here
Book Description
Exploring important theories for understanding freezing and the liquid-glass transition, this book is useful for graduate students and researchers in soft-condensed matter physics, chemical physics and materials science. It details recent ideas and key developments, providing an up-to-date view of current understanding. The standard tools of statistical physics for the dense liquid state are covered. The freezing transition is described from the classical density functional approach. Classical nucleation theory as well as applications of density functional methods for nucleation of crystals from the melt are discussed, and compared to results from computer simulation of simple systems. Discussions of supercooled liquids form a major part of the book. Theories of slow dynamics and the dynamical heterogeneities of the glassy state are presented, as well as nonequilibrium dynamics and thermodynamic phase transitions at deep supercooling. Mathematical treatments are given in full detail so readers can learn the basic techniques.
