Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets PDF Author: Hagen Kleinert
Publisher: World Scientific
ISBN: 9814273570
Category : Business & Economics
Languages : en
Pages : 1626

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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.

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets PDF Author: Hagen Kleinert
Publisher: World Scientific
ISBN: 9814273570
Category : Business & Economics
Languages : en
Pages : 1626

Get Book

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.

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets PDF Author: Hagen Kleinert
Publisher: World Scientific Publishing Company
ISBN: 9813106026
Category :
Languages : en
Pages : 1505

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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

Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics

Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics PDF Author: Hagen Kleinert
Publisher: World Scientific Publishing Company Incorporated
ISBN: 9789810214722
Category : Science
Languages : en
Pages : 891

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Book Description


Path Integral Methods in Quantum Field Theory

Path Integral Methods in Quantum Field Theory PDF Author: R. J. Rivers
Publisher: Cambridge University Press
ISBN: 9780521368704
Category : Science
Languages : en
Pages : 356

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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.

Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition).

Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition). PDF Author: Hagen Kleinert
Publisher:
ISBN: 9789812772855
Category :
Languages : en
Pages : 1593

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Book Description


Lectures in Theoretical Physics

Lectures in Theoretical Physics PDF Author: Asim O. Barut
Publisher:
ISBN:
Category : Science
Languages : en
Pages : 458

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Book Description


Feynman's Thesis

Feynman's Thesis PDF Author: Richard Phillips Feynman
Publisher: World Scientific
ISBN: 9812563660
Category : Science
Languages : en
Pages : 142

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Book Description
Richard Feynman's never previously published doctoral thesis formed the heart of much of his brilliant and profound work in theoretical physics. Entitled ?The Principle of Least Action in Quantum Mechanics," its original motive was to quantize the classical action-at-a-distance electrodynamics. Because that theory adopted an overall space?time viewpoint, the classical Hamiltonian approach used in the conventional formulations of quantum theory could not be used, so Feynman turned to the Lagrangian function and the principle of least action as his points of departure.The result was the path integral approach, which satisfied ? and transcended ? its original motivation, and has enjoyed great success in renormalized quantum field theory, including the derivation of the ubiquitous Feynman diagrams for elementary particles. Path integrals have many other applications, including atomic, molecular, and nuclear scattering, statistical mechanics, quantum liquids and solids, Brownian motion, and noise theory. It also sheds new light on fundamental issues like the interpretation of quantum theory because of its new overall space?time viewpoint.The present volume includes Feynman's Princeton thesis, the related review article ?Space?Time Approach to Non-Relativistic Quantum Mechanics? [Reviews of Modern Physics 20 (1948), 367?387], Paul Dirac's seminal paper ?The Lagrangian in Quantum Mechanics'' [Physikalische Zeitschrift der Sowjetunion, Band 3, Heft 1 (1933)], and an introduction by Laurie M Brown.

Statistical Approach to Quantum Field Theory

Statistical Approach to Quantum Field Theory PDF Author: Andreas Wipf
Publisher: Springer Nature
ISBN: 3030832635
Category : Science
Languages : en
Pages : 568

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Book Description
This new expanded second edition has been totally revised and corrected. The reader finds two complete new chapters. One covers the exact solution of the finite temperature Schwinger model with periodic boundary conditions. This simple model supports instanton solutions – similarly as QCD – and allows for a detailed discussion of topological sectors in gauge theories, the anomaly-induced breaking of chiral symmetry and the intriguing role of fermionic zero modes. The other new chapter is devoted to interacting fermions at finite fermion density and finite temperature. Such low-dimensional models are used to describe long-energy properties of Dirac-type materials in condensed matter physics. The large-N solutions of the Gross-Neveu, Nambu-Jona-Lasinio and Thirring models are presented in great detail, where N denotes the number of fermion flavors. Towards the end of the book corrections to the large-N solution and simulation results of a finite number of fermion flavors are presented. Further problems are added at the end of each chapter in order to guide the reader to a deeper understanding of the presented topics. This book is meant for advanced students and young researchers who want to acquire the necessary tools and experience to produce research results in the statistical approach to Quantum Field Theory.

Nanophysics and Nanotechnology

Nanophysics and Nanotechnology PDF Author: Edward L. Wolf
Publisher: John Wiley & Sons
ISBN: 3527684182
Category : Technology & Engineering
Languages : en
Pages : 336

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Book Description
Long awaited new edition of this highly successful textbook, provides once more a unique introduction to the concepts, techniques and applications of nanoscale systems by covering its entire spectrum up to recent findings on graphene.

Advanced Quantum Mechanics

Advanced Quantum Mechanics PDF Author: RAINER DICK
Publisher: Springer
ISBN: 3319256750
Category : Science
Languages : en
Pages : 692

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Book Description
In this updated and expanded second edition of a well-received and invaluable textbook, Prof. Dick emphasizes the importance of advanced quantum mechanics for materials science and all experimental techniques which employ photon absorption, emission, or scattering. Important aspects of introductory quantum mechanics are covered in the first seven chapters to make the subject self-contained and accessible for a wide audience. Advanced Quantum Mechanics, Materials and Photons can therefore be used for advanced undergraduate courses and introductory graduate courses which are targeted towards students with diverse academic backgrounds from the Natural Sciences or Engineering. To enhance this inclusive aspect of making the subject as accessible as possible Appendices A and B also provide introductions to Lagrangian mechanics and the covariant formulation of electrodynamics. This second edition includes an additional 62 new problems as well as expanded sections on relativistic quantum fields and applications of quantum electrodynamics. Other special features include an introduction to Lagrangian field theory and an integrated discussion of transition amplitudes with discrete or continuous initial or final states. Once students have acquired an understanding of basic quantum mechanics and classical field theory, canonical field quantization is easy. Furthermore, the integrated discussion of transition amplitudes naturally leads to the notions of transition probabilities, decay rates, absorption cross sections and scattering cross sections, which are important for all experimental techniques that use photon probes.