Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions 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 Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions PDF full book. Access full book title Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions by Lev A. Sakhnovich. Download full books in PDF and EPUB format.
Author: Lev A. Sakhnovich
Publisher: Springer Science & Business Media
ISBN: 3034803567
Category : Mathematics
Languages : en
Pages : 246
Get Book Here
Book Description
In a number of famous works, M. Kac showed that various methods of probability theory can be fruitfully applied to important problems of analysis. The interconnection between probability and analysis also plays a central role in the present book. However, our approach is mainly based on the application of analysis methods (the method of operator identities, integral equations theory, dual systems, integrable equations) to probability theory (Levy processes, M. Kac's problems, the principle of imperceptibility of the boundary, signal theory). The essential part of the book is dedicated to problems of statistical physics (classical and quantum cases). We consider the corresponding statistical problems (Gibbs-type formulas, non-extensive statistical mechanics, Boltzmann equation) from the game point of view (the game between energy and entropy). One chapter is dedicated to the construction of special examples instead of existence theorems (D. Larson's theorem, Ringrose's hypothesis, the Kadison-Singer and Gohberg-Krein questions). We also investigate the Bezoutiant operator. In this context, we do not make the assumption that the Bezoutiant operator is normally solvable, allowing us to investigate the special classes of the entire functions.
Author: Lev A. Sakhnovich
Publisher: Springer Science & Business Media
ISBN: 3034803567
Category : Mathematics
Languages : en
Pages : 246
Get Book Here
Book Description
In a number of famous works, M. Kac showed that various methods of probability theory can be fruitfully applied to important problems of analysis. The interconnection between probability and analysis also plays a central role in the present book. However, our approach is mainly based on the application of analysis methods (the method of operator identities, integral equations theory, dual systems, integrable equations) to probability theory (Levy processes, M. Kac's problems, the principle of imperceptibility of the boundary, signal theory). The essential part of the book is dedicated to problems of statistical physics (classical and quantum cases). We consider the corresponding statistical problems (Gibbs-type formulas, non-extensive statistical mechanics, Boltzmann equation) from the game point of view (the game between energy and entropy). One chapter is dedicated to the construction of special examples instead of existence theorems (D. Larson's theorem, Ringrose's hypothesis, the Kadison-Singer and Gohberg-Krein questions). We also investigate the Bezoutiant operator. In this context, we do not make the assumption that the Bezoutiant operator is normally solvable, allowing us to investigate the special classes of the entire functions.
Author: Springer
Publisher:
ISBN: 9783034803571
Category :
Languages : en
Pages : 258
Get Book Here
Book Description
Author: Daniel Alpay
Publisher: Birkhäuser
ISBN: 3319103350
Category : Mathematics
Languages : en
Pages : 396
Get Book Here
Book Description
The volume is dedicated to Lev Sakhnovich, who made fundamental contributions in operator theory and related topics. Besides bibliographic material, it includes a number of selected papers related to Lev Sakhnovich's research interests. The papers are related to operator identities, moment problems, random matrices and linear stochastic systems.
Author: Alexander L. Sakhnovich
Publisher: Walter de Gruyter
ISBN: 3110258617
Category : Mathematics
Languages : en
Pages : 356
Get Book Here
Book Description
This book is based on the method of operator identities and related theory of S-nodes, both developed by Lev Sakhnovich. The notion of the transfer matrix function generated by the S-node plays an essential role. The authors present fundamental solutions of various important systems of differential equations using the transfer matrix function, that is, either directly in the form of the transfer matrix function or via the representation in this form of the corresponding Darboux matrix, when Bäcklund–Darboux transformations and explicit solutions are considered. The transfer matrix function representation of the fundamental solution yields solution of an inverse problem, namely, the problem to recover system from its Weyl function. Weyl theories of selfadjoint and skew-selfadjoint Dirac systems, related canonical systems, discrete Dirac systems, system auxiliary to the N-wave equation and a system rationally depending on the spectral parameter are obtained in this way. The results on direct and inverse problems are applied in turn to the study of the initial-boundary value problems for integrable (nonlinear) wave equations via inverse spectral transformation method. Evolution of the Weyl function and solution of the initial-boundary value problem in a semi-strip are derived for many important nonlinear equations. Some uniqueness and global existence results are also proved in detail using evolution formulas. The reading of the book requires only some basic knowledge of linear algebra, calculus and operator theory from the standard university courses.
Author: Serena Dipierro
Publisher: Springer
ISBN: 303018921X
Category : Mathematics
Languages : en
Pages : 502
Get Book Here
Book Description
This volume collects contributions from the speakers at an INdAM Intensive period held at the University of Bari in 2017. The contributions cover several aspects of partial differential equations whose development in recent years has experienced major breakthroughs in terms of both theory and applications. The topics covered include nonlocal equations, elliptic equations and systems, fully nonlinear equations, nonlinear parabolic equations, overdetermined boundary value problems, maximum principles, geometric analysis, control theory, mean field games, and bio-mathematics. The authors are trailblazers in these topics and present their work in a way that is exhaustive and clearly accessible to PhD students and early career researcher. As such, the book offers an excellent introduction to a variety of fundamental topics of contemporary investigation and inspires novel and high-quality research.
Author: David Applebaum
Publisher: Cambridge University Press
ISBN: 1139477986
Category : Mathematics
Languages : en
Pages : 461
Get Book Here
Book Description
Lévy processes form a wide and rich class of random process, and have many applications ranging from physics to finance. Stochastic calculus is the mathematics of systems interacting with random noise. Here, the author ties these two subjects together, beginning with an introduction to the general theory of Lévy processes, then leading on to develop the stochastic calculus for Lévy processes in a direct and accessible way. This fully revised edition now features a number of new topics. These include: regular variation and subexponential distributions; necessary and sufficient conditions for Lévy processes to have finite moments; characterisation of Lévy processes with finite variation; Kunita's estimates for moments of Lévy type stochastic integrals; new proofs of Ito representation and martingale representation theorems for general Lévy processes; multiple Wiener-Lévy integrals and chaos decomposition; an introduction to Malliavin calculus; an introduction to stability theory for Lévy-driven SDEs.
Author:
Publisher: ScholarlyEditions
ISBN: 1464963282
Category : Science
Languages : en
Pages : 8864
Get Book Here
Book Description
Issues in General Physics Research / 2011 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about General Physics Research. The editors have built Issues in General Physics Research: 2011 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about General Physics Research in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Issues in General Physics Research: 2011 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.
Author: Josef Honerkamp
Publisher: Springer Science & Business Media
ISBN: 3662037092
Category : Science
Languages : en
Pages : 416
Get Book Here
Book Description
Statistical Physics offers an advanced treatment with numerous applications to modern problems of relevance to researchers and students. Supplementing the concepts and methods employed in statistical mechanics, the book also covers the fundamentals of probability and statistics, mathematical statistics, and stochastic methods for the analysis of data. It is divided into two parts, the first focusing on the modeling of statistical systems, the second on the analysis of these systems.
Author: J. Honerkamp
Publisher: Springer Science & Business Media
ISBN: 9783540430209
Category : Mathematics
Languages : en
Pages : 556
Get Book Here
Book Description
The application of statistical methods to physics is essential. This unique book on statistical physics offers an advanced approach with numerous applications to the modern problems students are confronted with. Therefore the text contains more concepts and methods in statistics than the student would need for statistical mechanics alone. Methods from mathematical statistics and stochastics for the analysis of data are discussed as well. The book is divided into two parts, focusing first on the modeling of statistical systems and then on the analysis of these systems. Problems with hints for solution help the students to deepen their knowledge. The second edition has been updated and enlarged with new material on estimators based on a probability distribution for the parameters, identification of stochastic models from observations, and statistical tests and classification methods (Chaps. 10-12). Moreover, a customized set of problems with solutions is accessible on the Web. The author teaches and conducts research on stochastic dynamical systems at the University of Freiburg, Germany.
Author: C. W. Horton, Jr.
Publisher: Wiley-Interscience
ISBN:
Category : Science
Languages : en
Pages : 392
Get Book Here
Book Description
Papers from twenty-nine of the world's leading scientists investigate the statistical properties of nonlinear dynamical systems, emphasizing their relation to the problem of plasma confinement. A powerful, new diagrammatic peturbation theory is presented for a first principles calculation of the Clump Kinetic equation, and for the first time, detailed calculations and experimental considerations describe the practical consequences of these correlations. Unique to this book is the collection of works on the problem of long-lived correlations in phase space of the Vlasov Poisson system. A new method of computing Lyapunov exponents from experimental data, and a method for calculating the splitting of periodic orbits in conservative systems are developed.
