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, and Polymer Physics

Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics PDF Author: Hagen Kleinert
Publisher: World Scientific Publishing Company Incorporated
ISBN: 9789810201975
Category : Science
Languages : en
Pages : 664

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Book Description


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, 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


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


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


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: 9789812381071
Category : Science
Languages : en
Pages : 1512

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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 perturbationexpansions. 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 Chem-Simons theory of particles with fractional statistics (anyohs) 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.

Introduction to Path-integral Methods in Physics and Polymer Science

Introduction to Path-integral Methods in Physics and Polymer Science PDF Author: Frederik W. Wiegel
Publisher: World Scientific
ISBN: 9789971978709
Category : Science
Languages : en
Pages : 226

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Book Description
This monograph distills material prepared by the author for class lectures, conferences and research seminars. It fills in a much-felt gap between the older and original work by Feynman and Hibbs and the more recent and advanced volume by Schulman. After presenting an elementary account on the Wiener path integral as applied to Brownian motion, the author progresses on to the statistics of polymers and polymer entanglements. The next three chapters provide an introduction to quantum statistical physics with emphasis on the conceptual understanding of many-variable systems. A chapter on the renormalization group provides material for starting on research work. The final chapter contains an over view of the role of path integrals in recent developments in physics. A good bibliography is provided for each chapter.

Feynman Path Integrals in Quantum Mechanics and Statistical Physics

Feynman Path Integrals in Quantum Mechanics and Statistical Physics PDF Author: Lukong Cornelius Fai
Publisher: CRC Press
ISBN: 1000349047
Category : Science
Languages : en
Pages : 415

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Book Description
This book provides an ideal introduction to the use of Feynman path integrals in the fields of quantum mechanics and statistical physics. It is written for graduate students and researchers in physics, mathematical physics, applied mathematics as well as chemistry. The material is presented in an accessible manner for readers with little knowledge of quantum mechanics and no prior exposure to path integrals. It begins with elementary concepts and a review of quantum mechanics that gradually builds the framework for the Feynman path integrals and how they are applied to problems in quantum mechanics and statistical physics. Problem sets throughout the book allow readers to test their understanding and reinforce the explanations of the theory in real situations. Features: Comprehensive and rigorous yet, presents an easy-to-understand approach. Applicable to a wide range of disciplines. Accessible to those with little, or basic, mathematical understanding.

Mathematical Feynman Path Integrals and Their Applications

Mathematical Feynman Path Integrals and Their Applications PDF Author:
Publisher:
ISBN: 9814469270
Category :
Languages : en
Pages :

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Book Description