Описание: Mathematical finance requires the use of advanced mathematical techniques drawn from the theory of probability, stochastic processes and stochastic differential equations. These areas are generally introduced and developed at an abstract level, making it problematic when applying these techniques to practical issues in finance.
Автор: Bickel Название: Mathematical Statistics ISBN: 1498722687 ISBN-13(EAN): 9781498722681 Издательство: Taylor&Francis Рейтинг: Цена: 14086.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Mathematical Statistics: Basic Ideas and Selected Topics, Volume II presents important statistical concepts, methods, and tools not covered in the authors' previous volume. This second volume focuses on inference in non- and semiparametric models. It not only reexamines the procedures introduced in the first volume from a more sophisticated point of view but also addresses new problems originating from the analysis of estimation of functions and other complex decision procedures and large-scale data analysis.
The book covers asymptotic efficiency in semiparametric models from the Le Cam and Fisherian points of view as well as some finite sample size optimality criteria based on Lehmann-Scheff theory. It develops the theory of semiparametric maximum likelihood estimation with applications to areas such as survival analysis. It also discusses methods of inference based on sieve models and asymptotic testing theory. The remainder of the book is devoted to model and variable selection, Monte Carlo methods, nonparametric curve estimation, and prediction, classification, and machine learning topics. The necessary background material is included in an appendix.
Using the tools and methods developed in this textbook, students will be ready for advanced research in modern statistics. Numerous examples illustrate statistical modeling and inference concepts while end-of-chapter problems reinforce elementary concepts and introduce important new topics. As in Volume I, measure theory is not required for understanding.
The solutions to exercises for Volume II are included in the back of the book.
Check out Volume I for fundamental, classical statistical concepts leading to the material in this volume.
Автор: R K Pathria Название: Statistical Mechanics, ISBN: 0123821886 ISBN-13(EAN): 9780123821881 Издательство: Elsevier Science Рейтинг: Цена: 9720.00 р. Наличие на складе: Поставка под заказ.
Описание: Statistical Mechanics explores the physical properties of matter based on the dynamic behavior of its microscopic constituents. After a historical introduction, this book presents chapters about thermodynamics, ensemble theory, simple gases theory, Ideal Bose and Fermi systems, statistical mechanics of interacting systems, phase transitions, and computer simulations. This edition includes new topics such as BoseEinstein condensation and degenerate Fermi gas behavior in ultracold atomic gases and chemical equilibrium. It also explains the correlation functions and scattering; fluctuationdissipation theorem and the dynamical structure factor; phase equilibrium and the Clausius-Clapeyron equation; and exact solutions of one-dimensional fluid models and two-dimensional Ising model on a finite lattice. New topics can be found in the appendices, including finite-size scaling behavior of Bose-Einstein condensates, a summary of thermodynamic assemblies and associated statistical ensembles, and pseudorandom number generators. Other chapters are dedicated to two new topics, the thermodynamics of the early universe and the Monte Carlo and molecular dynamics simulations. This book is invaluable to students and practitioners interested in statistical mechanics and physics.
Автор: Walecka John Dirk Название: Introduction To Statistical Mechanics: Solutions To Problems ISBN: 9813148136 ISBN-13(EAN): 9789813148130 Издательство: World Scientific Publishing Цена: 3643.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Statistical mechanics is concerned with defining the thermodynamic properties of a macroscopic sample in terms of the properties of the microscopic systems of which it is composed. The previous book Introduction to Statistical Mechanics provided a clear, logical, and self-contained treatment of equilibrium statistical mechanics starting from Boltzmann's two statistical assumptions, and presented a wide variety of applications to diverse physical assemblies. An appendix provided an introduction to non-equilibrium statistical mechanics through the Boltzmann equation and its extensions. The coverage in that book was enhanced and extended through the inclusion of many accessible problems. The current book provides solutions to those problems. These texts assume only introductory courses in classical and quantum mechanics, as well as familiarity with multi-variable calculus and the essentials of complex analysis. Some knowledge of thermodynamics is also assumed, although the analysis starts with an appropriate review of that topic. The targeted audience is first-year graduate students and advanced undergraduates, in physics, chemistry, and the related physical sciences. The goal of these texts is to help the reader obtain a clear working knowledge of the very useful and powerful methods of equilibrium statistical mechanics and to enhance the understanding and appreciation of the more advanced texts.
Автор: A. Lenard Название: Statistical Mechanics and Mathematical Problems ISBN: 3540061940 ISBN-13(EAN): 9783540061946 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: Thompson Colin J. Название: Mathematical Statistical Mechanics ISBN: 0691608687 ISBN-13(EAN): 9780691608686 Издательство: Wiley Рейтинг: Цена: 8237.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: While most introductions to statistical mechanics are either too mathematical or too physical, Colin Thompson`s book combines mathematical rigor with familiar physical materials. Following introductory chapters on kinetic theory, thermodynamics, the Gibbs ensembles, and the thermodynamic limit, later chapters discuss the classical theories of phase
Автор: D.Y. Petrina Название: Mathematical Foundations of Quantum Statistical Mechanics ISBN: 9401040834 ISBN-13(EAN): 9789401040839 Издательство: Springer Рейтинг: Цена: 16979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Автор: T.C. Dorlas; N.M. Hugenholtz; M. Winnink Название: Statistical Mechanics and Field Theory: Mathematical Aspects ISBN: 366213585X ISBN-13(EAN): 9783662135853 Издательство: Springer Рейтинг: Цена: 15672.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "The Historical Development of Quantum Theory" is science, history, and biography, all wrapped in the story of a great human enterprise. Its lessons will be an aid to those working in the sciences and humanities alike.
Автор: D.Y. Petrina Название: Mathematical Foundations of Quantum Statistical Mechanics ISBN: 079233258X ISBN-13(EAN): 9780792332589 Издательство: Springer Рейтинг: Цена: 16979.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: For infinite systems, the solutions of the equations of state are constructed by using the thermodynamic limit procedure, accord- ing to which we first find a solution for a system of finitely many particles and then let the number of particles and the volume of a region tend to infinity keeping the density of particles constant.
Автор: M.I. Vishik; A.V. Fursikov Название: Mathematical Problems of Statistical Hydromechanics ISBN: 9401071373 ISBN-13(EAN): 9789401071376 Издательство: Springer Рейтинг: Цена: 18167.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Further, the kind and level of sophistication of mathematics applied in various sciences has changed drastically in recent years: measure theory is used (non-trivially) in regional and theoretical economics;
Автор: Walecka John Dirk Название: Introduction To Statistical Mechanics: Solutions To Problems ISBN: 9813149981 ISBN-13(EAN): 9789813149984 Издательство: World Scientific Publishing Цена: 7603.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание:
Statistical mechanics is concerned with defining the thermodynamic properties of a macroscopic sample in terms of the properties of the microscopic systems of which it is composed. The previous book Introduction to Statistical Mechanics provided a clear, logical, and self-contained treatment of equilibrium statistical mechanics starting from Boltzmann's two statistical assumptions, and presented a wide variety of applications to diverse physical assemblies. An appendix provided an introduction to non-equilibrium statistical mechanics through the Boltzmann equation and its extensions. The coverage in that book was enhanced and extended through the inclusion of many accessible problems. The current book provides solutions to those problems. These texts assume only introductory courses in classical and quantum mechanics, as well as familiarity with multi-variable calculus and the essentials of complex analysis. Some knowledge of thermodynamics is also assumed, although the analysis starts with an appropriate review of that topic. The targeted audience is first-year graduate students and advanced undergraduates, in physics, chemistry, and the related physical sciences. The goal of these texts is to help the reader obtain a clear working knowledge of the very useful and powerful methods of equilibrium statistical mechanics and to enhance the understanding and appreciation of the more advanced texts.
ООО "Логосфера " Тел:+7(495) 980-12-10 www.logobook.ru
