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Feynman-Kac Formulae, Pierre Del Moral


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Автор: Pierre Del Moral
Название:  Feynman-Kac Formulae
ISBN: 9781441919021
Издательство: Springer
Классификация:





ISBN-10: 1441919023
Обложка/Формат: Paperback
Страницы: 556
Вес: 0.79 кг.
Дата издания: 12.12.2011
Серия: Probability and Its Applications
Язык: English
Размер: 232 x 144 x 32
Основная тема: Mathematics
Подзаголовок: Genealogical and Interacting Particle Systems with Applications
Ссылка на Издательство: Link
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Поставляется из: Германии
Описание: The central theme of this book concerns Feynman-Kac path distributions, interacting particle systems, and genealogical tree based models. This re- cent theory has been stimulated from different directions including biology, physics, probability, and statistics, as well as from many branches in engi- neering science, such as signal processing, telecommunications, and network analysis. Over the last decade, this subject has matured in ways that make it more complete and beautiful to learn and to use. The objective of this book is to provide a detailed and self-contained discussion on these connec- tions and the different aspects of this subject. Although particle methods and Feynman-Kac models owe their origins to physics and statistical me- chanics, particularly to the kinetic theory of fluid and gases, this book can be read without any specific knowledge in these fields. I have tried to make this book accessible for senior undergraduate students having some familiarity with the theory of stochastic processes to advanced postgradu- ate students as well as researchers and engineers in mathematics, statistics, physics, biology and engineering. I have also tried to give an expose of the modem mathematical theory that is useful for the analysis of the asymptotic behavior of Feynman-Kac and particle models.


Handbook of Brownian motion: facts and  formulae

Автор: A. N Borodin и P. Salminen
Название: Handbook of Brownian motion: facts and formulae
ISBN: 3034894627 ISBN-13(EAN): 9783034894623
Издательство: Springer
Цена: 18167.00 р.
Наличие на складе: Есть у поставщика Поставка под заказ.

Описание: There are two parts in this book. The first part is devoted mainly to the proper- ties of linear diffusions in general and Brownian motion in particular. The second part consists of tables of distributions of functionals of Brownian motion and re- lated processes. The primary aim of this book is to give an easy reference to a large number of facts and formulae associated to Brownian motion. We have tried to do this in a "handbook-style." By this we mean that results are given without proofs but are equipped with a reference where a proof or a derivation can be found. It is our belief and experience that such a material would be very much welcome by students and people working with applications of diffusions and Brownian motion. In discussions with many of our colleagues we have found that they share this point of view. Our original plan included more things than we were able to realize. It turned out very soon when trying to put the plan into practice that the material would be too wide to be published under one cover. Excursion theory, which most of the recent results concerning linear Brownian motion and diffusions can be classified as, is only touched upon slightly here, not to mention Brownian motion in several dimensions which enters only through the discussion of Bessel processes. On the other hand, much attention is given to the theory of local time.

Essential Formulae for Electronic and Electrical Engineers

Название: Essential Formulae for Electronic and Electrical Engineers
ISBN: 0333594746 ISBN-13(EAN): 9780333594742
Издательство: Springer
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Цена: 5868.00 р.
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Описание: A pocket reference of essential formulae covering: electronic and electrical engineering, measurements and control, logic, telecommunications and mathematics. Of value to students at both BTEC National and Higher level, as well as at undergraduate level, especially those studying electronic and electrical engineering.

Supersymmetry and Trace Formulae

Автор: Igor V. Lerner; Jonathan P. Keating; David E. Khme
Название: Supersymmetry and Trace Formulae
ISBN: 0306459337 ISBN-13(EAN): 9780306459337
Издательство: Springer
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Цена: 27944.00 р.
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Описание: Provides a representative overview of the progress in the theories of quantum disordered and chaotic systems, and an introduction to the underlying concepts and techniques.

Mathematical theory of feynman path integrals

Автор: Albeverio, Sergio Hoegh-krohn, Rafael Mazzucchi, Sonia
Название: Mathematical theory of feynman path integrals
ISBN: 3540769544 ISBN-13(EAN): 9783540769545
Издательство: Springer
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Цена: 4884.00 р.
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Описание: Ideas based on Feynman path integrals have played an important role in areas of mathematics like low-dimensional topology and differential geometry, algebraic geometry, infinite-dimensional analysis and geometry, and number theory. This edition is based on the two first authors` mathematical approach of this theory presented in the 1st edition.

Path Integrals, Hyperbolic Spaces and Selberg Trace Formulae

Автор: Grosche Christian
Название: Path Integrals, Hyperbolic Spaces and Selberg Trace Formulae
ISBN: 9814460079 ISBN-13(EAN): 9789814460071
Издательство: World Scientific Publishing
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Цена: 19800.00 р.
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Описание: In this second edition, a comprehensive review is given for path integration in two- and three-dimensional (homogeneous) spaces of constant and non-constant curvature, including an enumeration of all the corresponding coordinate systems which allow separation of variables in the Hamiltonian and in the path integral. The corresponding path integral solutions are presented as a tabulation. Proposals concerning interbasis expansions for spheroidal coordinate systems are also given. In particular, the cases of non-constant curvature Darboux spaces are new in this edition.The volume also contains results on the numerical study of the properties of several integrable billiard systems in compact domains (i.e. rectangles, parallelepipeds, circles and spheres) in two- and three-dimensional flat and hyperbolic spaces. In particular, the discussions of integrable billiards in circles and spheres (flat and hyperbolic spaces) and in three dimensions are new in comparison to the first edition.In addition, an overview is presented on some recent achievements in the theory of the Selberg trace formula on Riemann surfaces, its super generalization, their use in mathematical physics and string theory, and some further results derived from the Selberg (super-) trace formula.

Feynman Integral and Random Dynamics in Quantum Physics

Автор: Z. Haba
Название: Feynman Integral and Random Dynamics in Quantum Physics
ISBN: 9401059845 ISBN-13(EAN): 9789401059848
Издательство: Springer
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Цена: 13974.00 р.
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Описание: The Feynman integral is considered as an intuitive representation of quantum mechanics showing the complex quantum phenomena in a language comprehensible at a classical level.

Handbook of Feynman Path Integrals

Автор: Christian Grosche; Frank Steiner
Название: Handbook of Feynman Path Integrals
ISBN: 3662147610 ISBN-13(EAN): 9783662147610
Издательство: Springer
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Цена: 13974.00 р.
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Описание: The Handbook of Feynman Path Integrals appears just fifty years after Richard Feynman published his pioneering paper in 1948 entitled "Space-Time Approach to Non-Relativistic Quantum Mechanics", in which he introduced his new formulation of quantum mechanics in terms of path integrals.


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