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Beschreibung
Concepts, methods and techniques of statistical physics in the study of correlated, as well as uncorrelated, phenomena are being applied ever increasingly in the natural sciences, biology and economics in an attempt to understand and model the large variability and risks of phenomena. This is the first textbook written by a well-known expert that provides a modern up-to-date introduction for workers outside statistical physics. The emphasis of the book is on a clear understanding of concepts and methods, while it also provides the tools that can be of immediate use in applications. Although this book evolved out of a course for graduate students, it will be of great interest to researchers and engineers, as well as to post-docs in geophysics and meteorology.
Concepts, methods and techniques of statistical physics in the study of correlated, as well as uncorrelated, phenomena are being applied ever increasingly in the natural sciences, biology and economics in an attempt to understand and model the large variability and risks of phenomena. This is the first textbook written by a well-known expert that provides a modern up-to-date introduction for workers outside statistical physics. The emphasis of the book is on a clear understanding of concepts and methods, while it also provides the tools that can be of immediate use in applications. Although this book evolved out of a course for graduate students, it will be of great interest to researchers and engineers, as well as to post-docs in geophysics and meteorology.
Über den Autor
Dmitry Chernov is a senior researcher at the Chair of Entrepreneurial Risks at ETH Zurich. He has more than 10 years of experience as a corporate emergency management consultant within the following industries: oil and gas, electric power, chemicals, FMCG, transport, telecommunication and other retail services. He specializes in research of managerial differences between different economic sectors and in the development of practical solutions for efficient risk information transmission that enable timely decision-making before and during industrial disasters.
Didier Sornette is Professor on the Chair of Entrepreneurial Risks at ETH Zurich, also a professor of the Swiss Finance Institute, and is associated with both the departments of Physics and of Earth Sciences at ETH Zurich. He is also a fellow of the AAAS among many other titles and memberships. Prof. Sornette is a passionate researcher in complex system and extreme risks. He uses rigorous data-driven mathematical statistical analyses combined with nonlinear multi-variable dynamical models including positive and negative feedbacks to study the predictability and control of crises and extreme events in complex systems, with applications to all domains of science and practice, including earthquake predictions, financial bubbles and crashes, nuclear risk, cyber risk, social networks, medical sciences.
Zusammenfassung

Includes supplementary material: [...]

Inhaltsverzeichnis
Useful Notions of Probability Theory.- Sums of Random Variables, Random Walks and the Central Limit Theorem.- Large Deviations.- Power Law Distributions.- Fractals and Multifractals.- Rank-Ordering Statistics and Heavy Tails.- Statistical Mechanics: Probabilistic Point of View and the Concept of "Temperature".- Long-Range Correlations.- Phase Transitions: Critical Phenomena and First-Order Transitions.- Transitions, Bifurcations and Precursors.- The Renormalization Group.- The Percolation Model.- Rupture Models.- Mechanisms for Power Laws.- Self-Organized Criticality.- to the Physics of Random Systems.- Randomness and Long-Range Laplacian Interactions.
Details
Erscheinungsjahr: 2006
Fachbereich: Theoretische Physik
Genre: Mathematik, Medizin, Naturwissenschaften, Physik, Technik
Rubrik: Naturwissenschaften & Technik
Medium: Taschenbuch
Reihe: Springer Series in Synergetics
Inhalt: xxii
528 S.
ISBN-13: 9783540308829
ISBN-10: 3540308822
Sprache: Englisch
Herstellernummer: 11595526
Einband: Kartoniert / Broschiert
Autor: Sornette, Didier
Auflage: 2nd edition 2003. 2nd printing 2006
Hersteller: Springer
Springer Series in Synergetics
Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com
Maße: 235 x 155 x 30 mm
Von/Mit: Didier Sornette
Erscheinungsdatum: 13.03.2006
Gewicht: 0,826 kg
Artikel-ID: 102257661