Levy Processes, Integral Equations, Statis...

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Beschreibung

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.

Zusammenfassung

Investigation of the interconnection between probability problems and analysis problems

Consideration of the statistical problems using the game theory ideas

Construction of special examples instead of well-known existence theorems

Generalization and investigation of the notion of integrable operators

Includes supplementary material: [...]

Inhaltsverzeichnis

Introduction.- 1 Levy processes.- 2 The principle of imperceptibility of the boundary.- 3 Approximation of positive functions.- 4 Optimal prediction and matched filtering.- 5 Effective construction of a class of non-factorable operators.- 6 Comparison of thermodynamic characteristics.- 7 Dual canonical systems and dual matrix string equations.- 8 Integrable operators and Canonical Differential Systems.- 9 The game between energy and entropy.- 10 Inhomogeneous Boltzmann equations.- 11 Operator Bezoutiant and concrete examples.- Comments.- Bibliography.- Glossary.- Index.

Details

Erscheinungsjahr:	2012
Fachbereich:	Analysis
Genre:	Mathematik , Medizin , Naturwissenschaften , Technik
Rubrik:	Naturwissenschaften & Technik
Medium:	Buch
Inhalt:	x 246 S.
ISBN-13:	9783034803557
ISBN-10:	3034803559
Sprache:	Englisch
Herstellernummer:	86030381
Einband:	Gebunden
Autor:	Sakhnovich, Lev A.
Hersteller:	Springer Basel Birkhäuser Basel Springer Basel AG
Verantwortliche Person für die EU:	Springer Basel AG in Springer Science + Business Media, Heidelberger Platz 3, D-14197 Berlin, juergen.hartmann@springer.com
Maße:	241 x 160 x 19 mm
Von/Mit:	Lev A. Sakhnovich
Erscheinungsdatum:	18.07.2012
Gewicht:	0,553 kg

Artikel-ID: 106580734