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Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions
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Catalogue Information
Field name
Details
Dewey Class
515.45
Title
Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions ([Ebook]) / by Lev A. Sakhnovich.
Author
Sakhnovich, Lev A.
Other name(s)
SpringerLink (Online service)
Publication
Basel : Birkhäuser
, 2012.
Physical Details
XX, 234 pages : online resource.
Series
Operator theory : advances and applications
; 225
ISBN
9783034803564
Summary Note
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.:
Contents note
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.
System details note
Online access to this digital book is restricted to subscription institutions through IP address (only for SISSA internal users).
Internet Site
http://dx.doi.org/10.1007/978-3-0348-0356-4
Links to Related Works
Subject References:
Combinatorics
.
Functional Analysis
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Integral Equations
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Authors:
Sakhnovich, Lev A.
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See Also:
Sachnovič, Lev A.,
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Corporate Authors:
SpringerLink (Online service)
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Series:
Operator theory : advances and applications
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Classification:
515.45
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515.45 (DDC 23)
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