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Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions (Paperback, 2012 ed.)
Loot Price: R2,537
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Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions (Paperback, 2012 ed.)
Series: Operator Theory: Advances and Applications, 225
Expected to ship within 10 - 15 working days
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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.
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