You may have to Search all our reviewed books and magazines, click the sign up button below to create a free account.
This book provides a first introduction to the methods of probability theory by using the modern and rigorous techniques of measure theory and functional analysis. It is geared for undergraduate students, mainly in mathematics and physics majors, but also for students from other subject areas such as economics, finance and engineering. It is an invaluable source, either for a parallel use to a related lecture or for its own purpose of learning it.The first part of the book gives a basic introduction to probability theory. It explains the notions of random events and random variables, probability measures, expectation values, distributions, characteristic functions, independence of random var...
Described here is Feynman's path integral approach to quantum mechanics and quantum field theory from a functional integral point of view. Therein lies the main focus of Euclidean field theory. The notion of Gaussian measure and the construction of the Wiener measure are covered. As well, the notion of classical mechanics and the Schrödinger picture of quantum mechanics are recalled. There, the equivalence to the path integral formalism is shown by deriving the quantum mechanical propagator from it. Additionally, an introduction to elements of constructive quantum field theory is provided for readers.
This book provides an introduction to deformation quantization and its relation to quantum field theory, with a focus on the constructions of Kontsevich and Cattaneo & Felder. This subject originated from an attempt to understand the mathematical structure when passing from a commutative classical algebra of observables to a non-commutative quantum algebra of observables. Developing deformation quantization as a semi-classical limit of the expectation value for a certain observable with respect to a special sigma model, the book carefully describes the relationship between the involved algebraic and field-theoretic methods. The connection to quantum field theory leads to the study of important new field theories and to insights in other parts of mathematics such as symplectic and Poisson geometry, and integrable systems. Based on lectures given by the author at the University of Zurich, the book will be of interest to graduate students in mathematics or theoretical physics. Readers will be able to begin the first chapter after a basic course in Analysis, Linear Algebra and Topology, and references are provided for more advanced prerequisites.
This volume provides a unified mathematical introduction to stationary time series models and to continuous time stationary stochastic processes. The analysis of these stationary models is carried out in time domain and in frequency domain. It begins with a practical discussion on stationarity, by which practical methods for obtaining stationary data are described. The presented topics are illustrated by numerous examples. Readers will find the following covered in a comprehensive manner:At the end, some selected topics such as stationary random fields, simulation of Gaussian stationary processes, time series for planar directions, large deviations approximations and results of information theory are presented. A detailed appendix containing complementary materials will assist the reader with many technical aspects of the book.
Corresponding to the link of Itô's stochastic differential equations (SDEs) and linear parabolic equations, distribution dependent SDEs (DDSDEs) characterize nonlinear Fokker-Planck equations. This type of SDEs is named after McKean-Vlasov due to the pioneering work of H P McKean (1966), where an expectation dependent SDE is proposed to characterize nonlinear PDEs for Maxwellian gas. Moreover, by using the propagation of chaos for Kac particle systems, weak solutions of DDSDEs are constructed as weak limits of mean field particle systems when the number of particles goes to infinity, so that DDSDEs are also called mean-field SDEs. To restrict a DDSDE in a domain, we consider the reflection boundary by following the line of A V Skorohod (1961).This book provides a self-contained account on singular SDEs and DDSDEs with or without reflection. It covers well-posedness and regularities for singular stochastic differential equations; well-posedness for singular reflected SDEs; well-posedness of singular DDSDEs; Harnack inequalities and derivative formulas for singular DDSDEs; long time behaviors for DDSDEs; DDSDEs with reflecting boundary; and killed DDSDEs.
Described here is Feynman's path integral approach to quantum mechanics and quantum field theory from a functional integral point of view. Therein lies the main focus of Euclidean field theory. The notion of Gaussian measure and the construction of the Wiener measure are covered. As well, the notion of classical mechanics and the Schrödinger picture of quantum mechanics are recalled. There, the equivalence to the path integral formalism is shown by deriving the quantum mechanical propagator from it. Additionally, an introduction to elements of constructive quantum field theory is provided for readers.
Quantum mechanics is one of the most successful theories in science, and is relevant to nearly all modern topics of scientific research. This textbook moves beyond the introductory and intermediate principles of quantum mechanics frequently covered in undergraduate and graduate courses, presenting in-depth coverage of many more exciting and advanced topics. The author provides a clearly structured text for advanced students, graduates and researchers looking to deepen their knowledge of theoretical quantum mechanics. The book opens with a brief introduction covering key concepts and mathematical tools, followed by a detailed description of the Wentzel–Kramers–Brillouin (WKB) method. Two alternative formulations of quantum mechanics are then presented: Wigner's phase space formulation and Feynman's path integral formulation. The text concludes with a chapter examining metastable states and resonances. Step-by-step derivations, worked examples and physical applications are included throughout.
This book provides a first introduction to the methods of probability theory by using the modern and rigorous techniques of measure theory and functional analysis. It is geared for undergraduate students, mainly in mathematics and physics majors, but also for students from other subject areas such as economy, finance and engineering. It is an invaluable source, either for a parallel use to a related lecture or for its own purpose of learning it. The first part of the book gives a basic introduction to probability theory. It explains the notions of random events and random variables, probability measures, expectation values, distributions, characteristic functions, independence of random vari...
Covering all aspects of gravitation in a contemporary style, this advanced textbook is ideal for graduate students and researchers in all areas of theoretical physics. The 'Foundation' section develops the formalism in six chapters, and uses it in the next four chapters to discuss four key applications - spherical spacetimes, black holes, gravitational waves and cosmology. The six chapters in the 'Frontier' section describe cosmological perturbation theory, quantum fields in curved spacetime, and the Hamiltonian structure of general relativity, among several other advanced topics, some of which are covered in-depth for the first time in a textbook. The modular structure of the book allows different sections to be combined to suit a variety of courses. Over 200 exercises are included to test and develop the reader's understanding. There are also over 30 projects, which help readers make the transition from the book to their own original research.