Levy processes, integral equations, statistical physics : connections and interactions

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 applicat...

詳細記述

保存先:
書誌詳細
第一著者: Sakhnovich, Lev A.
フォーマット: Livre numérique
言語:Anglais
出版事項: Basel : Springer Basel [20..].
Cham : Springer Nature
版:1st ed. 2012.
シリーズ:Operator Theory: Advances and Applications 225
オンライン・アクセス:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
注記: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Levy processes, integral equations, statistical physics, connections and interactions, Lev A. Sakhnovich, Basel, Birkhäuser, Springer, 2012, 1 vol. (IX-245 p.), Operator theory, 978-3-0348-0355-7
• Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions, Texte imprimé, 9783034803571
• Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions, Texte imprimé, 9783034808019
• Levy processes, integral equations, statistical physics, connections and interactions, Lev A. Sakhnovich, Basel, Birkhäuser, Springer, 2012, 1 vol. (IX-245 p.), Operator theory, 978-3-0348-0355-7
目次:
  • 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