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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Sakhnovich, Lev A. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Basel : Springer Basel : Imprint: Birkhäuser, 2012.
Edición:1st ed. 2012.
Colección:Operator Theory: Advances and Applications, 225
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.