Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

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Publisher : World Scientific
ISBN 13 : 9814273570
Total Pages : 1626 pages
Book Rating : 4.8/5 (142 download)

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Book Synopsis Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by : Hagen Kleinert

Download or read book Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets written by Hagen Kleinert and published by World Scientific. This book was released on 2009 with total page 1626 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern-Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect." "The relevance of path integrals to financial markets is discussed, and improvements of the famous Black-Scholes formula for option prices are developed which account for the fact that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

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Publisher : World Scientific Publishing Company
ISBN 13 : 9813106026
Total Pages : 1505 pages
Book Rating : 4.8/5 (131 download)

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Book Synopsis Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by : Hagen Kleinert

Download or read book Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets written by Hagen Kleinert and published by World Scientific Publishing Company. This book was released on 2004-03-05 with total page 1505 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third, significantly expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have become possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's famous formula to include singular attractive 1/r and 1/r2 potentials. The second is a simple quantum equivalence principle governing the transformation of euclidean path integrals to spaces with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations. In addition to the time-sliced definition, the author gives a perturbative definition of path integrals which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely integrals over products of distributions. The powerful Feynman–Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent expansions. The convergence is uniform from weak to strong couplings, opening a way to precise approximate evaluations of analytically unsolvable path integrals. Tunneling processes are treated in detail. The results are used to determine the lifetime of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbation expansions. A new variational treatment extends the range of validity of previous tunneling theories from large to small barriers. A corresponding extension of large-order perturbation theory also applies now to small orders. Special attention is devoted to path integrals with topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern–Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect. The relevance of path integrals to financial markets is discussed, and improvements of the famous Black–Scholes formula for option prices are given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions. The author's other book on 'Critical Properties of Φ4 Theories' gives a thorough introduction to the field of critical phenomena and develops new powerful resummation techniques for the extraction of physical results from the divergent perturbation expansions. Request Inspection Copy

Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics

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Publisher : World Scientific Publishing Company Incorporated
ISBN 13 : 9789810214722
Total Pages : 891 pages
Book Rating : 4.2/5 (147 download)

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Book Synopsis Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics by : Hagen Kleinert

Download or read book Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics written by Hagen Kleinert and published by World Scientific Publishing Company Incorporated. This book was released on 1995 with total page 891 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition).

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Publisher :
ISBN 13 : 9789812772855
Total Pages : 1593 pages
Book Rating : 4.7/5 (728 download)

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Book Synopsis Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition). by : Hagen Kleinert

Download or read book Path Integrals In Quantum Mechanics, Statistics, Polymer Physics, And Financial Markets (4th Edition). written by Hagen Kleinert and published by . This book was released on 2006 with total page 1593 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Path Integral Methods in Quantum Field Theory

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Publisher : Cambridge University Press
ISBN 13 : 9780521368704
Total Pages : 356 pages
Book Rating : 4.3/5 (687 download)

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Book Synopsis Path Integral Methods in Quantum Field Theory by : R. J. Rivers

Download or read book Path Integral Methods in Quantum Field Theory written by R. J. Rivers and published by Cambridge University Press. This book was released on 1988-10-27 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: The applications of functional integral methods introduced in this text for solving a range of problems in quantum field theory will prove useful for students and researchers in theoretical physics and quantum field theory.

Quantum Finance

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Publisher : Cambridge University Press
ISBN 13 : 1139456393
Total Pages : 334 pages
Book Rating : 4.1/5 (394 download)

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Book Synopsis Quantum Finance by : Belal E. Baaquie

Download or read book Quantum Finance written by Belal E. Baaquie and published by Cambridge University Press. This book was released on 2007-07-23 with total page 334 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book applies the mathematics and concepts of quantum mechanics and quantum field theory to the modelling of interest rates and the theory of options. Particular emphasis is placed on path integrals and Hamiltonians. Financial mathematics is dominated by stochastic calculus. The present book offers a formulation that is completely independent of that approach. As such many results emerge from the ideas developed by the author. This work will be of interest to physicists and mathematicians working in the field of finance, to quantitative analysts in banks and finance firms and to practitioners in the field of fixed income securities and foreign exchange. The book can also be used as a graduate text for courses in financial physics and financial mathematics.

Lectures in Theoretical Physics

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Publisher :
ISBN 13 :
Total Pages : 458 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis Lectures in Theoretical Physics by : Asim O. Barut

Download or read book Lectures in Theoretical Physics written by Asim O. Barut and published by . This book was released on 1971 with total page 458 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Feynman's Thesis

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Publisher : World Scientific
ISBN 13 : 9812563660
Total Pages : 142 pages
Book Rating : 4.8/5 (125 download)

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Book Synopsis Feynman's Thesis by : Richard Phillips Feynman

Download or read book Feynman's Thesis written by Richard Phillips Feynman and published by World Scientific. This book was released on 2005 with total page 142 pages. Available in PDF, EPUB and Kindle. Book excerpt: Richard Feynman's never previously published doctoral thesis formed the heart of much of his brilliant and profound work in theoretical physics. Entitled ?The Principle of Least Action in Quantum Mechanics," its original motive was to quantize the classical action-at-a-distance electrodynamics. Because that theory adopted an overall space?time viewpoint, the classical Hamiltonian approach used in the conventional formulations of quantum theory could not be used, so Feynman turned to the Lagrangian function and the principle of least action as his points of departure.The result was the path integral approach, which satisfied ? and transcended ? its original motivation, and has enjoyed great success in renormalized quantum field theory, including the derivation of the ubiquitous Feynman diagrams for elementary particles. Path integrals have many other applications, including atomic, molecular, and nuclear scattering, statistical mechanics, quantum liquids and solids, Brownian motion, and noise theory. It also sheds new light on fundamental issues like the interpretation of quantum theory because of its new overall space?time viewpoint.The present volume includes Feynman's Princeton thesis, the related review article ?Space?Time Approach to Non-Relativistic Quantum Mechanics? [Reviews of Modern Physics 20 (1948), 367?387], Paul Dirac's seminal paper ?The Lagrangian in Quantum Mechanics'' [Physikalische Zeitschrift der Sowjetunion, Band 3, Heft 1 (1933)], and an introduction by Laurie M Brown.

Introduction to Thermodynamics and Kinetic Theory of Matter

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Publisher : John Wiley & Sons
ISBN 13 : 3527618120
Total Pages : 349 pages
Book Rating : 4.5/5 (276 download)

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Book Synopsis Introduction to Thermodynamics and Kinetic Theory of Matter by : Anatoly I. Burshtein

Download or read book Introduction to Thermodynamics and Kinetic Theory of Matter written by Anatoly I. Burshtein and published by John Wiley & Sons. This book was released on 2008-07-11 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: Imparts the similarities and differences between ratified and condensed matter, classical and quantum systems as well as real and ideal gases. Presents the quasi-thermodynamic theory of gas-liquid interface and its application for density profile calculation within the van der Waals theory of surface tension. Uses inductive logic to lead readers from observation and facts to personal interpretation and from specific conclusions to general ones.

Statistical Approach to Quantum Field Theory

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Publisher : Springer Nature
ISBN 13 : 3030832635
Total Pages : 568 pages
Book Rating : 4.0/5 (38 download)

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Book Synopsis Statistical Approach to Quantum Field Theory by : Andreas Wipf

Download or read book Statistical Approach to Quantum Field Theory written by Andreas Wipf and published by Springer Nature. This book was released on 2021-10-25 with total page 568 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new expanded second edition has been totally revised and corrected. The reader finds two complete new chapters. One covers the exact solution of the finite temperature Schwinger model with periodic boundary conditions. This simple model supports instanton solutions – similarly as QCD – and allows for a detailed discussion of topological sectors in gauge theories, the anomaly-induced breaking of chiral symmetry and the intriguing role of fermionic zero modes. The other new chapter is devoted to interacting fermions at finite fermion density and finite temperature. Such low-dimensional models are used to describe long-energy properties of Dirac-type materials in condensed matter physics. The large-N solutions of the Gross-Neveu, Nambu-Jona-Lasinio and Thirring models are presented in great detail, where N denotes the number of fermion flavors. Towards the end of the book corrections to the large-N solution and simulation results of a finite number of fermion flavors are presented. Further problems are added at the end of each chapter in order to guide the reader to a deeper understanding of the presented topics. This book is meant for advanced students and young researchers who want to acquire the necessary tools and experience to produce research results in the statistical approach to Quantum Field Theory.

Nanophysics and Nanotechnology

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Publisher : John Wiley & Sons
ISBN 13 : 3527684182
Total Pages : 336 pages
Book Rating : 4.5/5 (276 download)

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Book Synopsis Nanophysics and Nanotechnology by : Edward L. Wolf

Download or read book Nanophysics and Nanotechnology written by Edward L. Wolf and published by John Wiley & Sons. This book was released on 2015-08-04 with total page 336 pages. Available in PDF, EPUB and Kindle. Book excerpt: Long awaited new edition of this highly successful textbook, provides once more a unique introduction to the concepts, techniques and applications of nanoscale systems by covering its entire spectrum up to recent findings on graphene.

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

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Publisher : World Scientific
ISBN 13 : 9789812381071
Total Pages : 1512 pages
Book Rating : 4.3/5 (81 download)

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Book Synopsis Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets by : Hagen Kleinert

Download or read book Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets written by Hagen Kleinert and published by World Scientific. This book was released on 2004 with total page 1512 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the third, significantly expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have become possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's famous formula to include singular attractive 1/r and 1/r2 potentials. The second is a simple quantum equivalence principle governing the transformation of euclidean path integrals to spaces with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations. In addition to the time-sliced definition, the author gives a perturbative definition of path integrals which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely integrals over products of distributions. The powerful Feynman -- Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent expansions. The convergence is uniform from weak to strong couplings, opening a way to precise approximate evaluations of analytically unsolvable path integrals. Tunneling processes are treated in detail. The results are used to determine the lifetime of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbationexpansions. A new variational treatment extends the range of validity of previous tunneling theories from large to small barriers. A corresponding extension of large-order perturbation theory also applies now to small orders. Special attention is devoted to path integrals with topological restrictions. These are relevant to the understanding of the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chem-Simons theory of particles with fractional statistics (anyohs) is introduced and applied to explain the fractional quantum Hall effect. The relevance of path integrals to financial markets is discussed, and improvements of the famous Black -- Scholes formula for option prices are given which account for the fact that large market fluctuations occur much more frequently than in the commonly used Gaussian distributions.

Foundations of Perturbative QCD

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Publisher : Cambridge University Press
ISBN 13 : 1009401831
Total Pages : 639 pages
Book Rating : 4.0/5 (94 download)

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Book Synopsis Foundations of Perturbative QCD by : John Collins

Download or read book Foundations of Perturbative QCD written by John Collins and published by Cambridge University Press. This book was released on 2023-07-31 with total page 639 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics

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Publisher : World Scientific Publishing Company Incorporated
ISBN 13 : 9789810201975
Total Pages : 664 pages
Book Rating : 4.2/5 (19 download)

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Book Synopsis Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics by : Hagen Kleinert

Download or read book Path Integrals in Quantum Mechanics, Statistics, and Polymer Physics written by Hagen Kleinert and published by World Scientific Publishing Company Incorporated. This book was released on 1990-01-01 with total page 664 pages. Available in PDF, EPUB and Kindle. Book excerpt:

High Pt Physics at Hadron Colliders

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Publisher : Cambridge University Press
ISBN 13 : 9780521835091
Total Pages : 280 pages
Book Rating : 4.8/5 (35 download)

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Book Synopsis High Pt Physics at Hadron Colliders by : Dan Green

Download or read book High Pt Physics at Hadron Colliders written by Dan Green and published by Cambridge University Press. This book was released on 2005 with total page 280 pages. Available in PDF, EPUB and Kindle. Book excerpt: Publisher Description

Interfacial Phenomena

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Publisher : CRC Press
ISBN 13 : 9781420044430
Total Pages : 520 pages
Book Rating : 4.0/5 (444 download)

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Book Synopsis Interfacial Phenomena by : Clarence A. Miller

Download or read book Interfacial Phenomena written by Clarence A. Miller and published by CRC Press. This book was released on 2007-10-08 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt: Since the publication of the first edition of Interfacial Phenomena, the interest in interfaces and surfactants has multiplied, along with their applications. Experimental and theoretical advances have provided scientists with greater insight into the structure, properties, and behavior of surfactant and colloid systems. Emphasizing equilibrium phenomena, flow, transport, and stability, Interfacial Phenomena: Equilibrium and Dynamic Effects, Second Edition presents a concise and current summary of the fundamental principles governing interfacial interactions. This new edition features updated and expanded topics in every chapter. It highlights key experimental techniques that have expanded the scope of our understanding, such as in mass transfer, microstructure determination in colloidal dispersions, and surfactant–polymer interactions. Interfacial Phenomena, Second Edition reflects the progress scientists have made in understanding the surface chemistry and interfacial dynamics of colloid and surfactant systems. The book also illustrates the growing applicability of these systems in a variety of fields including pharmaceuticals, cosmetics, detergents, paints, agricultural chemicals, and foods.

Electronic Structure and Optical Properties of Semiconductors

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Publisher : Springer Science & Business Media
ISBN 13 : 3642613381
Total Pages : 272 pages
Book Rating : 4.6/5 (426 download)

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Book Synopsis Electronic Structure and Optical Properties of Semiconductors by : Marvin L. Cohen

Download or read book Electronic Structure and Optical Properties of Semiconductors written by Marvin L. Cohen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 272 pages. Available in PDF, EPUB and Kindle. Book excerpt: