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Quantifying The Non Ergodicity Of Scaled Brownian Motion
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Book Synopsis Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes by : Weihua Deng
Download or read book Functional Distribution Of Anomalous And Nonergodic Diffusion: From Stochastic Processes To Pdes written by Weihua Deng and published by World Scientific. This book was released on 2022-06-20 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents a pedagogical review of the functional distribution of anomalous and nonergodic diffusion and its numerical simulations, starting from the studied stochastic processes to the deterministic partial differential equations governing the probability density function of the functionals. Since the remarkable theory of Brownian motion was proposed by Einstein in 1905, it had a sustained and broad impact on diverse fields, such as physics, chemistry, biology, economics, and mathematics. The functionals of Brownian motion are later widely attractive for their extensive applications. It was Kac, who firstly realized the statistical properties of these functionals can be studied by using Feynman's path integrals.In recent decades, anomalous and nonergodic diffusions which are non-Brownian become topical issues, such as fractional Brownian motion, Lévy process, Lévy walk, among others. This volume examines the statistical properties of the non-Brownian functionals, derives the governing equations of their distributions, and shows some algorithms for solving these equations numerically.
Book Synopsis Olicognography by : Olivier T. Godichet
Download or read book Olicognography written by Olivier T. Godichet and published by Lulu.com. This book was released on 2012-10-02 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: Olicognography is a humanist ideographic technique that can be applied to any cognitive thinking and planning designed to conceive logical, multilayered systems as networks of key concepts. First years university students in methods, technicians whiling to drive participative programming, concerned by networking of key concepts ought to use geometric patterns to introduce, frame and picture democratically, thus including social dimensions. Standards of complex patterns emerge and apply to many different registers of common management of sciences and democratic planning.
Book Synopsis Financial Market Risk by : Cornelis Los
Download or read book Financial Market Risk written by Cornelis Los and published by Routledge. This book was released on 2003-07-24 with total page 513 pages. Available in PDF, EPUB and Kindle. Book excerpt: This new book uses advanced signal processing technology to measure and analyze risk phenomena of the financial markets. It explains how to scientifically measure, analyze and manage non-stationarity and long-term time dependence (long memory) of financial market returns. It studies, in particular, financial crises in persistent financial markets,
Book Synopsis Brownian Movement and Molecular Reality by : Jean Perrin
Download or read book Brownian Movement and Molecular Reality written by Jean Perrin and published by . This book was released on 1910 with total page 110 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Non-equilibrium thermodynamics and physical kinetics by : Halid Bikkin
Download or read book Non-equilibrium thermodynamics and physical kinetics written by Halid Bikkin and published by Walter de Gruyter GmbH & Co KG. This book was released on 2014-08-22 with total page 425 pages. Available in PDF, EPUB and Kindle. Book excerpt: This graduate textbook covers contemporary directions of non-equilibrium statistical mechanics as well as classical methods of kinetics. Starting from phenomenological non-equilibrium thermodynamics, the kinetic equation method discussed and demonstrated with electrons and phonons in conducting crystals. Linear response theory as well as the non-equilibrium statistical operator and the master equation approach are discussed in the course of the book. With one of the main propositions being to avoid terms such as "obviously" and "it is easy to show", this treatise is an easy-to-read introduction into this traditional, yet vibrant field. Problems and their well-documented solutions included at appropriate points of the narrative allow the reader to actively develop essential parts of the theory himself. From the content: Phenomenological thermodynamics of irreversible processes Brownian motion Kinetic equations in non-equilibrium thermodynamics Kinetic equation for electrons and phonons in conducting crystals Theory of non-linear response to an external mechanical pertubation Non-equilibrium statistical operator method Response of a highly non-equilibrium system to a weakly measuring field Master equation approach
Book Synopsis Applied Stochastic Differential Equations by : Simo Särkkä
Download or read book Applied Stochastic Differential Equations written by Simo Särkkä and published by Cambridge University Press. This book was released on 2019-05-02 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.
Download or read book Scale Invariance written by Annick LESNE and published by Springer Science & Business Media. This book was released on 2011-11-04 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt: During a century, from the Van der Waals mean field description (1874) of gases to the introduction of renormalization group (RG techniques 1970), thermodynamics and statistical physics were just unable to account for the incredible universality which was observed in numerous critical phenomena. The great success of RG techniques is not only to solve perfectly this challenge of critical behaviour in thermal transitions but to introduce extremely useful tools in a wide field of daily situations where a system exhibits scale invariance. The introduction of scaling, scale invariance and universality concepts has been a significant turn in modern physics and more generally in natural sciences. Since then, a new "physics of scaling laws and critical exponents", rooted in scaling approaches, allows quantitative descriptions of numerous phenomena, ranging from phase transitions to earthquakes, polymer conformations, heartbeat rhythm, diffusion, interface growth and roughening, DNA sequence, dynamical systems, chaos and turbulence. The chapters are jointly written by an experimentalist and a theorist. This book aims at a pedagogical overview, offering to the students and researchers a thorough conceptual background and a simple account of a wide range of applications. It presents a complete tour of both the formal advances and experimental results associated with the notion of scaling, in physics, chemistry and biology.
Download or read book Probability written by Rick Durrett and published by Cambridge University Press. This book was released on 2010-08-30 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt: This classic introduction to probability theory for beginning graduate students covers laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems. The fourth edition begins with a short chapter on measure theory to orient readers new to the subject.
Book Synopsis A Dynamical Approach to Random Matrix Theory by : László Erdős
Download or read book A Dynamical Approach to Random Matrix Theory written by László Erdős and published by American Mathematical Soc.. This book was released on 2017-08-30 with total page 239 pages. Available in PDF, EPUB and Kindle. Book excerpt: A co-publication of the AMS and the Courant Institute of Mathematical Sciences at New York University This book is a concise and self-contained introduction of recent techniques to prove local spectral universality for large random matrices. Random matrix theory is a fast expanding research area, and this book mainly focuses on the methods that the authors participated in developing over the past few years. Many other interesting topics are not included, and neither are several new developments within the framework of these methods. The authors have chosen instead to present key concepts that they believe are the core of these methods and should be relevant for future applications. They keep technicalities to a minimum to make the book accessible to graduate students. With this in mind, they include in this book the basic notions and tools for high-dimensional analysis, such as large deviation, entropy, Dirichlet form, and the logarithmic Sobolev inequality. This manuscript has been developed and continuously improved over the last five years. The authors have taught this material in several regular graduate courses at Harvard, Munich, and Vienna, in addition to various summer schools and short courses. Titles in this series are co-published with the Courant Institute of Mathematical Sciences at New York University.
Book Synopsis Fractals in Probability and Analysis by : Christopher J. Bishop
Download or read book Fractals in Probability and Analysis written by Christopher J. Bishop and published by Cambridge University Press. This book was released on 2017 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: A mathematically rigorous introduction to fractals, emphasizing examples and fundamental ideas while minimizing technicalities.
Book Synopsis Stochastic Processes and Applications by : Grigorios A. Pavliotis
Download or read book Stochastic Processes and Applications written by Grigorios A. Pavliotis and published by Springer. This book was released on 2014-11-19 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book presents various results and techniques from the theory of stochastic processes that are useful in the study of stochastic problems in the natural sciences. The main focus is analytical methods, although numerical methods and statistical inference methodologies for studying diffusion processes are also presented. The goal is the development of techniques that are applicable to a wide variety of stochastic models that appear in physics, chemistry and other natural sciences. Applications such as stochastic resonance, Brownian motion in periodic potentials and Brownian motors are studied and the connection between diffusion processes and time-dependent statistical mechanics is elucidated. The book contains a large number of illustrations, examples, and exercises. It will be useful for graduate-level courses on stochastic processes for students in applied mathematics, physics and engineering. Many of the topics covered in this book (reversible diffusions, convergence to equilibrium for diffusion processes, inference methods for stochastic differential equations, derivation of the generalized Langevin equation, exit time problems) cannot be easily found in textbook form and will be useful to both researchers and students interested in the applications of stochastic processes.
Book Synopsis Stochastic Calculus and Differential Equations for Physics and Finance by : Joseph L. McCauley
Download or read book Stochastic Calculus and Differential Equations for Physics and Finance written by Joseph L. McCauley and published by Cambridge University Press. This book was released on 2013-02-21 with total page 219 pages. Available in PDF, EPUB and Kindle. Book excerpt: Provides graduate students and practitioners in physics and economics with a better understanding of stochastic processes.
Book Synopsis Anomalous Transport: Applications, Mathematical Perspectives, and Big Data by : Ralf Metzler
Download or read book Anomalous Transport: Applications, Mathematical Perspectives, and Big Data written by Ralf Metzler and published by Frontiers Media SA. This book was released on 2021-01-08 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Book Synopsis Selfsimilar Processes by : Paul Embrechts
Download or read book Selfsimilar Processes written by Paul Embrechts and published by Princeton University Press. This book was released on 2009-01-10 with total page 125 pages. Available in PDF, EPUB and Kindle. Book excerpt: The modeling of stochastic dependence is fundamental for understanding random systems evolving in time. When measured through linear correlation, many of these systems exhibit a slow correlation decay--a phenomenon often referred to as long-memory or long-range dependence. An example of this is the absolute returns of equity data in finance. Selfsimilar stochastic processes (particularly fractional Brownian motion) have long been postulated as a means to model this behavior, and the concept of selfsimilarity for a stochastic process is now proving to be extraordinarily useful. Selfsimilarity translates into the equality in distribution between the process under a linear time change and the same process properly scaled in space, a simple scaling property that yields a remarkably rich theory with far-flung applications. After a short historical overview, this book describes the current state of knowledge about selfsimilar processes and their applications. Concepts, definitions and basic properties are emphasized, giving the reader a road map of the realm of selfsimilarity that allows for further exploration. Such topics as noncentral limit theory, long-range dependence, and operator selfsimilarity are covered alongside statistical estimation, simulation, sample path properties, and stochastic differential equations driven by selfsimilar processes. Numerous references point the reader to current applications. Though the text uses the mathematical language of the theory of stochastic processes, researchers and end-users from such diverse fields as mathematics, physics, biology, telecommunications, finance, econometrics, and environmental science will find it an ideal entry point for studying the already extensive theory and applications of selfsimilarity.
Book Synopsis The Concept of Probability in Statistical Physics by : Y. M. Guttmann
Download or read book The Concept of Probability in Statistical Physics written by Y. M. Guttmann and published by Cambridge University Press. This book was released on 1999-07-13 with total page 283 pages. Available in PDF, EPUB and Kindle. Book excerpt: A most systematic study of how to interpret probabilistic assertions in the context of statistical mechanics.
Book Synopsis Current Topics In Nonstationary Analysis - Proceedings Of The Second Workshop On Nonstationary Random Processes And Their Applications by : George Trevino
Download or read book Current Topics In Nonstationary Analysis - Proceedings Of The Second Workshop On Nonstationary Random Processes And Their Applications written by George Trevino and published by World Scientific. This book was released on 1996-08-30 with total page 202 pages. Available in PDF, EPUB and Kindle. Book excerpt: Nonstationarity is another name for intermittency, a phenomenon which affects many physical processes. Data collected in many R&D programs frequently exhibit nonstationary features, and problems inherent in the analysis of such data are profound. The premier objective of these proceedings is to consolidate recent developments in nonstationary analysis. A second objective is to delineate open problems. A by-product will hopefully be a bridging of the gap between related governmental needs, and the present-day research capabilities of both academics and non-academics alike.
Book Synopsis Medical Data Analysis by : Alfredo Colosimo
Download or read book Medical Data Analysis written by Alfredo Colosimo and published by Springer. This book was released on 2003-06-30 with total page 233 pages. Available in PDF, EPUB and Kindle. Book excerpt: The International Symposium on Medical Data Analysis is an important - riodical opportunity to exchange ideas and ?rst-hand experiences with groups interested in the medical applications of innovative hardware and software tools. The massive information available through continuous improvements in the various modeling approaches to Medical Data Analysis is re?ected in the - sults, dealing with quite di?erent topics, presented during the Third Edition of the Symposium (ISMDA 2002). They have been grouped into the following four categories: (1) Data Mining and Decision Support Systems; (2) Medical Informatics and Modeling; (3) Time-Series Analysis; and (4) Medical Imaging. In setting up the symposium program we tried to avoid, even with the sho- age of time, parallel sessions. Thus, all participants had the chance to catch all the oral presentations, and we hope that this third proceedings volume will extend this chance also to non-participants. As for the previous volumes, it c- tains extensive up-to-date chapters on Medical Data Analysis, packed with ideas, suggestions, and solutions to many problems typical of this ?eld.
