Levy Processes, Integral Equations, Statistical Physics: Connections and Interactions

• Main Author: Sakhnovich, Lev A. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Basel : Springer Basel : Imprint: Birkhäuser, 2012.
• Series: Operator Theory: Advances and Applications ; 225
• Subjects: Mathematics.; Functional analysis.; Integral equations.; Combinatorics.; Integral Equations.; Functional Analysis.

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...

Table of Contents:

• 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.