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

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.

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

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

Book Path Integrals in Quantum Mechanics  Statistics  and Polymer Physics

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:

Book Path Integrals in Quantum Mechanics  Statistics  and Polymer Physics

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:

Book Path Integrals In Quantum Mechanics  Statistics  Polymer Physics  And Financial Markets  4th Edition

Download or read book Path Integrals In Quantum Mechanics Statistics Polymer Physics And Financial Markets 4th Edition written by Hagen Kleinert and published by World Scientific Publishing Company. This book was released on 2006-07-19 with total page 1593 pages. Available in PDF, EPUB and Kindle. Book excerpt: This is the fourth, 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.

Book Path Integral Methods in Quantum Field Theory

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.

Book Lectures in Theoretical Physics

Download or read book Lectures in Theoretical Physics written by and published by . This book was released on 1967 with total page 748 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Book Introduction to Path integral Methods in Physics and Polymer Science

Download or read book Introduction to Path integral Methods in Physics and Polymer Science written by Frederik W. Wiegel and published by World Scientific. This book was released on 1986 with total page 226 pages. Available in PDF, EPUB and Kindle. Book excerpt: This monograph distills material prepared by the author for class lectures, conferences and research seminars. It fills in a much-felt gap between the older and original work by Feynman and Hibbs and the more recent and advanced volume by Schulman. After presenting an elementary account on the Wiener path integral as applied to Brownian motion, the author progresses on to the statistics of polymers and polymer entanglements. The next three chapters provide an introduction to quantum statistical physics with emphasis on the conceptual understanding of many-variable systems. A chapter on the renormalization group provides material for starting on research work. The final chapter contains an over view of the role of path integrals in recent developments in physics. A good bibliography is provided for each chapter.

Book The Large N Expansion In Quantum Field Theory And Statistical Physics

Download or read book The Large N Expansion In Quantum Field Theory And Statistical Physics written by Edouard Brezin and published by World Scientific. This book was released on 1993-08-31 with total page 1149 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book contains an edited comprehensive collection of reprints on the subject of the large N limit as applied to a wide spectrum of problems in quantum field theory and statistical mechanics. The topics include (1) Spin Systems; (2) Large N Limit of Gauge Theories; (3) Two-Dimensional QCD; (4) Exact Results on Planar Perturbation Series and the Nature of the 1/N Series; (5) Schwinger-Dyson Equations Approach; (6) QCD Phenomenological Lagrangians and the Large N Limit; (7) Other Approaches to Large N: Eguchi-Kawai Model, Collective Fields and Numerical Methods; (8) Matrix Models; (9) Two-Dimensional Gravity and String Theory.

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

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.

Book Advances in Chemical Physics  Volume 143

Download or read book Advances in Chemical Physics Volume 143 written by Stuart A. Rice and published by John Wiley & Sons. This book was released on 2009-08-03 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Advances in Chemical Physics series presents the cutting edge in every area of the discipline and provides the field with a forum for critical, authoritative evaluations of advances. It provides an editorial framework that makes each volume an excellent supplement to advanced graduate classes, with contributions from experts around the world and a handy glossary for easy reference on new terminology. This series is a wonderful guide for students and professionals in chemical physics and physical chemistry, from academia, government, and industries including chemicals, pharmaceuticals, and polymers.

Book Statistical Approach to Quantum Field Theory

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.

Book Feynman s Thesis

    Book Details:
  • Author : Richard Phillips Feynman
  • Publisher : World Scientific
  • Release : 2005
  • ISBN : 9812563660
  • Pages : 142 pages

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.

Book Statistical Physics of Liquids at Freezing and Beyond

Download or read book Statistical Physics of Liquids at Freezing and Beyond written by Shankar Prasad Das and published by Cambridge University Press. This book was released on 2011-06-16 with total page 585 pages. Available in PDF, EPUB and Kindle. Book excerpt: Exploring important theories for understanding freezing and the liquid-glass transition, this book is useful for graduate students and researchers in soft-condensed matter physics, chemical physics and materials science. It details recent ideas and key developments, providing an up-to-date view of current understanding. The standard tools of statistical physics for the dense liquid state are covered. The freezing transition is described from the classical density functional approach. Classical nucleation theory as well as applications of density functional methods for nucleation of crystals from the melt are discussed, and compared to results from computer simulation of simple systems. Discussions of supercooled liquids form a major part of the book. Theories of slow dynamics and the dynamical heterogeneities of the glassy state are presented, as well as nonequilibrium dynamics and thermodynamic phase transitions at deep supercooling. Mathematical treatments are given in full detail so readers can learn the basic techniques.

Book Coherent Evolution in Noisy Environments

Download or read book Coherent Evolution in Noisy Environments written by Andreas Buchleitner and published by Springer. This book was released on 2008-01-11 with total page 304 pages. Available in PDF, EPUB and Kindle. Book excerpt: In the last two decades extraordinary progress in the experimental handling of single quantum objects has spurred theoretical research into investigating the coupling between quantum systems and their environment. Decoherence, the gradual deterioration of entanglement due to dissipation and noise fed to the system by the environment, has emerged as a central concept. The present set of lectures is intended as a high-level, but self-contained, introduction into the fields of quantum noise and dissipation.In particular their influence on decoherence and applications pertaining to quantum information and quantum communication are studied, leading the nonspecialist researchers and the advanced students gradually to the forefront of research.

Book The Statistical Mechanics of Financial Markets

Download or read book The Statistical Mechanics of Financial Markets written by Johannes Voit and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 227 pages. Available in PDF, EPUB and Kindle. Book excerpt: A careful examination of the interaction between physics and finance. It takes a look at the 100-year-long history of co-operation between the two fields and goes on to provide new research results on capital markets - taken from the field of statistical physics. The random walk model, well known in physics, is one good example of where the two disciplines meet. In the world of finance it is the basic model upon which the Black-Scholes theory of option pricing and hedging has been built. The underlying assumptions are discussed using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion. On this basis, new theories of derivative pricing and risk control can be formulated.

Book Advanced Quantum Mechanics

Download or read book Advanced Quantum Mechanics written by RAINER DICK and published by Springer. This book was released on 2016-07-01 with total page 694 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this updated and expanded second edition of a well-received and invaluable textbook, Prof. Dick emphasizes the importance of advanced quantum mechanics for materials science and all experimental techniques which employ photon absorption, emission, or scattering. Important aspects of introductory quantum mechanics are covered in the first seven chapters to make the subject self-contained and accessible for a wide audience. Advanced Quantum Mechanics, Materials and Photons can therefore be used for advanced undergraduate courses and introductory graduate courses which are targeted towards students with diverse academic backgrounds from the Natural Sciences or Engineering. To enhance this inclusive aspect of making the subject as accessible as possible Appendices A and B also provide introductions to Lagrangian mechanics and the covariant formulation of electrodynamics. This second edition includes an additional 62 new problems as well as expanded sections on relativistic quantum fields and applications of quantum electrodynamics. Other special features include an introduction to Lagrangian field theory and an integrated discussion of transition amplitudes with discrete or continuous initial or final states. Once students have acquired an understanding of basic quantum mechanics and classical field theory, canonical field quantization is easy. Furthermore, the integrated discussion of transition amplitudes naturally leads to the notions of transition probabilities, decay rates, absorption cross sections and scattering cross sections, which are important for all experimental techniques that use photon probes.