Elliptic Extensions in Statistical and Stochastic Systems

Elliptic Extensions in Statistical and Stochastic Systems
Author: Makoto Katori
Publisher: Springer Nature
Total Pages: 134
Release: 2023-04-06
Genre: Science
ISBN: 9811995273

Hermite's theorem makes it known that there are three levels of mathematical frames in which a simple addition formula is valid. They are rational, q-analogue, and elliptic-analogue. Based on the addition formula and associated mathematical structures, productive studies have been carried out in the process of q-extension of the rational (classical) formulas in enumerative combinatorics, theory of special functions, representation theory, study of integrable systems, and so on. Originating from the paper by Date, Jimbo, Kuniba, Miwa, and Okado on the exactly solvable statistical mechanics models using the theta function identities (1987), the formulas obtained at the q-level are now extended to the elliptic level in many research fields in mathematics and theoretical physics. In the present monograph, the recent progress of the elliptic extensions in the study of statistical and stochastic models in equilibrium and nonequilibrium statistical mechanics and probability theory is shown. At the elliptic level, many special functions are used, including Jacobi's theta functions, Weierstrass elliptic functions, Jacobi's elliptic functions, and others. This monograph is not intended to be a handbook of mathematical formulas of these elliptic functions, however. Thus, use is made only of the theta function of a complex-valued argument and a real-valued nome, which is a simplified version of the four kinds of Jacobi's theta functions. Then, the seven systems of orthogonal theta functions, written using a polynomial of the argument multiplied by a single theta function, or pairs of such functions, can be defined. They were introduced by Rosengren and Schlosser (2006), in association with the seven irreducible reduced affine root systems. Using Rosengren and Schlosser's theta functions, non-colliding Brownian bridges on a one-dimensional torus and an interval are discussed, along with determinantal point processes on a two-dimensional torus. Their scaling limits are argued, and the infinite particle systems are derived. Such limit transitions will be regarded as the mathematical realizations of the thermodynamic or hydrodynamic limits that are central subjects of statistical mechanics.

Applied Stochastic Differential Equations

Applied Stochastic Differential Equations
Author: Simo Särkkä
Publisher: Cambridge University Press
Total Pages: 327
Release: 2019-05-02
Genre: Business & Economics
ISBN: 1316510085

With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Stochastic Processes and Applications

Stochastic Processes and Applications
Author: Grigorios A. Pavliotis
Publisher: Springer
Total Pages: 345
Release: 2014-11-19
Genre: Mathematics
ISBN: 1493913239

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.

Encyclopaedia of Mathematics

Encyclopaedia of Mathematics
Author: Michiel Hazewinkel
Publisher: Springer Science & Business Media
Total Pages: 595
Release: 2012-12-06
Genre: Mathematics
ISBN: 9401512884

This is the first Supplementary volume to Kluwer's highly acclaimed Encyclopaedia of Mathematics. This additional volume contains nearly 600 new entries written by experts and covers developments and topics not included in the already published 10-volume set. These entries have been arranged alphabetically throughout. A detailed index is included in the book. This Supplementary volume enhances the existing 10-volume set. Together, these eleven volumes represent the most authoritative, comprehensive up-to-date Encyclopaedia of Mathematics available.

Probability, Statistics, and Stochastic Processes

Probability, Statistics, and Stochastic Processes
Author: Peter Olofsson
Publisher: John Wiley & Sons
Total Pages: 573
Release: 2012-05-22
Genre: Mathematics
ISBN: 0470889748

Praise for the First Edition ". . . an excellent textbook . . . well organized and neatly written." —Mathematical Reviews ". . . amazingly interesting . . ." —Technometrics Thoroughly updated to showcase the interrelationships between probability, statistics, and stochastic processes, Probability, Statistics, and Stochastic Processes, Second Edition prepares readers to collect, analyze, and characterize data in their chosen fields. Beginning with three chapters that develop probability theory and introduce the axioms of probability, random variables, and joint distributions, the book goes on to present limit theorems and simulation. The authors combine a rigorous, calculus-based development of theory with an intuitive approach that appeals to readers' sense of reason and logic. Including more than 400 examples that help illustrate concepts and theory, the Second Edition features new material on statistical inference and a wealth of newly added topics, including: Consistency of point estimators Large sample theory Bootstrap simulation Multiple hypothesis testing Fisher's exact test and Kolmogorov-Smirnov test Martingales, renewal processes, and Brownian motion One-way analysis of variance and the general linear model Extensively class-tested to ensure an accessible presentation, Probability, Statistics, and Stochastic Processes, Second Edition is an excellent book for courses on probability and statistics at the upper-undergraduate level. The book is also an ideal resource for scientists and engineers in the fields of statistics, mathematics, industrial management, and engineering.

The Book of R

The Book of R
Author: Tilman M. Davies
Publisher: No Starch Press
Total Pages: 833
Release: 2016-07-16
Genre: Computers
ISBN: 1593276516

The Book of R is a comprehensive, beginner-friendly guide to R, the world’s most popular programming language for statistical analysis. Even if you have no programming experience and little more than a grounding in the basics of mathematics, you’ll find everything you need to begin using R effectively for statistical analysis. You’ll start with the basics, like how to handle data and write simple programs, before moving on to more advanced topics, like producing statistical summaries of your data and performing statistical tests and modeling. You’ll even learn how to create impressive data visualizations with R’s basic graphics tools and contributed packages, like ggplot2 and ggvis, as well as interactive 3D visualizations using the rgl package. Dozens of hands-on exercises (with downloadable solutions) take you from theory to practice, as you learn: –The fundamentals of programming in R, including how to write data frames, create functions, and use variables, statements, and loops –Statistical concepts like exploratory data analysis, probabilities, hypothesis tests, and regression modeling, and how to execute them in R –How to access R’s thousands of functions, libraries, and data sets –How to draw valid and useful conclusions from your data –How to create publication-quality graphics of your results Combining detailed explanations with real-world examples and exercises, this book will provide you with a solid understanding of both statistics and the depth of R’s functionality. Make The Book of R your doorway into the growing world of data analysis.

The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions

The Fokker-Planck Equation for Stochastic Dynamical Systems and Its Explicit Steady State Solutions
Author: Christian Soize
Publisher: World Scientific
Total Pages: 346
Release: 1994
Genre: Science
ISBN: 9789810217556

This is an analysis of multidimensional nonlinear dissipative Hamiltonian dynamical systems subjected to parametric and external stochastic excitations by the Fokker-Planck equation method.The author answers three types of questions concerning this area. First, what probabilistic tools are necessary for constructing a stochastic model and deriving the FKP equation for nonlinear stochastic dynamical systems? Secondly, what are the main results concerning the existence and uniqueness of an invariant measure and its associated stationary response? Finally, what is the class of multidimensional dynamical systems that have an explicit invariant measure and what are the fundamental examples for applications?