Schrodinger Diffusion Processes by Robert Aebi
In 1931 Erwin Schrodinger considered the following problem: A huge cloud of independent and identical particles with known dynamics is supposed to be observed at finite initial and final times. What is the most probable state of the cloud at intermediate times? The present book provides a general yet comprehensive discourse on Schrodinger's question. Key roles in this investigation are played by conditional diffusion processes, pairs of non-linear integral equations and interacting particles systems. The introductory first chapter gives some historical background, presents the main ideas in a rather simple discrete setting and reveals the meaning of intermediate prediction to quantum mechanics. In order to answer Schrodinger's question, the book takes three distinct approaches, dealt with in separate chapters: transformation by means of a multiplicative functional, projection by means of relative entropy, and variation of a functional associated to pairs of non-linear integral equations. The book presumes a graduate level of knowledge in mathematics or physics and represents a relevant and demanding application of today's advanced probability theory.-
Probability Models for DNA Sequence Evolution
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An Introduction to Stochastic Integration
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Invariant Probabilities of Transition Functions
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Associated Sequences, Demimartingales and Nonparametric Inference
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Continuous-Time Markov Jump Linear Systems
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Quasi-Stationary Distributions
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Normal Approximation by Stein's Method
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Stochastic Partial Differential Equations
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Self-Normalized Processes
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Laws of Chaos
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Stochastic Differential Equations in Infinite Dimensions
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Invariant Random Fields on Spaces with a Group Action
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Noise-Induced Phenomena in Slow-Fast Dynamical Systems
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Probability Measures on Semigroups
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Stochastic Control in Insurance
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Measure-Valued Branching Markov Processes
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Stochastic Processes
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The Doctrine of Chances
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An Introduction to the Theory of Point Processes
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Eigenvalues, Inequalities, and Ergodic Theory
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Theory of Random Sets
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Feynman-Kac Formulae
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Mass Transportation Problems
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Stochastic Calculus for Fractional Brownian Motion and Applications
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Renewal Theory for Perturbed Random Walks and Similar Processes
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Discrete-Time Markov Jump Linear Systems
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Basics of Applied Stochastic Processes
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Limit Theorems for Randomly Stopped Stochastic Processes
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Point Process Theory and Applications
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Excursions of Markov Processes
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Decoupling
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The Malliavin Calculus and Related Topics
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Discrete-Time Semi-Markov Random Evolutions and Their Applications
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Stochastic Neutron Transport
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Diffusions and Elliptic Operators
| SKU | Unavailable |
| ISBN 13 | 9783034898744 |
| ISBN 10 | 3034898746 |
| Title | Schrodinger Diffusion Processes |
| Author | Robert Aebi |
| Series | Probability And Its Applications |
| Condition | Unavailable |
| Binding Type | Paperback |
| Publisher | Springer Basel |
| Year published | 2011-10-04 |
| Number of pages | 186 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |