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

by Lev A. Sakhnovich

Book Overview

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...

• Format: Hardcover
• Language: English
• ISBN: 3034803559
• ISBN13: 9783034803557
• Release Date: July 2012
• Publisher: Birkhauser
• Length: 246 Pages
• Weight: 1.10 lbs.
• Dimensions: 0.8" x 6.2" x 9.2"