Limit Theorems And Some Applications In Statistical Physics PDF Download

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Limit Theorems for Associated Random Fields and Related Systems

Limit Theorems for Associated Random Fields and Related Systems
Author: Aleksandr Vadimovich Bulinski?
Publisher: World Scientific
Total Pages: 447
Release: 2007
Genre: Mathematics
ISBN: 9812709401

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This volume is devoted to the study of asymptotic properties of wide classes of stochastic systems arising in mathematical statistics, percolation theory, statistical physics and reliability theory. Attention is paid not only to positive and negative associations introduced in the pioneering papers by Harris, Lehmann, Esary, Proschan, Walkup, Fortuin, Kasteleyn and Ginibre, but also to new and more general dependence conditions. Naturally, this scope comprises families of independent real-valued random variables. A variety of important results and examples of Markov processes, random measures, stable distributions, Ising ferromagnets, interacting particle systems, stochastic differential equations, random graphs and other models are provided. For such random systems, it is worthwhile to establish principal limit theorems of the modern probability theory (central limit theorem for random fields, weak and strong invariance principles, functional law of the iterated logarithm etc.) and discuss their applications.There are 434 items in the bibliography.The book is self-contained, provides detailed proofs, for reader's convenience some auxiliary results are included in the Appendix (e.g. the classical Hoeffding lemma, basic electric current theory etc.).


Some Limit Theorems in Statistics

Some Limit Theorems in Statistics
Author: R. R. Bahadur
Publisher: SIAM
Total Pages: 48
Release: 1971-01-31
Genre: Mathematics
ISBN: 0898711754

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A discussion of topics in the theory of large deviations and of aspects of estimation and testing in large samples.


Some Limit Theorems in Statistics

Some Limit Theorems in Statistics
Author: R. R. Bahadur
Publisher: SIAM
Total Pages: 48
Release: 1971-01-01
Genre: Mathematics
ISBN: 9781611970630

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A discussion of some topics in the theory of large deviations such as moment-generating functions and Chernoff's theorem, and of aspects of estimation and testing in large samples, such as exact slopes of test statistics.


Multiple Wiener-Ito Integrals

Multiple Wiener-Ito Integrals
Author: P. Major
Publisher: Springer
Total Pages: 134
Release: 2006-11-14
Genre: Mathematics
ISBN: 3540385576

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Multiple Wiener-Itô Integrals

Multiple Wiener-Itô Integrals
Author: Péter Major
Publisher: Springer
Total Pages: 141
Release: 2013-12-02
Genre: Mathematics
ISBN: 3319026429

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The goal of this Lecture Note is to prove a new type of limit theorems for normalized sums of strongly dependent random variables that play an important role in probability theory or in statistical physics. Here non-linear functionals of stationary Gaussian fields are considered, and it is shown that the theory of Wiener–Itô integrals provides a valuable tool in their study. More precisely, a version of these random integrals is introduced that enables us to combine the technique of random integrals and Fourier analysis. The most important results of this theory are presented together with some non-trivial limit theorems proved with their help. This work is a new, revised version of a previous volume written with the goal of giving a better explanation of some of the details and the motivation behind the proofs. It does not contain essentially new results; it was written to give a better insight to the old ones. In particular, a more detailed explanation of generalized fields is included to show that what is at the first sight a rather formal object is actually a useful tool for carrying out heuristic arguments.


Introduction to Nonextensive Statistical Mechanics

Introduction to Nonextensive Statistical Mechanics
Author: Constantino Tsallis
Publisher: Springer Nature
Total Pages: 575
Release: 2023-01-30
Genre: Science
ISBN: 3030795691

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This book focuses on nonextensive statistical mechanics, a current generalization of Boltzmann-Gibbs (BG) statistical mechanics. Conceived nearly 150 years ago by Maxwell, Boltzmann and Gibbs, the BG theory, one of the greatest monuments of contemporary physics, exhibits many impressive successes in physics, chemistry, mathematics, and computational sciences. Presently, several thousands of publications by scientists around the world have been dedicated to its nonextensive generalization. A variety of applications have emerged in complex systems and its mathematical grounding is by now well advanced. Since the first edition release thirteen years ago, there has been a vast amount of new results in the field, all of which have been incorporated in this comprehensive second edition. Heavily revised and updated with new sections and figures, the second edition remains the go-to text on the subject. A pedagogical introduction to the BG theory concepts and their generalizations – nonlinear dynamics, extensivity of the nonadditive entropy, global correlations, generalization of the standard CLT’s, complex networks, among others – is presented in this book, as well as a selection of paradigmatic applications in various sciences together with diversified experimental verifications of some of its predictions. Introduction to Nonextensive Statistical Mechanics is suitable for students and researchers with an interest in complex systems and statistical physics.


Statistical Mechanics of Lattice Systems

Statistical Mechanics of Lattice Systems
Author: Sacha Friedli
Publisher: Cambridge University Press
Total Pages: 643
Release: 2017-11-23
Genre: Mathematics
ISBN: 1107184827

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A self-contained, mathematical introduction to the driving ideas in equilibrium statistical mechanics, studying important models in detail.