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1.

図書

図書
Rosario N. Mantegna, H. Eugene Stanley
出版情報: Cambridge, U.K. : Cambridge University Press, 2000  ix, 148 p. ; 26 cm
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目次情報: 続きを見る
Preface
Introduction / 1:
Efficient market hypothesis / 2:
Random walk / 3:
Lévy stochastic processes and limit theorems / 4:
Scales in financial data / 5:
Stationarity and time correlation / 6:
Time correlation in financial time series / 7:
Stochastic models of price dynamics / 8:
Scaling and its breakdown / 9:
ARCH and GARCH processes / 10:
Financial markets and turbulence / 11:
Correlation and anti-correlation between stocks / 12:
Taxonomy of a stock portfolio / 13:
Options in idealized markets / 14:
Options in real markets / 15:
Notation guide / Appendix A:
Martingales / Appendix B:
References
Index
LFvy stochastic processes and limit theorems
Preface
Introduction / 1:
Efficient market hypothesis / 2:
2.

図書

図書
Nandita Rudra, P. Rudra
出版情報: Hackensack : World Scientific, c2010  xvii, 229 p. ; 24 cm
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Preface
Notations and Fundamental Constants
Basic Concepts / 1:
Introduction / 1.1:
Master Equation and Hypothesis of Equal á-priori Probability / 1.2:
Example of 3 Level Systems / 1.2.1:
Phase Space, Phase Point, Phase Trajectory / 1.3:
Statistical Distribution Function and Ergodic Hypothesis / 1.4:
Statistical Fluctuation and Statistical Independence / 1.5:
Statistical Fluctuation and Generalized Susceptibility / 1.6:
Generalized Ornstein-Zernicke Relation / 1.7:
Problems / 1.8:
Motion of Systems in Phase Space / 2:
Integral Invariants / 2.1:
Classical Liouville's Equation / 2.2:
Role of Energy / 2.3:
Quantum Mechanical Density Matrix / 2.4:
Quantum Liouville's Equation / 2.5:
States in Statistical Physics / 2.6:
Microscopic and Macroscopic States / 3.1:
Statistical Weight and Density of States / 3.2:
Examples: Non-interacting One- and N-Particle Systems and Spin-1/2 Particles / 3.3:
Entropy and Boltzmann's Principle / 3.4:
Boltzmann's H-Theorem / 3.5:
Statistical Ensembles / 3.6:
Microcanonical Distribution Function / 4.1:
Canonical (Gibbs) Distribution Function / 4.3:
Thermodynamic Temperature and Distribution Function / 4.3.1:
Spin-1/2 Particles and Negative Temperature / 4.3.2:
Partition Function and Different Thermodynamic Functions / 4.3.3:
System of Linear Harmonic Oscillators in Canonical Ensemble / 4.3.4:
Energy Fluctuation in Canonical Ensemble and Equivalence of Canonical and Microcanonical Ensembles / 4.3.5:
Grandcanonical Distribution Function / 4.4:
Dependence of Thermodynamic Functions on Number of Particles / 4.4.1:
Chemical Potential and Distribution Function / 4.4.2:
Density Fluctuation in Grandcanonical Ensemble and Equivalence of Grandcanonical and Canonical Ensembles / 4.4.3:
Ideal Gas / 4.5:
Boltzmann Distribution / 5.1:
Partition Function, Free Energy and Equation of State / 5.2:
Specific Heat: Translational, Vibrational and Rotational Components / 5.3:
Degeneracy Temperature / 5.4:
Chemical Reaction Equilibrium / 5.5:
Conditions of Chemical Equilibrum / 6.1:
Law of Mass Action / 6.2:
Heat of Reaction and Direction of Reaction / 6.3:
Ionization Equilibrium / 6.4:
Saha Formula / 6.5:
Real Gas / 6.6:
Free Energy, Virial Equation of State / 7.1:
Second Virial Coefficient and Applicability of Virial Equation / 7.2:
Model Calculation and van-der-Waal's Equation of State / 7.3:
Joule-Thomson Expansion and Inversion Temperature / 7.4:
Strong Electrolytes / 7.5:
Debye-Hückel Approximation, Debye Length / 8.1:
Screened Coulomb Potential / 8.2:
Equation of State and Osmotic Pressure / 8.3:
Quantum Statistics / 8.4:
Bose and Fermi Distributions / 9.1:
Quantum Gases of Elementary Particles: Number Density and Chemical Potential, Energy Density, Equation of State / 9.2:
Black Body Radiation and Planck's Law / 9.3:
Lattice Specific Heat and Phonons / 9.4:
Degenerate Bose Gas, Bose Condensation / 9.5:
Liquid He and Superfluidity / 9.6:
Systematics of Liquid 4He / 9.6.1:
Landau's 2-Fluid Model / 9.6.2:
Systematics of Liquid 3He / 9.6.3:
Degenerate Fermi Gas, Degeneracy Pressure, Specific Heat / 9.7:
Magnetism of Free Fermions / 9.8:
Preamble / 9.8.1:
Landau Diamagnetism / 9.8.2:
Pauli Paramagnetism / 9.8.3:
Interacting Fermi System: Fermi Liquid Theory / 9.9:
Relativistic Degenerate Fermi Gas / 9.10:
Bose-Einstein Condensate / 9.11:
Trapping of Atoms / 10.1:
Cooling of Atoms / 10.3:
Statistical Astrophysics / 10.4:
Stars: Stability and Evolution / 11.1:
High Temperature Dense Matter / 11.3:
Neutron Stars and Black Holes / 11.4:
Phase Transitions / 11.5:
Systematics of Phase Transitions / 12.1:
Ehrenfest's Classification of Phase Transitions / 12.2:
Order Parameter, Continuous and Discontinuous Transitions / 12.3:
Landau's Theory of Continuous Phase Transitions / 12.4:
Continuity of Entropy and Discontinuity of Specific Heat / 12.5:
Generalized Susceptibility / 12.6:
Critical Exponents and Fluctuations of Order Parameter / 12.7:
Ising Model / 12.8:
Zero-Field 1-Dimensional Case / 12.8.1:
Non-Zero-Field 1-Dimensional Case / 12.8.2:
Multi-Dimensional Case / 12.8.3:
2-Dimensional Ising System / 12.8.4:
Irreversible Processes / 12.9:
Linear Response Theory (Kubo Formalism) / 13.1:
Mechanical Process / 13.2.1:
Thermal Process / 13.2.2:
Symmetry Relations / 13.3:
Fluctuation-Dissipation Theorem / 13.4:
Mathematical Appendix / 13.5:
Beta and Gamma Functions / 14.1:
Dirac Delta Function (Distribution) / 14.2:
Functional Derivative / 14.3:
Mathematical Identities / 14.4:
Multiple Summation / 14.5:
Pauli Matrices / 14.6:
Probability Theory / 14.7:
Elementary Results of Probability Theory / 14.7.1:
Statistical Distributions / 14.7.2:
Central Limit Theorem / 14.7.3:
Quantum Mechanics, A Retrospect / 14.8:
Riemann, Bernoulli and Fourier / 14.9:
Riemann's ζ-Function / 14.9.1:
Bernoulli Numbers and Polynomials / 14.9.2:
Fourier Series / 14.9.3:
Integrals of Quantum Statistics / 14.9.4:
Sanskrit Transliteration / 14.10:
Stirling's Theorem / 14.11:
Summation and Integration / 14.12:
Volume of an N-Dimensional Sphere / 14.13:
Bibliography
Index
Preface
Notations and Fundamental Constants
Basic Concepts / 1:
3.

図書

図書
A.I. Akhiezer and S.V. Peletminskii ; translated by M. Schukin
出版情報: Oxford ; New York : Pergamon Press, c1981  xv, 450 p. ; 23 cm
シリーズ名: International series in natural philosophy ; v. 104
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4.

図書

図書
by E.M. Lifshitz and L.P. Pitaevskiĭ ; translated from the Russian by J.B. Sykes and M.J. Kearsley
出版情報: Oxford : Butterworth-Heinemann, 1995, c1980  x, 387 p. ; 25 cm
シリーズ名: Course of theoretical physics ; v. 9 . Statistical physics / L.D. Landau and E. M. Lifshitz ; pt. 2
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Fundamental principles of theoretical physics
The Gibbs distribution
Ideal gases
Solids
Non-ideal gases
Solutions
Chemical reactions
Fluctuations
Surfaces
Fundamental principles of theoretical physics
The Gibbs distribution
Ideal gases
5.

図書

図書
edited by Elizabeth Garber, Stephen G. Brush, and C.W.F. Everitt
出版情報: Cambridge, Mass. : MIT Press, c1986  xxvii, 565 p. ; 24 cm
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6.

図書

図書
James Glimm, Arthur Jaffe
出版情報: New York ; Tokyo : Springer-Verlag, c1987  xxii, 535 p. ; 24 cm
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7.

図書

図書
by L.E. Reichl ; foreword by Ilya Prigogine ; [illustration by Pamela Vesterby]
出版情報: Austin : University of Texas Press, c1980  xii, 709 p. ; 24 cm
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Thermodynamics
Introduction to Thermodynamics
The Thermodynamics of Phase Transitions
Concepts from Probability Theory
Elementary Probability Theory and Limit Theorems
Stochastic Dynamics and Brownian Motion
The Foundations of Statistical Mechanics
Equilibrium Statistical Mechanics
Order-Disorder Transitions and Renormalization Theory
Interacting Fluids
Nonequilibrium Statistical Mechanics
Hydrodynamic Processes Near Equilibrium
Transport Theory
Nonequilibrium Phase Transitions
Appendices
Indexes
Thermodynamics
Introduction to Thermodynamics
The Thermodynamics of Phase Transitions
8.

図書

図書
出版情報: Malabar, Fla. : R.E. Krieger, 1986  xx, 520 p. ; 28 cm
シリーズ名: Statistical and thermal physics / by Shigeji Fujita ; pt. 1
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9.

図書

図書
by Yu.L. Klimontovich ; translated from the Russian by G. Pontecorvo
出版情報: Chur, Switzerland ; New York : Harwood Academic Publishers, c1986  xxvi, 734 p. ; 24 cm
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10.

図書

図書
by Stephen G. Brush
出版情報: Princeton, N.J. : Princeton University Press, c1983  ix, 356 p. ; 25 cm
シリーズ名: Princeton series in physics
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