Statistical Physics Is More than Statistical Mechanics / 1: |
Modeling of Statistical Systems / Part I: |
Random Variables: Fundamentals of Probability Theory and Statistics / 2: |
Probability and Random Variables / 2.1: |
The Space of Events / 2.1.1: |
Introduction of Probability / 2.1.2: |
Random Variables / 2.1.3: |
Multivariate Random Variables and Conditional Probabilities / 2.2: |
Multidimensional Random Variables / 2.2.1: |
Marginal Densities / 2.2.2: |
Conditional Probabilities and Bayes' Theorem / 2.2.3: |
Moments and Quantiles / 2.3: |
Moments / 2.3.1: |
Quantiles / 2.3.2: |
The Entropy / 2.4: |
Entropy for a Discrete Set of Events / 2.4.1: |
Entropy for a Continuous Space of Events / 2.4.2: |
Relative Entropy / 2.4.3: |
Remarks / 2.4.4: |
Applications / 2.4.5: |
Computations with Random Variables / 2.5: |
Addition and Multiplication of Random Variables / 2.5.1: |
Further Important Random Variables / 2.5.2: |
Limit Theorems / 2.5.3: |
Stable Random Variables and Renormalization Transformations / 2.6: |
Stable Random Variables / 2.6.1: |
The Renormalization Transformation / 2.6.2: |
Stability Analysis / 2.6.3: |
Scaling Behavior / 2.6.4: |
The Large Deviation Property for Sums of Random Variables / 2.7: |
Random Variables in State Space: Classical Statistical Mechanics of Fluids / 3: |
The Microcanonical System / 3.1: |
Systems in Contact / 3.2: |
Thermal Contact / 3.2.1: |
Systems with Exchange of Volume and Energy / 3.2.2: |
Systems with Exchange of Particles and Energy / 3.2.3: |
Thermodynamic Potentials / 3.3: |
Susceptibilities / 3.4: |
Heat Capacities / 3.4.1: |
Isothermal Compressibility / 3.4.2: |
Isobaric Expansivity / 3.4.3: |
Isochoric Tension Coefficient and Adiabatic Compressibility / 3.4.4: |
A General Relation Between Response Functions / 3.4.5: |
The Equipartition Theorem / 3.5: |
The Radial Distribution Function / 3.6: |
Approximation Methods / 3.7: |
The Virial Expansion / 3.7.1: |
Integral Equations for the Radial Distribution Function / 3.7.2: |
Perturbation Theory / 3.7.3: |
The van der Waals Equation / 3.8: |
The Isotherms / 3.8.1: |
The Maxwell Construction / 3.8.2: |
Corresponding States / 3.8.3: |
Critical Exponents / 3.8.4: |
Some General Remarks about Phase Transitions and Phase Diagrams / 3.9: |
Random Fields: Textures and Classical Statistical Mechanics of Spin Systems / 4: |
Discrete Stochastic Fields / 4.1: |
Markov Fields / 4.1.1: |
Gibbs Fields / 4.1.2: |
Equivalence of Gibbs and Markov Fields / 4.1.3: |
Examples of Markov Random Fields / 4.2: |
Model with Independent Random Variables / 4.2.1: |
Auto Model / 4.2.2: |
Multilevel Logistic Model / 4.2.3: |
Gauss Model / 4.2.4: |
Characteristic Quantities of Densities for Random Fields / 4.3: |
Simple Random Fields / 4.4: |
The White Random Field or the Ideal Paramagnetic System / 4.4.1: |
The One-Dimensional Ising Model / 4.4.2: |
Random Fields with Phase Transitions / 4.5: |
The Curie-Weiss Model / 4.5.1: |
The Mean Field Approximation / 4.5.2: |
The Two-Dimensional Ising Model / 4.5.3: |
The Landau Free Energy / 4.6: |
The Renormalization Group Method for Random Fields and Scaling Laws / 4.7: |
Scaling Laws / 4.7.1: |
Time-Dependent Random Variables: Classical Stochastic Processes / 5: |
Markov Processes / 5.1: |
The Master Equation / 5.2: |
Examples of Master Equations / 5.3: |
Analytic Solutions of Master Equations / 5.4: |
Equations for the Moments / 5.4.1: |
The Equation for the Characteristic Function / 5.4.2: |
Examples / 5.4.3: |
Simulation of Stochastic Processes and Fields / 5.5: |
The Fokker-Planck Equation / 5.6: |
Fokker-Planck Equation with Linear Drift Term and Additive Noise / 5.6.1: |
The Linear Response Function and the Fluctuation-Dissipation Theorem / 5.7: |
The [Omega] Expansion / 5.8: |
The One-Particle Picture / 5.8.2: |
More General Stochastic Processes / 5.9: |
Self-Similar Processes / 5.9.1: |
Fractal Brownian Motion / 5.9.2: |
Stable Levy Processes / 5.9.3: |
Autoregressive Processes / 5.9.4: |
Quantum Random Systems / 6: |
Quantum-Mechanical Description of Statistical Systems / 6.1: |
Ideal Quantum Systems: General Considerations / 6.2: |
Expansion in the Classical Regime / 6.2.1: |
First Quantum-Mechanical Correction Term / 6.2.2: |
Relations Between the Thermodynamic Potential and Other System Variables / 6.2.3: |
The Ideal Fermi Gas / 6.3: |
The Fermi-Dirac Distribution / 6.3.1: |
Determination of the System Variables at Low Temperatures / 6.3.2: |
Applications of the Fermi-Dirac Distribution / 6.3.3: |
The Ideal Bose Gas / 6.4: |
Particle Number and the Bose-Einstein Distribution / 6.4.1: |
Bose-Einstein Condensation / 6.4.2: |
Pressure / 6.4.3: |
Energy and Specific Heat / 6.4.4: |
Entropy / 6.4.5: |
Applications of Bose Statistics / 6.4.6: |
The Photon Gas and Black Body Radiation / 6.5: |
The Kirchhoff Law / 6.5.1: |
The Stefan-Boltzmann Law / 6.5.2: |
The Pressure of Light / 6.5.3: |
The Total Radiative Power of the Sun / 6.5.4: |
The Cosmic Background Radiation / 6.5.5: |
Lattice Vibrations in Solids: The Phonon Gas / 6.6: |
Systems with Internal Degrees of Freedom: Ideal Gases of Molecules / 6.7: |
Magnetic Properties of Fermi Systems / 6.8: |
Diamagnetism / 6.8.1: |
Paramagnetism / 6.8.2: |
Quasi-particles / 6.9: |
Models for the Magnetic Properties of Solids / 6.9.1: |
Superfluidity / 6.9.2: |
Changes of External Conditions / 7: |
Reversible State Transformations, Heat, and Work / 7.1: |
Cyclic Processes / 7.2: |
Exergy and Relative Entropy / 7.3: |
Time Dependence of Statistical Systems / 7.4: |
Analysis of Statistical Systems / Part II: |
Estimation of Parameters / 8: |
Samples and Estimators / 8.1: |
Confidence Intervals / 8.2: |
Propagation of Errors / 8.3: |
The Maximum Likelihood Estimator / 8.4: |
The Least-Squares Estimator / 8.5: |
Signal Analysis: Estimation of Spectra / 9: |
The Discrete Fourier Transform and the Periodogram / 9.1: |
Filters / 9.2: |
Filters and Transfer Functions / 9.2.1: |
Filter Design / 9.2.2: |
Consistent Estimation of Spectra / 9.3: |
Frequency Distributions for Nonstationary Time Series / 9.4: |
Filter Banks and Discrete Wavelet Transformations / 9.5: |
Wavelets / 9.6: |
Wavelets as Base Functions in Function Spaces / 9.6.1: |
Wavelets and Filter Banks / 9.6.2: |
Solutions of the Dilation Equation / 9.6.3: |
Estimators Based on a Probability Distribution for the Parameters / 10: |
Bayesian Estimator and Maximum a Posteriori Estimator / 10.1: |
Marginalization of Nuisance Parameters / 10.2: |
Numerical Methods for Bayesian Estimators / 10.3: |
Identification of Stochastic Models from Observations / 11: |
Hidden Systems / 11.1: |
The Maximum a Posteriori (MAP) Estimator for the Inverse Problem / 11.2: |
The Least-Squares Estimator as a Special MAP Estimator / 11.2.1: |
Strategies for Choosing the Regularization Parameter / 11.2.2: |
The Regularization Method / 11.2.3: |
Examples of Estimating a Distribution Function by a Regularization Method / 11.2.4: |
Estimating the Realization of a Hidden Process / 11.3: |
The Viterbi Algorithm / 11.3.1: |
The Kalman Filter / 11.3.2: |
Estimating the Parameters of a Hidden Stochastic Model / 12: |
The Expectation Maximization Method (EM Method) / 12.1: |
Use of the EM Method for Estimation of the Parameters in Hidden Systems / 12.2: |
Estimating the Parameters of a Hidden Markov Model / 12.3: |
The Forward Algorithm / 12.3.1: |
The Backward Algorithm / 12.3.2: |
The Estimation Formulas / 12.3.3: |
Estimating the Parameters in a State Space Model / 12.4: |
Statistical Tests and Classification Methods / 13: |
General Comments Concerning Statistical Tests / 13.1: |
Test Quantity and Significance Level / 13.1.1: |
Empirical Moments for a Test Quantity: The Bootstrap Method / 13.1.2: |
The Power of a Test / 13.1.3: |
Some Useful Tests / 13.2: |
The z- and the t-Test / 13.2.1: |
Test for the Equality of the Variances of Two Sets of Measurements, the F-Test / 13.2.2: |
The x[superscript 2]-Test / 13.2.3: |
The Kolmogorov-Smirnov Test / 13.2.4: |
The F-Test for Least-Squares Estimators / 13.2.5: |
The Likelihood-Ratio Test / 13.2.6: |
Classification Methods / 13.3: |
Classifiers / 13.3.1: |
Estimation of Parameters That Arise in Classifiers / 13.3.2: |
Automatic Classification (Cluster Analysis) / 13.3.3: |
Random Number Generation for Simulating Realizations of Random Variables / Appendix: |
Problems |
Hints and Solutions |
References |
Index |
Statistical Physics Is More than Statistical Mechanics / 1: |
Modeling of Statistical Systems / Part I: |
Random Variables: Fundamentals of Probability Theory and Statistics / 2: |
Probability and Random Variables / 2.1: |
The Space of Events / 2.1.1: |
Introduction of Probability / 2.1.2: |