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Schrödinger Diffusion Processes

Name: Schrödinger Diffusion Processes
Brand: Springer, Berlin
SKU: 05289165
Price: 32040 HUF
Availability: InStock
Author: Robert Aebi
ISBN: 9783764353865

Robert Aebi

Language

English

Book Hardback

Libristo code: 05289165

Publishers Springer, Berlin, November 1995

In 1931 Erwin Schrödinger considered the following problem: A huge cloud of independent and identica... Full description

Libristo code: 05289165

220 b

32 040 Ft

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In 1931 Erwin Schrödinger 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 Schrödinger'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 Schrödinger'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.