Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets

Hagen Kleinert

ISBN 10: 9812700099 / ISBN 13: 9789812700094

Editore: World Scientific Publishing Co, Hackensack, NJ / London, UK, 2006

Riguardo questo articolo

Very slight corner rubbing, gently used, little wear overall. Quite clean. 'This is the fourth, expanded edition of the comprehensive textbook published in 1990 on the theory of applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum mechanical systems, in particular the hydrogen atom. . . In addition to the time-sliced definition, the author gives a perturbative definition of path integrals which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely integrals over products of distributions. The powerful Feynman-Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent expansions.' etc. xliii+1547 pages. Size: 4to - over 9¾ - 12" tall.

Codice articolo 048159

Dati bibliografici

• Titolo: Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
• Editore: World Scientific Publishing Co, Hackensack, NJ / London, UK
• Data di pubblicazione: 2006
• Lingua: Inglese
• ISBN 10: 9812700099
• ISBN 13: 9789812700094
• Rilegatura: Trade Paperback
• Edizione: 4th Edition.
• Condizione: Very Good
• Tipo di libro: Book
• Cataloghi dei venditori:
  • For Sale

Descrizione articolo

Riassunto

This is the fifth, expanded edition of the comprehensive textbook published in 1990 on the theory and applications of path integrals. It is the first book to explicitly solve path integrals of a wide variety of nontrivial quantum-mechanical systems, in particular the hydrogen atom. The solutions have been made possible by two major advances. The first is a new euclidean path integral formula which increases the restricted range of applicability of Feynman's time-sliced formula to include singular attractive 1/r- and 1/r2-potentials. The second is a new nonholonomic mapping principle carrying physical laws in flat spacetime to spacetimes with curvature and torsion, which leads to time-sliced path integrals that are manifestly invariant under coordinate transformations. In addition to the time-sliced definition, the author gives a perturbative, coordinate-independent definition of path integrals, which makes them invariant under coordinate transformations. A consistent implementation of this property leads to an extension of the theory of generalized functions by defining uniquely products of distributions. The powerful Feynman Kleinert variational approach is explained and developed systematically into a variational perturbation theory which, in contrast to ordinary perturbation theory, produces convergent results. The convergence is uniform from weak to strong couplings, opening a way to precise evaluations of analytically unsolvable path integrals in the strong-coupling regime where they describe critical phenomena.Tunneling processes are treated in detail, with applications to the lifetimes of supercurrents, the stability of metastable thermodynamic phases, and the large-order behavior of perturbation expansions. A variational treatment extends the range of validity to small barriers. A corresponding extension of the large-order perturbation theory now also applies to small orders.Special attention is devoted to path integrals with topological restrictions needed to understand the statistical properties of elementary particles and the entanglement phenomena in polymer physics and biophysics. The Chern Simons theory of particles with fractional statistics (anyons) is introduced and applied to explain the fractional quantum Hall effect. The relevance of path integrals to financial markets is discussed, and improvements of the famous Black Scholes formula for option prices are developed which account for the fact, recently experienced in the world markets, that large fluctuations occur much more frequently than in Gaussian distributions.

Product Description

Book by Kleinert Hagen