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This book presents a mathematically rigorous approach to the main ideas and phenomena of statistical physics. The introduction addresses the physical motivation, focusing on the basic concept of modern statistical physics, that is the notion of Gibbsian random fields. Properties of Gibbsian fields are analysed in two ranges of physical parameters: "regular" (corresponding to high-temperature and low-density regimes) where no phase transition is exhibited, and "singular" (low temperature regimes) where such transitions occur. Next, a detailed approach to the analysis of the phenomena of phase transitions of the first kind, the Pirogov-Sinai theory, is presented. The author discusses this theory in a general way and illustrates it with the example of a lattice gas with three types of particles. The conclusion gives a brief review of recent developments arising from this theory. The volume is written for the beginner, yet advanced students will benefit from it as well. The book will serve nicely as a supplementary textbook for course study. The prerequisites are an elementary knowledge of mechanics, probability theory and functional analysis.
While most introductions to statistical mechanics are either too mathematical or too physical, Colin Thompson's book combines mathematical rigor with familiar physical materials. Following introductory chapters on kinetic theory, thermodynamics, the Gibbs ensembles, and the thermodynamic limit, later chapters discuss the classical theories of phase transitions, the Ising model, algebraic methods and combinatorial methods for solving the two-dimensional model in zero field, and some applications of the Ising model to biology. Originally published in 1979. The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.
A self-contained, mathematical introduction to the driving ideas in equilibrium statistical mechanics, studying important models in detail.
Phase space, ergodic problems, central limit theorem, dispersion and distribution of sum functions. Chapters include Geometry and Kinematics of the Phase Space; Ergodic Problem; Reduction to the Problem of the Theory of Probability; Application of the Central Limit Theorem; Ideal Monatomic Gas; The Foundation of Thermodynamics; and more.
A careful examination of the interaction between physics and finance. It takes a look at the 100-year-long history of co-operation between the two fields and goes on to provide new research results on capital markets - taken from the field of statistical physics. The random walk model, well known in physics, is one good example of where the two disciplines meet. In the world of finance it is the basic model upon which the Black-Scholes theory of option pricing and hedging has been built. The underlying assumptions are discussed using empirical financial data and analogies to physical models such as fluid flows, turbulence, or superdiffusion. On this basis, new theories of derivative pricing and risk control can be formulated.
This clear book presents a critical and modern analysis of the conceptual foundations of statistical mechanics as laid down in Boltzmann's works. The author emphasises the relation between microscopic reversibility and macroscopic irreversibility, explaining fundamental concepts in detail.
This monograph considers systems of infinite number of particles, in particular the justification of the procedure of thermodynamic limit transition. The authors discuss the equilibrium and non-equilibrium states of infinite classical statistical systems. Those states are defined in terms of stationary and nonstationary solutions to the Bogolyubov equations for the sequences of correlation functions in the thermodynamic limit. This is the first detailed investigation of the thermodynamic limit for non-equilibrium systems and of the states of infinite systems in the cases of both canonical and grand canonical ensembles, for which the thermodynamic equivalence is proved. A comprehensive survey of results is also included; it concerns the properties of correlation functions for infinite systems and the corresponding equations. For this new edition, the authors have made changes to reflect the development of theory in the last ten years. They have also simplified certain sections, presenting them more systematically, and greatly increased the number of references. The book is aimed at theoretical physicists and mathematicians and will also be of use to students and postgraduate students in the field.
Publisher Description
Well respected and widely used, this volume presents problems and full solutions related to a wide range of topics in thermodynamics, statistical physics, and statistical mechanics. The text is intended for instructors, undergraduates, and graduate students of mathematics, physics, chemistry, and engineering. Twenty-eight chapters, each prepared by an expert, proceed from simpler to more difficult subjects. Similarly, the early chapters are easier than the later ones, making the book ideal for independent study. Subjects begin with the laws of thermodynamics and statistical theory of information and of ensembles, advancing to the ideal classical gases of polyatomic molecules, non-electrolyte liquids and solutions, and surfaces. Subsequent chapters explore imperfect classical and quantum gas, phase transitions, cooperative phenomena, Green function methods, the plasma, transport in gases and metals, Nyquist's theorem and its generalizations, stochastic methods, and many other topics.
The proceedings of the 2005 les Houches summer school on Mathematical Statistical Physics give and broad and clear overview on this fast developing area of interest to both physicists and mathematicians. - Introduction to a field of math with many interdisciplinary connections in physics, biology, and computer science - Roadmap to the next decade of mathematical statistical mechanics - Volume for reference years to come