Paperback (ISBN-13: 9780521039543)
Page extent: 184 pages
Size: 228 x 152 mm
Four forces are dominant in physics: gravity, electromagnetism and the weak and strong nuclear forces. Quantum electrodynamics - the highly successful theory of the electromagnetic interaction - is a gauge field theory, and it is now believed that the weak and strong forces also can be described by generalizations of this type of theory. In this short book Dr Aitchison gives an introduction to these theories, a knowledge of which is essential in understanding modern particle physics. With the assumption that the reader is already familiar with the rudiments of quantum field theory and Feynman graphs, his aim has been to provide a coherent, self-contained and yet elementary account of the theoretical principles and physical ideas behind gauge field theories.
Contents
1. Introduction and motivations; 2. Symmetries in quantum field theory: I Manifest; 3. Gauge fields and the gauge principle; 4. Quantisation of vector fields: I Massless; 5. Quantisation of vector fields: II Massive; 6. Symmetry in quantum field theory: II Hidden; 7. Theory of weak and electromagnetic interactions; 8. Renormalization matters.
Hardback (ISBN-13: 9780521857727)
20 line diagrams 20 graphs
Page extent: 264 pages
Size: 228 x 152 mm
Weight: 0.55 kg
At last - a book devoted to the negative binomial model and its many variations. Every model currently offered in commercial statistical software packages is discussed in detail - how each is derived, how each resolves a distributional problem, and numerous examples of their application. Many have never before been thoroughly examined in a text on count response models: the canonical negative binomial; the NB-P model, where the negative binomial exponent is itself parameterized; and negative binomial mixed models. As the models address violations of the distributional assumptions of the basic Poisson model, identifying and handling overdispersion is a unifying theme. For practising researchers and statisticians who need to update their knowledge of Poisson and negative binomial models, the book provides a comprehensive overview of estimating methods and algorithms used to model counts, as well as specific guidelines on modeling strategy and how each model can be analyzed to access goodness-of-fit.
* First book devoted entirely to the negative binomial model and all its
varieties * Every model currently offered in a commercial statistical software
package is discussed in detail; data sets and additional code on a companion
website * Includes end of chapter review questions allowing readers to
monitor their understanding of the material presented
Contents
Preface; Introduction; 1. Overview of count response models; 2. Methods of estimation; 3. The Poisson model; 4. Overdispersion; 5. Negative binomial regression: basics; 6. Negative binomial regression: modeling; 7. Alternative variance parameterizations; 8. Problems with zero counts; 9. Negative binomial with censoring, truncation, and sample selection; 10. Negative binomial panel models; Appendix A: Negative binomial log-likelihood functions; Appendix B: Deviance functions; Appendix C: ML negative binomial Code; Appendix D: Negative binomial variance functions; Appendix E: Data sets; References; Author index; Index.
Paperback (ISBN-13: 9780521039871)
63 line diagrams
Page extent: 158 pages
Size: 247 x 174 mm
Weight: 0.274 kg
This book concerns the use of concepts from statistical physics in the description of financial systems. The authors illustrate the scaling concepts used in probability theory, critical phenomena, and fully developed turbulent fluids. These concepts are then applied to financial time series. The authors also present a stochastic model that displays several of the statistical properties observed in empirical data. Statistical physics concepts such as stochastic dynamics, short- and long-range correlations, self-similarity and scaling permit an understanding of the global behaviour of economic systems without first having to work out a detailed microscopic description of the system. Physicists will find the application of statistical physics concepts to economic systems interesting. Economists and workers in the financial world will find useful the presentation of empirical analysis methods and well-formulated theoretical tools that might help describe systems composed of a huge number of interacting subsystems.
* This book is on an important field of econophysics, which applies ideas
from statistical physics to economics and finance * Gene Stanley is a distinguished
and very well-known physicist and author * This work was highlighted in
a page 1 article in the Wall Street Journal on November 6, 1998
Contents
Preface; 1. Introduction; 2. Efficient market hypothesis; 3. Random walk; 4. Levy stochastic processes and limit theorems; 5. Scales in financial data; 6. Stationarity and time correlation; 7. Time correlation in financial time series; 8. Stochastic models of price dynamics; 9. Scaling and its breakdown; 10. ARCH and GARCH processes; 11. Financial markets and turbulence; 12. Correlation and anti-correlation between stocks; 13. Taxonomy of a stock portfolio; 14. Options in idealized markets; 15. Options in real markets; Appendix A: notation guide; Appendix B: martingales; References; Index.
Hardback (ISBN-13: 9780521876582)
66 line diagrams 1 half-tone
Page extent: 238 pages
Size: 246 x 189 mm
In the 1990's it was realized that quantum physics has some spectacular applications in computer science. This book is a concise introduction to quantum computation, developing the basic elements of this new branch of computational theory without assuming any background in physics. It begins with an introduction to the quantum theory from a computer-science perspective. It illustrates the quantum-computational approach with several elementary examples of quantum speed-up, before moving to the major applications: Shor's factoring algorithm, Grover's search algorithm, and quantum error correction. The book is intended primarily for computer scientists who know nothing about quantum theory, but will also be of interest to physicists who want to learn the theory of quantum computation, and philosophers of science interested in quantum foundational issues. It evolved during six years of teaching the subject to undergraduates and graduate students in computer science, mathematics, engineering, and physics, at Cornell University.
* A concise introduction to quantum computation for those with little knowledge
of quantum theory * Written by a highly respected and well known scientist
in the field * Based on six years of teaching the subject to undergraduates
and graduate students
Contents
Preface; 1. Cbits and Qbits; 2. General features and some simple examples; 3. Breaking RSA encryption with a quantum computer; 4. Searching with a quantum computer; 5. Quantum error correction; 6. Protocols that use just a few Qbits; Appendices; Index.
Paperback (ISBN-13: 9780521039055)
197 line diagrams 27 half-tones
Page extent: 724 pages
Size: 247 x 174 mm
Weight: 1.119 kg
Phase transition dynamics is centrally important to condensed matter physics. This book treats a wide variety of topics systematically by constructing time-dependent Ginzburg-Landau models for various systems in physics, metallurgy and polymer science. Beginning with a summary of advanced statistical-mechanical theories including the renormalization group theory, the book reviews dynamical theories, and covers the kinetics of phase ordering, spinodal decomposition, and nucleation in depth. The phase transition dynamics of real systems are discussed, treating interdisciplinary problems in a unified manner. Topics include supercritical fluid dynamics, stress-diffusion coupling in polymers, and mesoscopic dynamics at structural phase transitions in solids. Theoretical and experimental approaches to shear flow problems in fluids are reviewed. Phase Transition Dynamics provides a comprehensive account, building on the statistical mechanics of phase transitions covered in many introductory textbooks. It will be essential reading for researchers and advanced graduate students in physics, chemistry, metallurgy and polymer science.
* An authoritative and comprehensive treatment of phase transition dynamics
* Includes both original research, and important perspectives on published
results * An important advanced graduate-level text
Contents
Preface; Part I. Statics: 1. Spin systems and fluids; 2. Critical phenomena and scaling; 3. Mean field theories; 4. Advanced theories in statics; Part II. Dynamic Models and Dynamics in Fluids and Polymers: 5. Dynamic models; 6. Dynamics in fluids; 7. Dynamics in polymers and gels; Part III. Dynamics of Phase Changes: 8. Phase ordering and defect dynamics; 9. Nucleation; 10. Phase transition dynamics in solids; 11. Phase transitions of fluids in shear flow; Index.
Hardback (ISBN-13: 9780521880688)
37 tables
Page extent: 1256 pages
Size: 253 x 177 mm
Do you want easy access to the latest methods in scientific computing? This greatly expanded third edition of Numerical Recipes has it, with wider coverage than ever before, many new, expanded and updated sections, and two completely new chapters. The executable C++ code, now printed in colour for easy reading, adopts an object-oriented style particularly suited to scientific applications. Co-authored by four leading scientists from academia and industry, Numerical Recipes starts with basic mathematics and computer science and proceeds to complete, working routines. The whole book is presented in the informal, easy-to-read style that made earlier editions so popular. Highlights of the new material include: a new chapter on classification and inference, Gaussian mixture models, HMMs, hierarchical clustering, and SVMs; a new chapter on computational geometry, covering KD trees, quad- and octrees, Delaunay triangulation, and algorithms for lines, polygons, triangles, and spheres; interior point methods for linear programming; MCMC; an expanded treatment of ODEs with completely new routines; and many new statistical distributions. For support, or to subscribe to an online version, please visit www.nr.com.
* Most comprehensive book available on scientific computing, now updated
* New routines for classification and inference HMMs and SVMs, computational
geometry, ODEs, interior point methods for linear programming, and MCMC
* Over 600,000 Numerical Recipes products in print
Contents
1. Preliminaries; 2. Solution of linear algebraic equations; 3. Interpolation and extrapolation; 4. Integration of functions; 5. Evaluation of functions; 6. Special functions; 7. Random numbers; 8. Sorting and selection; 9. Root finding and nonlinear sets of equations; 10. Minimization or maximization of functions; 11. Eigensystems; 12. Fast Fourier transform; 13. Fourier and spectral applications; 14. Statistical description of data; 15. Modeling of data; 16. Classification and inference; 17. Integration of ordinary differential equations; 18. Two point boundary value problems; 19. Integral equations and inverse theory; 20. Partial differential equations; 21. Computational geometry; 22. Less-numerical algorithms; References.