New Directions in Statistical Physics

Econophysics, Bioinformatics, and Pattern Recognition

Luc T. Wille

362 pages, parution le 22/01/2004

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Résumé

This book provides a unique insight into the latest breakthroughs in a consistent manner, at a level accessible to undergraduates, yet with enough attention to the theory and computation to satisfy the professional researcher Statistical physics addresses the study and understanding of systems with many degrees of freedom. As such it has a rich and varied history, with applications to thermodynamics, magnetic phase transitions, and order/disorder transformations, to name just a few. However, the tools of statistical physics can be profitably used to investigate any system with a large number of components. Thus, recent years have seen these methods applied in many unexpected directions, three of which are the main focus of this volume. These applications have been remarkably successful and have enriched the financial, biological, and engineering literature. Although reported in the physics literature, the results tend to be scattered and the underlying unity of the field overlooked.

Written for:
Scientists and researchers

L'auteur - Luc T. Wille

Editor

Sommaire

Part I Fundamental Aspects
- Predicting the Direction of a Time Series
- On the Variability of Timing in a Spatially Continuous System with Heterogeneous Connectivity
- First Passage Time Problem: A Fokker-Planck Approach
- First- and Last-Passage Algorithms in Diffusion Monte Carlo
Part II Econophysics
- An Updated Review of the LLS Stock Market Model: Complex Market Ecology, Power Laws in Wealth Distribution and Market Returns
- Patterns, Trends and Predictions in Stock Market Indices and Foreign Currency Exchange Rates
- Toward an Understanding of Financial Markets Using Multi-agent Games
- Towards Understanding the Predictability of Stock Markets from the Perspective of Computational Complexity
- Patterns in Economic Phenomena
Part III Bioinformatics
- New Algorithms and the Physics of Protein Folding
- Sequence Alignment in Bioinformatics
- Resolution of Some Paradoxes in B-Cell Binding and Activation: A Computer Study
- Proliferation and Competition in Discrete Biological Systems
- Privacy and Data Exchanges
Part IV Pattern Recognition
- Statistical Physics and the Clustering Problem
- The Challenges of Clustering High Dimensional Data
Part V Other Applications
- Some Statistical Physics Approaches for Trends and Predictions in Meteorology
- An Initial Look at Acceleration-Modulated Thermal Convection
- Index

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Luc T. Wille
Parution	22/01/2004
Nb. de pages	362
Format	16 x 24
Couverture	Broché
Poids	830g
Intérieur	Noir et Blanc
EAN13	9783540431824