Paths of Integration

Paths of Integration
Title Paths of Integration PDF eBook
Author Leo Lucassen
Publisher Amsterdam University Press
Pages 344
Release 2006
Genre History
ISBN 9053568832

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Why do some migrants integrate quickly, while others become long-term minorities? What is the role of the state in the settlement process? To what extent are experiences in the past different from the present? Are the recent migrants really integrating in another way than those in the past? Is Islam indeed an obstacle to integration? These are some of the burning questions, which dominate the current politicized debate on immigration in Western Europe. In this book, leading historians and social scientists analyze and compare a variety of settlement processes in past and present migration to Western Europe. Identifying general factors in the process of adaptation of new immigrants, the contributors trace social changes effected by recent European immigration, and the parallels with the great American migration of the 1880s-1920s. The history of migration to Western Europe and the way these migrants found their place in the receiving societies, is not only essential to understand the way nations deal with newcomers in the present, but also constitutes a highly interesting laboratory for different paths of integration now and then. By analyzing and comparing a wealth of settlement processes both in the past and in the present this book is both a bold interdisciplinary endeavor, and at the same time the first attempt to identify general factors underlying the way migrants adapt to their new surroundings, as well as how societies change under the influence of immigration. The chapters in the book both look at specific groups in various periods, but also analyses the structure of the state, churches unions and other important organized actors in Western European nation states. Moreover, the results are embedded in the more theoretical American literature on the comparison of old and new migrants. All chapters have an explicit comparative perspective, either by comparing different groups or different periods, whereas the general conclusion ties together the various outcomes in a systematic way, highlighting the main answers to the central questions about the various outcomes of settlement processes. --Publisher.

Techniques and Applications of Path Integration

Techniques and Applications of Path Integration
Title Techniques and Applications of Path Integration PDF eBook
Author L. S. Schulman
Publisher Courier Corporation
Pages 434
Release 2012-10-10
Genre Science
ISBN 0486137023

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Suitable for advanced undergraduates and graduate students, this text develops the techniques of path integration and deals with applications, covering a host of illustrative examples. 26 figures. 1981 edition.

Path Integrals and Quantum Processes

Path Integrals and Quantum Processes
Title Path Integrals and Quantum Processes PDF eBook
Author Mark S. Swanson
Publisher Courier Corporation
Pages 463
Release 2014-02-19
Genre Science
ISBN 0486782301

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Graduate-level, systematic presentation of path integral approach to calculating transition elements, partition functions, and source functionals. Covers Grassmann variables, field and gauge field theory, perturbation theory, and nonperturbative results. 1992 edition.

A Course on Rough Paths

A Course on Rough Paths
Title A Course on Rough Paths PDF eBook
Author Peter K. Friz
Publisher Springer Nature
Pages 354
Release 2020-05-27
Genre Mathematics
ISBN 3030415562

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With many updates and additional exercises, the second edition of this book continues to provide readers with a gentle introduction to rough path analysis and regularity structures, theories that have yielded many new insights into the analysis of stochastic differential equations, and, most recently, stochastic partial differential equations. Rough path analysis provides the means for constructing a pathwise solution theory for stochastic differential equations which, in many respects, behaves like the theory of deterministic differential equations and permits a clean break between analytical and probabilistic arguments. Together with the theory of regularity structures, it forms a robust toolbox, allowing the recovery of many classical results without having to rely on specific probabilistic properties such as adaptedness or the martingale property. Essentially self-contained, this textbook puts the emphasis on ideas and short arguments, rather than aiming for the strongest possible statements. A typical reader will have been exposed to upper undergraduate analysis and probability courses, with little more than Itô-integration against Brownian motion required for most of the text. From the reviews of the first edition: "Can easily be used as a support for a graduate course ... Presents in an accessible way the unique point of view of two experts who themselves have largely contributed to the theory" - Fabrice Baudouin in the Mathematical Reviews "It is easy to base a graduate course on rough paths on this ... A researcher who carefully works her way through all of the exercises will have a very good impression of the current state of the art" - Nicolas Perkowski in Zentralblatt MATH

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

Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets
Title Path Integrals in Quantum Mechanics, Statistics, Polymer Physics, and Financial Markets PDF eBook
Author Hagen Kleinert
Publisher World Scientific
Pages 1626
Release 2009
Genre Business & Economics
ISBN 9814273570

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Topological restrictions. These are relevant to the understanding of 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 that large market fluctuations occur much more frequently than in Gaussian distributions." --Book Jacket.

Elements of Applied Bifurcation Theory

Elements of Applied Bifurcation Theory
Title Elements of Applied Bifurcation Theory PDF eBook
Author Yuri Kuznetsov
Publisher Springer Science & Business Media
Pages 648
Release 2013-03-09
Genre Mathematics
ISBN 1475739788

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Providing readers with a solid basis in dynamical systems theory, as well as explicit procedures for application of general mathematical results to particular problems, the focus here is on efficient numerical implementations of the developed techniques. The book is designed for advanced undergraduates or graduates in applied mathematics, as well as for Ph.D. students and researchers in physics, biology, engineering, and economics who use dynamical systems as model tools in their studies. A moderate mathematical background is assumed, and, whenever possible, only elementary mathematical tools are used. This new edition preserves the structure of the first while updating the context to incorporate recent theoretical developments, in particular new and improved numerical methods for bifurcation analysis.

Multidimensional Stochastic Processes as Rough Paths

Multidimensional Stochastic Processes as Rough Paths
Title Multidimensional Stochastic Processes as Rough Paths PDF eBook
Author Peter K. Friz
Publisher Cambridge University Press
Pages 670
Release 2010-02-04
Genre Mathematics
ISBN 9780521876070

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Rough path analysis provides a fresh perspective on Ito's important theory of stochastic differential equations. Key theorems of modern stochastic analysis (existence and limit theorems for stochastic flows, Freidlin-Wentzell theory, the Stroock-Varadhan support description) can be obtained with dramatic simplifications. Classical approximation results and their limitations (Wong-Zakai, McShane's counterexample) receive 'obvious' rough path explanations. Evidence is building that rough paths will play an important role in the future analysis of stochastic partial differential equations and the authors include some first results in this direction. They also emphasize interactions with other parts of mathematics, including Caratheodory geometry, Dirichlet forms and Malliavin calculus. Based on successful courses at the graduate level, this up-to-date introduction presents the theory of rough paths and its applications to stochastic analysis. Examples, explanations and exercises make the book accessible to graduate students and researchers from a variety of fields.