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| Honerkamp J. — Statistical physics: an advanced approach with applications |
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| Предметный указатель |
 hypothesis 446
 -stable Levy process 204
 -transition 244
 -expansion 193
 -point 96
A posteriori probability 16 387
a priori probability 16
Acausal filter 349
Acoustic, branch 262
Adiabatic compressibility 80
Adiabatic process 292
Algorithm, backward 437
Algorithm, forward 437
Algorithm, Gibbs sampler 394
Algorithm, heat bath 182
Algorithm, Metropolis 182
Algorithm, Metropolis — Hustings method 395
Algorithm, Viterbi 417
Aliasing effect 345
All-pole filter 350
All-zero filter 349
Anergy 298
Anisotropic Heisenberg model 281
Anisotropic Ising model 123
Anti-aliasing filter 345
Antiferromagnetic substance 284
Approximation, in the decomposition of a time series 374
AR(p) model 207 211 398
ARMA model 404
ARMA(p, q) process 206
Auto model 122
Autobinomial model 122
Autologistic model 122
Automatic classification 467
Autoregressive filter 350
Autoregressive moving average filter 350
Autoregressive process 205
Avogadro's number 254
Band-pass filter 348
Band-stop filter 348
Bartlett window 352
Baxter model 144
Bayes' theorem 16 18
Bayesian estimator 387
Belief function 309
Bernoulli distribution 10
Bessel filter 354
Bias 311 32
Bimodal distribution 21
Binomial distribution 10 22
Boltzmann density 60
Boltzmann distribution 13 30
Bootstrap method 449
Borel space 6
Born — Green — Yvon equation 100
Bose — Einstein condensation 238
Bose — Einstein distribution 234
Boxcar window 357
Breit — Wigner distribution 21
Brownian motion 189
Butterworth filter 354
Canonical density 60
Canonical system 58
Carnot cycle 296
Carnot efficiency 296
Cauchy distribution 21
Central limit theorem 36
Chandrasekhar limit 233
Chapman — Kolmogorov equation 157
Characteristic exponent 40
Characteristic function 20
chemical potential 68
Chemical reaction 168
Cholesky method 204
Classification error 465
Classifiers 462
Clausius — Clapeyron equation 107
CLIQUE 118
Cluster analysis 467
Coexistence phase 105
Coiflets filter 373
Condensation region 238
Confidence interval 317 318 334
Confidence region 333
Consistent estimator 311
Correlation 20
Correlation time, in simulations 180
Covariance function 340
Covariance matrix 20
Critical exponents 109
Critical exponents in mean-field approximation 138
Critical opalescence 109
Critical point 48
Critical state 109
Cumulants 20
Curie constant 128
Curie law, for paramagnetic substances 128
Curie temperature 284
Curie — Weiss law 138
Curie — Weiss model 132
Data windowing 357
Daubechies filter 373
Daubechies filter of order 2 383
De Broglie wavelength, thermal 223
De Haas — van Alphen, effect of 274
Debye ansatz for phonon spectrum 260
Debye function 263
Debye temperature 263
Deconvolution problem 408
Degenerate regime 228
Degree of degeneracy 228
density 9
Density distribution 9
Density function 9
Density marginal 13
Density of a canonical system 58
Density of states 53
Density stable 39
Density strictly stable 39
Detail, in the decomposition of a time series 374
Detailed balance 162 395
Deviation 325
Diamagnetic substance 271
Diamagnetism 272
Diesel circle 489
Diffusion process 185 195
Diffusion process multivariate 185
Dilation equation 378
Discrepancy method 408
Discrete wavelet transformation 374
Dissipation 191
distribution 8 9
Distribution, Bernoulli 10
Distribution, bimodal 21
Distribution, binomial 10
Distribution, Boltzmann 10
Distribution, Cauchy 21
Distribution, Gaussian 10
Distribution, Maxwell — Boltzmann 35
Distribution, multivariate 13
Distribution, normal 10
Distribution, of dwell time 179
Distribution, Poisson 12
Down-sampling 368
Dulong and Petit law 263
Dwell time distribution 179
Dynamical moduli 415
Dynamical structure function 90
Eight-vertex model 144
Einstein ansatz for phonon spectrum 260
| Einstein relation 193
Elementary events 6
Elliptic filter 354
EM algorithm 468
EM method 432
entropy 24 53
Entropy for a Gaussian random variable 25
Entropy for ideal Bose gas 243
Entropy for the classical ideal gas 54
Entropy of independent random variables 28
Entropy, for general density functions 27
Entropy, relative 26
Equipartition theorem 83
Equiripple filter 353
Error bar 318
Error of measurement 328
Error of measurement, constant absolute 328
Error of measurement, constant relative 328
Error of the first kind 446
Error of the second kind 447
Error propagation 320 325
Estimation 310
Estimation of  315
Estimator 38 310
Estimator, consistent 311
Estimator, for  336
Estimator, for the expectation value 310
Estimator, for the variance 312
Estimator, unbiased 311 321
Euler method 190
Euler — Maclaurin sum formula 235
Event 6
Exchange coupling constant 281
Exergy 298
Exergy efficiency 300
Expectation maximization method 432
expectation value 18
Experimental outcome 7
Exponent, characteristic 40
Extensive Variable 70
Factorial cumulant 170
Fermi edge 227
Fermi energy 227
Fermi momentum 227
Fermi sea 227
Fermi surface 227
Fermi temperature 227
Fermi temperature in white dwarf stars 233
Fermi — Dirac distribution 226
Ferrimagnetic substance 285
Ferroelectric substance 143
Ferromagnetic substance 272 284
Filling fraction 275
Filter 346
Filter bank, Haar 371 382
Filter, acausal 349
Filter, all-pole 350
Filter, all-zero 349
Filter, autoregressive 350
Filter, bank 366
Filter, causal 346
Filter, equiripple 353
Filter, finite impulse response 349
Filter, infinite impulse response 350
Filter, invertible 491
Filter, moving average 349
Filter, nonrecursive 349
Filter, recursive 350
Filter, stable 491
FIR filter 349
FIR filter least-squares 352
Fluctuation-dissipation theorem 81 191
Fokker — Planck equation 185
Fractal Brownian motion 204
Fractal Gaussian noise 204
Free energy 61
Free energy function 46
Free enthalpy 66
Fugacity 221
Functions of random variables 9
Gain of a filter 348
Gamma function 34 54
Gamma function, incomplete 334
Gas constant 254
Gauss model 124
Gaussian distribution 10
Gaussian distribution, Fourier transform 21
Gaussian distribution, multivariate 13
Gaussian stochastic process 188
Gaussian white noise 158
Generating function, of modified Bessel function 174
Gibbs differential form 70
Gibbs field 119
Gibbs function 70
Gibbs paradox 55
Gibbs phenomenon 351 358
Gibbs sampler 183
Goat problem 17
Grand canonical for quasi-particles 279
Grand canonical system 68
Greenhouse effect 256
Haar filter bank 371 382
Hall current 274
Hall effect, quantized 274
Hall resistivity 275
Hall voltage 274
Hamiltonian function 52
Hammersley — Clifford theorem 120
Hamming window 352
Heat 57 290
Heat bath 58
Heat bath algorithm 182
heat capacity 76
Heat capacity for constant pressure 77
Heat capacity for constant volume 76
Heat of conversion 107
Heat pump 297
Heat radiation 250
Heating process 292
Heisenberg model 281
Heisenberg model, anisotropic 281
Heisenberg model, classical 145
Heisenberg model, isotropic 281
Heitler — London approximation 282
Hidden Markov model 403 431
Hidden System 403
High-pass filter 348
History of the concept of probability 6
Hitting method 315
Holes 228
Homogeneous function 150
Homogeneous function, generalized 150
Hypernetted-chain equation 100
Hypersurface of constant probability 333
Ice model 144
Ideal gas, classical 54
IID 158
IIR filter 350
Ill-conditioned 408
Ill-conditioned matrix 336
Ill-posed problem 337
Image processing 404
Importance sampling 314
Independence of random variables 15
Independent and identically distributed 158
Independent sample 322
INDEX 40
Inference 404
Intensive variable 57
Inverse problem 404
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