Mark Kac

Bio: Mark Kac is an academic researcher from Rockefeller University. The author has contributed to research in topics: Series (mathematics) & Probability distribution. The author has an hindex of 48, co-authored 120 publications receiving 13209 citations. Previous affiliations of Mark Kac include Rockefeller Institute of Government & Cornell University.

Can One Hear the Shape of a Drum

Abstract: (1966). Can One Hear the Shape of a Drum? The American Mathematical Monthly: Vol. 73, No. 4P2, pp. 1-23.

The Spherical Model of a Ferromagnet

Abstract: A mathematical model, the spherical model, of a ferromagnet is described. The model is a generalization of the Ising model; and one-, two-, and three-dimensional lattices of infinite extent can be extensively discussed. A three-dimensional lattice shows ferromagnetic behavior and provides a statistical model of the Weiss phenomenological theory. The limiting free energy appears in a form which contains two of the essential features of the exactly known Ising model results in one and two dimensions. This suggests the probable form of the limiting free energy for the three-dimensional Ising model. A simplified model, the Gaussian model, is briefly discussed because this model also contains some of the significant features of the Ising model. However, the Gaussian model, unlike the spherical model, is not defined for all temperatures.

Statistical Mechanics of Assemblies of Coupled Oscillators

Abstract: It is shown that a system of coupled harmonic oscillators can be made a model of a heat bath. Thus a particle coupled harmonically to the bath and by an arbitrary force to a fixed center will (in an appropriate limit) exhibit Brownian motion. Both classical and quantum mechanical treatments are given.

Simulating physics with computers

Abstract: This chapter describes the possibility of simulating physics in the classical approximation, a thing which is usually described by local differential equations. But the physical world is quantum mechanical, and therefore the proper problem is the simulation of quantum physics. A computer which will give the same probabilities as the quantum system does. The present theory of physics allows space to go down into infinitesimal distances, wavelengths to get infinitely great, terms to be summed in infinite order, and so forth; and therefore, if this proposition is right, physical law is wrong. Quantum theory and quantizing is a very specific type of theory. The chapter talks about the possibility that there is to be an exact simulation, that the computer will do exactly the same as nature. There are interesting philosophical questions about reasoning, and relationship, observation, and measurement and so on, which computers have stimulated people to think about anew, with new types of thinking.

The Probabilistic Method

Abstract: The use of randomness is now an accepted tool in Theoretical Computer Science but not everyone is aware of the underpinnings of this methodology in Combinatorics - particularly, in what is now called the probabilistic Method as developed primarily by Paul Erdoős over the past half century. Here I will explore a particular set of problems - all dealing with “good” colorings of an underlying set of points relative to a given family of sets. A central point will be the evolution of these problems from the purely existential proofs of Erdős to the algorithmic aspects of much interest to this audience.

Reaction-rate theory: fifty years after Kramers

Abstract: The calculation of rate coefficients is a discipline of nonlinear science of importance to much of physics, chemistry, engineering, and biology. Fifty years after Kramers' seminal paper on thermally activated barrier crossing, the authors report, extend, and interpret much of our current understanding relating to theories of noise-activated escape, for which many of the notable contributions are originating from the communities both of physics and of physical chemistry. Theoretical as well as numerical approaches are discussed for single- and many-dimensional metastable systems (including fields) in gases and condensed phases. The role of many-dimensional transition-state theory is contrasted with Kramers' reaction-rate theory for moderate-to-strong friction; the authors emphasize the physical situation and the close connection between unimolecular rate theory and Kramers' work for weakly damped systems. The rate theory accounting for memory friction is presented, together with a unifying theoretical approach which covers the whole regime of weak-to-moderate-to-strong friction on the same basis (turnover theory). The peculiarities of noise-activated escape in a variety of physically different metastable potential configurations is elucidated in terms of the mean-first-passage-time technique. Moreover, the role and the complexity of escape in driven systems exhibiting possibly multiple, metastable stationary nonequilibrium states is identified. At lower temperatures, quantum tunneling effects start to dominate the rate mechanism. The early quantum approaches as well as the latest quantum versions of Kramers' theory are discussed, thereby providing a description of dissipative escape events at all temperatures. In addition, an attempt is made to discuss prominent experimental work as it relates to Kramers' reaction-rate theory and to indicate the most important areas for future research in theory and experiment.

Probability: Theory and Examples

Abstract: This book is an introduction to probability theory covering laws of large numbers, central limit theorems, random walks, martingales, Markov chains, ergodic theorems, and Brownian motion. It is a comprehensive treatment concentrating on the results that are the most useful for applications. Its philosophy is that the best way to learn probability is to see it in action, so there are 200 examples and 450 problems.

Foundations of modern probability

Abstract: * Measure Theory-Basic Notions * Measure Theory-Key Results * Processes, Distributions, and Independence * Random Sequences, Series, and Averages * Characteristic Functions and Classical Limit Theorems * Conditioning and Disintegration * Martingales and Optional Times * Markov Processes and Discrete-Time Chains * Random Walks and Renewal Theory * Stationary Processes and Ergodic Theory * Special Notions of Symmetry and Invariance * Poisson and Pure Jump-Type Markov Processes * Gaussian Processes and Brownian Motion * Skorohod Embedding and Invariance Principles * Independent Increments and Infinite Divisibility * Convergence of Random Processes, Measures, and Sets * Stochastic Integrals and Quadratic Variation * Continuous Martingales and Brownian Motion * Feller Processes and Semigroups * Ergodic Properties of Markov Processes * Stochastic Differential Equations and Martingale Problems * Local Time, Excursions, and Additive Functionals * One-Dimensional SDEs and Diffusions * Connections with PDEs and Potential Theory * Predictability, Compensation, and Excessive Functions * Semimartingales and General Stochastic Integration * Large Deviations * Appendix 1: Advanced Measure Theory * Appendix 2: Some Special Spaces * Historical and Bibliographical Notes * Bibliography * Indices