ZHONG ZHANG YUAN (EN) — SPECIAL RELATIVITY AND ITS EXPERIMENTAL FOUNDATION

SPECIAL RELATIVITY AND ITS EXPERIMENTAL FOUNDATION краткое содержание

SPECIAL RELATIVITY AND ITS EXPERIMENTAL FOUNDATION - описание и краткое содержание, автор ZHONG ZHANG YUAN (EN), читать бесплатно онлайн на сайте электронной библиотеки Lib-King.Ru.

This book is divided into two parts. In the first part we introduce the foundations of special relativity, such as, the inertial frame of reference, the definition of simulataneity, and Einstein's two basic hypotheses. We give the main relativistic effects, e.g. the relativity of simultaneity, velocity addition, length-contraction, the apparent shape of a moving body, time-dilation, Doppler effect, and the Thomas precession, In particular, the simultaneity problem and slow transport of clocks are investigated in detail by means of the test theories of special relativity. In the second part, variant types of experiments performed up to now are analyzed and compared to the predictions of special relativity. This shows that the experiments are a test of the two-way speed of light, but not of the one-way speed of light.Contents:Einstein's Theory of Special Relativity:Foundations of Space-Time TheoriesRelativistic KinematicsRelativistic MechanicsElectrodynamics in MediaThe VPROCA Vector FieldTest Theories of Special Relativity:Edwards' TheoryThe General Test TheoriesExperimental Tests of Special Relativity:The Tests of Einstein's Two PostulatesThe Tests of Time DilationThe Electromagnetism ExperimentsThe Tests of Relativistic MechanicsThe Upper Bounds on Photon MassThe Tests of Thomas PrecessionReadership: Physicists, university students and teachers of physics.Key Features:Integrates advanced theoretical concepts into practical dynamic investmentDiscusses practical issues that will be relevant to practitioners, including parameter estimation, investment benchmarks, asset and liabilities management (ALM), investment constraints, and the Kelly criterionPresents a thorough treatment of jump diffusion models, including latest developments regarding classical solutions to jump diffusion control problemsWritten by professors with extensive experience on risk sensitive asset management and the relevant financial industry experience