Ruslan Stratonovich

Ruslan Leontyevich Stratonowitsch (Russian Руслан Леонтьевич Стратонович, English transcription Ruslan Leontievich Stratonovich; born May 31, 1930 in Moscow, † 13 January 1997 ) was a Russian physicist and probability theorist (stochastic processes).

Stratonowitsch made ​​as External High School and won a gold medal as a student for his achievements. He studied from 1947 at the Moscow State University, specializing in there under PI Kuznetsov on radio physics ( a Soviet term for oscillation physics - including noise - in the broadest sense, but especially in the electromagnetic spectrum ). In 1953 he graduated and came into contact with the mathematician Andrei Kolmogorov. In 1956 he received his doctorate (theory of correlated random dots and apply to the calculation of electronic noise ). In 1969 he became professor of physics at the Moscow State University.

He developed a stochastic calculus as an alternative to Ito calculus in stochastic integration. Here, the Stratonovich integral is named after him (simultaneously developed by DL Fisk ). In the late 1950s he developed a theory of non-linear optimal filter (from the Kalman filter is a special case, published over the Rudolf Kálmán in 1960 ) from the theory of conditional Markov processes, the topic of his habilitation (Russian PhD ), 1965 ( Conditional Markov processes and their application in the optimum control theory ). He put his filter theory for the first time at the 1958 All-Union Conference on Statistical Radiophysics ago.

The Hubbard - Stratonovich transformation in the theory of path integrals ( or distribution functions of statistical mechanics ) was introduced by him (and used by John Hubbard in solid-state physics ). It is based on a mathematical transformation of the Gaussian form of the path integral core with the help of the introduction of an additional scalar field. Physically, this corresponds to the introduction of a central field, so that a two-body forces on interacting many-particle system can be replaced by a many-particle medium-field.

In 1965, he developed the theory of pricing information (Value of Information ), the decision-making situations describes where it comes to the question of how much someone is going to pay for an information ..

Most recently, he published a book on non-linear non-equilibrium thermodynamics.

In 1984 he was awarded the Lomonosov Prize, in 1988 the USSR State Prize in 1996 and the Prize of the Russian Federation.

Among his pupils was Viacheslav Belavkin ( quantum versions of its stochastic theories developed ).

Writings

  • PI Kuznetsov The propagation of electromagnetic waves in multiconductor transmission lines, Pergamon Press 1964
  • Topics in the theory of random noise, 2 volumes, Gordon and Breach, 1963, 1967
  • Publisher PI Kuznetsov, VI Tikhonov: Nonlinear transformation of stochastic processes, Pergamon Press 1965
  • Conditional Markov processes and Their application to the theory of optimal control, Elsevier 1968
  • Nonlinear Nonequilibrium Thermodynamics, 2 volumes, Springer Series in Synergetics, 1992, 1994 ( Volume 1: Linear and Nonlinear fluctuation - dissipation theorem, Volume 2: Advanced Theory)
John Hubbard (physicist) Digital Object Identifier
697862
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