Ruslan Leontjewitsch Stratonowitsch

Ruslan Leontjewitsch Stratonovich ( Russian Русла́н Лео́нтьевич Страто́нович , English transcription Ruslan Leontievich Stratonovich ; born May 31, 1930 in Moscow ; † January 13, 1997 ibid) was a Soviet physicist and probability theorist .

Stratonowitsch graduated from high school as an external student and won a gold medal for his achievements as a student. He studied from 1947 at Lomonosov University and specialized there under PI Kuznetsov in radio physics (a Soviet term for vibrational physics - including noise - in the broadest sense, but above all in the electromagnetic field). In 1953 he graduated and came into contact with the mathematician Andrei Kolmogorow . In 1956 he received his doctorate ( theory of correlated random points and application to the calculation of electronic noise ). In 1969 he became a professor of physics at Lomonosov University.

He developed a stochastic calculus as an alternative to the Ito calculus in stochastic integration . Here the Stratonovich integral is named after him (developed at the same time by DL Fisk). At the end of the 1950s he developed a theory of non-linear optimal filters (of which the Kalman filter is a special case, about which Rudolf Kálmán published from 1960) from the theory of the conditional Markov processes , subject of his habilitation (Russian doctorate) 1965 ( Conditional Markow Processes and their application in optimal control theory ). He first presented his filter theory in 1958 at the All Union Conference on Statistical Radiophysics.

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

In 1965 he developed the theory of the value of information, which describes decision-making situations in which the question is how much someone should pay for information.

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

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

Viacheslav Belavkin (who developed quantum versions of his stochastic theories) is one of his students .

Fonts

• with 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
• Editor with 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)

literature

• MS Yarlykov, Yu. A. Soloviev To the 80th Birthday of RL Stratonovich , Automation and Remote Control, Volume 71, 2010, pp. 1447-1450, doi: 10.1134 / S0005117910070192

Individual evidence

1. ↑ Stratonovich first met Kalman in 1960 at a conference in Moscow and was in correspondence with him
2. ↑ Stratonovich On a Method of Calculating Quantum Distribution Functions , Soviet Physics Doklady, Volume 2, 1958, p. 41
3. ^ Hubbard Calculation of Partition Functions , Physical Review Letters, Volume 3, 1959, p. 77
4. ↑ Stratonovich On Value of Information , Izvestiya of USSR Academy of Sciences, Technical Cybernetics 5, 1965, pp. 3-12