Probability and Stochastic Processes for Physicists

Name: Probability and Stochastic Processes for Physicists
Brand: Springer Nature Switzerland AG
SKU: 9783030484071
Price: 88.1 EUR
Availability: InStock

Autor: Nicola Cufaro Petroni

Jazyk:

Väzba: Pevná

Vydavateľ: Springer Nature Switzerland AG

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88.10 €

This book seeks to bridge the gap between the parlance, the models, and even the notations used by p...

Informácie o knihe

Autor

Nicola Cufaro Petroni

Jazyk

Angličtina

Väzba

Kniha - Pevná

Vydalo

2020

Stránok

373

EAN

9783030484071

Enbook ID

32622256

Vydavateľ

Springer Nature Switzerland AG

Hmotnosť

746

Rozmery

155 x 235 x 27

Kompletný popis

This book seeks to bridge the gap between the parlance, the models, and even the notations used by physicists and those used by mathematicians when it comes to the topic of probability and stochastic processes. The opening four chapters elucidate the basic concepts of probability, including probability spaces and measures, random variables, and limit theorems. Here, the focus is mainly on models and ideas rather than the mathematical tools. The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations. All these conceptual tools then converge in a dynamical theory of Brownian motion that compares the Einstein-Smoluchowski and Ornstein-Uhlenbeck approaches, highlighting the most important ideas that finally led to a connection between the Schrödinger equation and diffusion processes along the lines of Nelson's stochastic mechanics. A series of appendices cover particular details and calculations, and offer concise treatments of particular thought-provoking topics.

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Probability and Stochastic Processes for Physicists

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