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UNITEXT for Physics Ser.: Probability and Stochastic Processes for Physicists by
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eBay item number:225475765152
Item specifics
- Condition
- ISBN
- 9783030484071
- Publication Year
- 2020
- Format
- Hardcover
- Language
- English
- Book Title
- Probability and Stochastic Processes for Physicists
- Item Length
- 9.3in
- Publisher
- Springer International Publishing A&G
- Genre
- Science, Mathematics
- Topic
- Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Physics / Mathematical & Computational
- Item Width
- 6.1in
- Item Weight
- 26.3 Oz
- Number of Pages
- Xiii, 373 Pages
About this product
Product Information
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.
Product Identifiers
Publisher
Springer International Publishing A&G
ISBN-10
3030484076
ISBN-13
9783030484071
eBay Product ID (ePID)
28050393001
Product Key Features
Book Title
Probability and Stochastic Processes for Physicists
Format
Hardcover
Language
English
Topic
Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Physics / Mathematical & Computational
Publication Year
2020
Genre
Science, Mathematics
Number of Pages
Xiii, 373 Pages
Dimensions
Item Length
9.3in
Item Width
6.1in
Item Weight
26.3 Oz
Additional Product Features
Number of Volumes
1 Vol.
Lc Classification Number
Qc19.2-20.85
Table of Content
Part 1: Probability.- Chapter 1. Probability spaces.- Chapter 2. Distributions.- Chapter 3. Random variables.- Chapter 4. Limit theorems.- Part 2: Stochastic Processes.- Chapter 5. General notions.- Chapter 6. Heuristic deFinitions.- Chapter 7. Markovianity.- Chapter 8. An outline of stochastic calculus.- Part 3: Physical modeling.- Chapter 9. Dynamical theory of Brownian motion.- Chapter 10. Stochastic mechanics.- Part 4: Appendices .- A Consistency (Sect. 2.3.4).- B Inequalities (Sect. 3.3.2).- C Bertrand's paradox (Sect. 3.5.1).- D Lp spaces of rv's (Sect. 4.1).- E Moments and cumulants (Sect. 4.2.1).- F Binomial limit theorems (Sect. 4.3).- G Non uniform point processes (Sect 6.1.1).- H Stochastic calculus paradoxes (Sect. 6.4.2).- I Pseudo-Markovian processes (Sect. 7.1.2).- J Fractional Brownian motion (Sect. 7.1.10) .- K Ornstein-Uhlenbeck equations (Sect. 7.2.4).- L Stratonovich integral (Sect. 8.2.2).- M Stochastic bridges (Sect. 10.2).- N Kinematics of Gaussian diusions (Sect. 10.3.1).- O Substantial operators (Sect. 10.3.3).- P Constant diusion coecients (Sect. 10.4).
Copyright Date
2020
Series
Unitext for Physics Ser.
Illustrated
Yes
Item description from the seller
Seller assumes all responsibility for this listing.
eBay item number:225475765152
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