Probability and Stochastic Processes for Physicists

Language: English

Published by Springer, Palgrave Macmillan Jun 2021, 2021

3030484106 / 9783030484101

Series: Book 39 of 67 - UNITEXT for Physics

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This item is printed on demand - Print on Demand Titel. Neuware -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.Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 388 pp. Englisch.

Seller Inventory # 9783030484101

Title
Probability and Stochastic Processes for Physicists
Author
Nicola Cufaro Petroni
Publisher
Springer, Palgrave Macmillan Jun 2021
Publication year
2021
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3030484106
ISBN 13
9783030484101
Item weight
587 grams
Dimensions
235x155x21 mm
Series
Book 39 of 67: UNITEXT for Physics

buchversandmimpf2000

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