Stochastic Processes for Physicists

Understanding Noisy Systems

Nonfiction, Science & Nature, Science, Physics, Mathematical Physics, Mathematics
Cover of the book Stochastic Processes for Physicists by Kurt Jacobs, Cambridge University Press
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Kurt Jacobs ISBN: 9781107713406
Publisher: Cambridge University Press Publication: February 18, 2010
Imprint: Cambridge University Press Language: English
Author: Kurt Jacobs
ISBN: 9781107713406
Publisher: Cambridge University Press
Publication: February 18, 2010
Imprint: Cambridge University Press
Language: English

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.

More books from Cambridge University Press

Cover of the book Economic and Social Rights after the Global Financial Crisis by Kurt Jacobs
Cover of the book The Power of Scientific Knowledge by Kurt Jacobs
Cover of the book Custom as a Source of Law by Kurt Jacobs
Cover of the book How Marriage Became One of the Sacraments by Kurt Jacobs
Cover of the book The Meanings of Rights by Kurt Jacobs
Cover of the book Self-Organizing Federalism by Kurt Jacobs
Cover of the book Plants, People and Practices by Kurt Jacobs
Cover of the book The Impact of Idealism: Volume 3, Aesthetics and Literature by Kurt Jacobs
Cover of the book Daily Life in Late Antiquity by Kurt Jacobs
Cover of the book The Cambridge World History: Volume 6, The Construction of a Global World, 1400–1800 CE, Part 2, Patterns of Change by Kurt Jacobs
Cover of the book Perseverance in the Parish? by Kurt Jacobs
Cover of the book Trauma and Literature by Kurt Jacobs
Cover of the book Transparency in International Law by Kurt Jacobs
Cover of the book Meaning and Humour by Kurt Jacobs
Cover of the book Collective Violence and the Agrarian Origins of South African Apartheid, 1900–1948 by Kurt Jacobs
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy