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Stochastic Processes for Physicists : Understanding Noisy Systems by Jacobs,

Stochastic Processes for Physicists : Understanding Noisy Systems by Jacobs, Kurt Hardcover - 2010

by Kurt Jacobs

  • Used
  • Hardcover

Description

ISBN: 9780521765428 CAMBRIDGE UNIVERSITY PRESS, 4 Jan 2013 Hardback. 204 pages 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.
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Details

  • Title Stochastic Processes for Physicists : Understanding Noisy Systems by Jacobs, Kurt
  • Binding Hardcover
  • Edition 1st Edition
  • Pages 204
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press, U.S.A
  • Date 2010-03-31
  • Illustrated Yes
  • Features Bibliography, Illustrated, Index, Table of Contents
  • Bookseller's Inventory # 9780521765428
  • ISBN 9780521765428 / 0521765420
  • Weight 1.25 lbs (0.57 kg)
  • Dimensions 9.8 x 6.8 x 0.6 in (24.89 x 17.27 x 1.52 cm)
  • Themes
    • Aspects (Academic): Science/Technology Aspects
  • Library of Congress subjects Mathematical physics, Stochastic processes
  • Library of Congress Catalog Number 2010278127
  • Dewey Decimal Code 519.230

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