Stochastic Processes for Physicists : Understanding Noisy Systems
Kurt. Jacobs
Bok Engelsk 2010 · Electronic books.
| Utgitt | Cambridge : Cambridge University Press , 2010
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| Omfang | 1 online resource (204 p.)
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| Opplysninger | Description based upon print version of record.. - Cover; Half-title; Title; Copyright; Contents; Preface; Acknowledgments; 1 A review of probability theory; 2 Differential equations; 3 Stochastic equations with Gaussian noise; 4 Further properties of stochastic processes; 5 Some applications of Gaussian noise; 6 Numerical methods for Gaussian noise; 7 Fokker-Planck equations and reaction-diffusion systems; 8 Jump processes; 9 Levy processes; 10 Modern probability theory; Appendix A: Calculating Gaussian integrals; References; Index. - Introduction to stochastic processes and their applications, and methods for numerical simulation, for graduate students and researchers in physics.
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| Emner | |
| Sjanger | |
| Dewey | |
| ISBN | 9780521765428
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