Stochastic Processes for Physicists is popular PDF and ePub book, written by Kurt Jacobs in 2010-02-18, it is a fantastic choice for those who relish reading online the Science genre. Let's immerse ourselves in this engaging Science book by exploring the summary and details provided below. Remember, Stochastic Processes for Physicists can be Read Online from any device for your convenience.
Stochastic Processes for Physicists Book PDF Summary
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.
Detail Book of Stochastic Processes for Physicists PDF
- Author : Kurt Jacobs
- Release : 18 February 2010
- Publisher : Cambridge University Press
- ISBN : 9781139486798
- Genre : Science
- Total Page : 203 pages
- Language : English
- PDF File Size : 7,8 Mb
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