Stochastic Processes for Physicists: Understanding Noisy Systems
Autor Kurt Jacobsen Limba Engleză Hardback – 17 feb 2010
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Specificații
ISBN-13: 9780521765428
ISBN-10: 0521765420
Pagini: 204
Ilustrații: 17 b/w illus. 73 exercises
Dimensiuni: 173 x 249 x 15 mm
Greutate: 0.57 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:Cambridge, United Kingdom
ISBN-10: 0521765420
Pagini: 204
Ilustrații: 17 b/w illus. 73 exercises
Dimensiuni: 173 x 249 x 15 mm
Greutate: 0.57 kg
Editura: Cambridge University Press
Colecția Cambridge University Press
Locul publicării:Cambridge, United Kingdom
Cuprins
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; References; Index.
Recenzii
'Jacobs is an enthusiastic, clear, and concise writer. He presents each theory by means of heuristic arguments and calculations.' Cosma Shalizi, Physics Today
'I think this book is a very nice introduction to the subject of stochastic processes.' Zentralblatt MATH
'I think this book is a very nice introduction to the subject of stochastic processes.' Zentralblatt MATH
Notă biografică
Descriere
Introduction to stochastic processes and their applications, and methods for numerical simulation, for graduate students and researchers in physics.