Jacobs, Kurt
Stochastic Processes for Physicists: Understanding Noisy Systems
- ISBN 13:
- 9780521765428
- author:
- Jacobs, Kurt
- format:
- HardBack
- publisher:
- Cambridge University Press
- language:
- English
- Publication Year:
- 2010
- Pages:
- 202
- Dimensions:
- 24.8 x 17.4 x 1.6 cm
- Genre:
- Science / Mathematical Physics
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
Stochastic Processes for Physicists provides a solid understanding of stochastic processes and stochastic calculus in physics. This textbook focuses on giving readers the tools necessary to use stochastic methods with minimal mathematical background, covering topics such as Levy processes and numerical methods for simulating Gaussian noise. The book includes over 70 exercises to help graduate students and researchers in physics develop their skills in using stochastic processes and numerical simulation techniques. It also offers a concise introduction to measure-theoretic probability theory, making it an accessible resource for those new to the subject. Suitable for those looking to expand their knowledge of stochastic processes and their applications in physics, this textbook is an easily accessible introduction to the field.
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