Probability and Stochastic Processes for Physicists. (2020)

• Record Type: Book
• Further Information: Note: Nicola Cufaro Petroni.
• Authors: Cufaro Petroni, Nicola
• Contents: Part 1: Probability.- Chapter 1. Probability spaces.- Chapter 2. Distributions.- Chapter 3. Random variables.- Chapter 4. Limit theorems.- Part 2: Stochastic Processes.- Chapter 5. General notions.- Chapter 6. Heuristic definitions.- Chapter 7. Markovianity.- Chapter 8. An outline of stochastic calculus.- Part 3: Physical modeling.- Chapter 9. Dynamical theory of Brownian motion.- Chapter 10. Stochastic mechanics.- Part 4: Appendices .- A Consistency (Sect. 2.3.4).- B Inequalities (Sect. 3.3.2).- C Bertrand's paradox (Sect. 3.5.1).- D Lp spaces of rv's (Sect. 4.1).- E Moments and cumulants (Sect. 4.2.1).- F Binomial limit theorems (Sect. 4.3).- G Non uniform point processes (Sect 6.1.1).- H Stochastic calculus paradoxes (Sect. 6.4.2).- I Pseudo-Markovian processes (Sect. 7.1.2).- J Fractional Brownian motion (Sect. 7.1.10) .- K Ornstein-Uhlenbeck equations (Sect. 7.2.4).- L Stratonovich integral (Sect. 8.2.2).- M Stochastic bridges (Sect. 10.2).- N Kinematics of Gaussian diffusions (Sect. 10.3.1).- O Substantial operators (Sect. 10.3.3).- P Constant diffusion coefficients (Sect. 10.4).
• Publisher Details: Cham : Springer
• Publication Date: 2020
• Copyright Date: 2020
• Extent: 1 online resource (373 pages)
• Subjects: Physics; Probabilities; Mathematical physics; Dynamics; Ergodic theory; Vibration; Dynamical systems; Quantum physics; Mathematics -- Probability & Statistics -- General; Science -- Mathematical Physics; Mathematics -- Mathematical Analysis; Technology & Engineering -- Mechanical; Science -- Quantum Theory; Probability & statistics; Mathematical physics; Nonlinear science; Dynamics & vibration; Quantum physics (quantum mechanics & quantum field theory)
• Languages: English
• ISBNs: 9783030484088
• Related ISBNs: 9783030484071
• Access Rights: Legal Deposit; Only available on premises controlled by the deposit library and to one user at any one time; The Legal Deposit Libraries (Non-Print Works) Regulations (UK).
• Access Usage: Restricted: Printing from this resource is governed by The Legal Deposit Libraries (Non-Print Works) Regulations (UK) and UK copyright law currently in force.