Skip to main content
SpringerLink
Log in

Noise Theory and Application to Physics

From Fluctuations to Information

  • Textbook
  • © 2004

Overview

Authors:
  1. Philippe Réfrégier

    1. Institut Fresnel, D.U. St. Jérôme, Marseille cedex 20, France

    View author publications

    You can also search for this author in PubMed   Google Scholar

Part of the book series: Advanced Texts in Physics (ADTP)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 39.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 54.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 54.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (9 chapters)

  1. Front Matter

    Pages I-XIII
    Download chapter PDF

  2. Introduction

    • Philippe Réfrégier
    Pages 1-4

  3. Random Variables

    • Philippe Réfrégier
    Pages 5-24

  4. Fluctuations and Covariance

    • Philippe Réfrégier
    Pages 25-69

  5. Limit Theorems and Fluctuations

    • Philippe Réfrégier
    Pages 71-107

  6. Information and Fluctuations

    • Philippe Réfrégier
    Pages 109-136

  7. Thermodynamic Fluctuations

    • Philippe Réfrégier
    Pages 137-166

  8. Statistical Estimation

    • Philippe Réfrégier
    Pages 167-207

  9. Examples of Estimation in Physics

    • Philippe Réfrégier
    Pages 209-229

  10. Solutions to Exercises

    • Philippe Réfrégier
    Pages 231-283

  11. Back Matter

    Pages 285-288
    Download chapter PDF
Back to top

Keywords

About this book

I had great pleasure in reading Philippe Refregier's book on the theory of noise and its applications in physics. The main aim of the book is to present the basic ideas used to characterize these unwanted random signals that obscure information content. To this end, the author devotes a sigificant part of his book to a detailed study of the probabilistic foundations of fluctuation theory. Following a concise and accurate account of the basics of probability the­ ory, the author includes a detailed study of stochastic processes, emphasizing the idea of the correlation function, which plays a key role in many areas of physics. Physicists often assume that the noise perturbing a signal is Gaussian. This hypothesis is justified if one can consider that the noise results from the superposition of a great many independent random perturbations. It is this fact that brings the author to discuss the theory underlying the addition of random variables, accompanied by a wide range of illustrative examples. Since noise affects information, the author is naturally led to consider Shannon's information theory, which in turn brings him to the altogether fundamental idea of entropy. This chapter is completed with a study of com­ plexity according to Kolmogorov. This idea is not commonly discussed in physics and the reader will certainly appreciate the clear presentation within these pages.

Reviews

From the reviews:

"Philippe Réfrégier’s book is an introduction to the fundamental principles of randomness that can be encountered in a physicist’s everyday life. … Réfrégier’s book is a good textbook for physics graduate students and researchers who want to go a little deeper into probability theory … . I would also recommend it to mathematicians who want to get a different point of view on probability theory. Students will undoubtedly profit from a variety of exercises that come with … solutions." (Achim Klenke, Zentralblatt MATH, Vol. 1092 (18), 2006)

"The book provides a good presentation of the statistical basis for theories of noise in physics. … Noise theory and application to physics provides a precise description of the theoretical background and practical tools for noise and fluctuation analyses. It will thus be of great interest to undergraduate or postgraduate students and researchers in physics and the engineering sciences." (Stefan Adams, Mathematical Reviews, Issue 2006 e)

Authors and Affiliations

  • Institut Fresnel, D.U. St. Jérôme, Marseille cedex 20, France

    Philippe Réfrégier

Bibliographic Information

  • Book Title: Noise Theory and Application to Physics

  • Book Subtitle: From Fluctuations to Information

  • Authors: Philippe Réfrégier

  • Series Title: Advanced Texts in Physics

  • DOI: https://doi.org/10.1007/978-0-387-22526-5

  • Publisher: Springer New York, NY

  • eBook Packages: Springer Book Archive

  • Copyright Information: Springer Science+Business Media New York 2004

  • Hardcover ISBN: 978-0-387-20154-2Published: 27 April 2004

  • Softcover ISBN: 978-1-4419-1896-3Published: 12 December 2011

  • eBook ISBN: 978-0-387-22526-5Published: 06 December 2012

  • Series ISSN: 1439-2674

  • Edition Number: 1

  • Number of Pages: XIII, 288

  • Topics: Complex Systems, Classical Electrodynamics, Statistical Physics and Dynamical Systems

Publish with us

Policies and ethics

Back to top

Search

Navigation