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UNITEXT for Physics

Probability and Stochastic Processes for Physicists

Autoren: Cufaro Petroni, Nicola

Vorschau
  • Builds a bridge between physics and probability  
  • Explains the role of Brownian motion in physics  
  • Includes appendices devoted to particular details, calculations and concise treatments of thought-provoking topics
Weitere Vorteile

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eBook 71,68 €
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  • ISBN 978-3-030-48408-8
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Hardcover 90,94 €
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Über dieses Lehrbuch

This book seeks to bridge the gap between the parlance, the models, and even the notations used by physicists and those used by mathematicians when it comes to the topic of probability and stochastic processes. The opening four chapters elucidate the basic concepts of probability, including probability spaces and measures, random variables, and limit theorems. Here, the focus is mainly on models and ideas rather than the mathematical tools. The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations. All these conceptual tools then converge in a dynamical theory of Brownian motion that compares the Einstein–Smoluchowski and Ornstein–Uhlenbeck approaches, highlighting the most important ideas that finally led to a connection between the Schrödinger equation and diffusion processes along the lines of Nelson’s stochastic mechanics. A series of appendices cover particular details and calculations, and offer concise treatments of particular thought-provoking topics.

Über die Autor*innen

Nicola Cufaro Petroni is a theoretical physicist and Associate Professor of Probability and Mathematical Statistics at the University of Bari (Italy). He is the author of over 80 publications in international journals and on various research topics: dynamics and control of stochastic processes; stochastic mechanics; entanglement of quantum states; foundations of quantum mechanics; Lévy processes and applications to physical systems; quantitative finance and Monte Carlo simulations; option pricing with jump-diffusion processes; control of the dynamics of charged particle beams in accelerators; neural networks and their applications; and recognition and classification of acoustic signals. He has taught a variety of courses in Probability and Theoretical Physics, including Probability and Statistics, Econophysics, Probabilistic Methods in Finance, and Mathematical Methods of Physics. He currently teaches Probabilistic Methods of Physics for the Master’s degree in Physics. 

Inhaltsverzeichnis (10 Kapitel)

Inhaltsverzeichnis (10 Kapitel)

Dieses Buch kaufen

eBook 71,68 €
Preis für Deutschland (Brutto)
  • ISBN 978-3-030-48408-8
  • Versehen mit digitalem Wasserzeichen, DRM-frei
  • Erhältliche Formate: PDF, EPUB
  • eBooks sind auf allen Endgeräten nutzbar
  • Sofortiger eBook Download nach Kauf
Hardcover 90,94 €
Preis für Deutschland (Brutto)
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Bibliografische Information

Bibliographic Information
Buchtitel
Probability and Stochastic Processes for Physicists
Autoren
Titel der Buchreihe
UNITEXT for Physics
Copyright
2020
Verlag
Springer International Publishing
Copyright Inhaber
The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG
eBook ISBN
978-3-030-48408-8
DOI
10.1007/978-3-030-48408-8
Hardcover ISBN
978-3-030-48407-1
Buchreihen ISSN
2198-7882
Auflage
1
Seitenzahl
XIII, 373
Anzahl der Bilder
8 schwarz-weiß Abbildungen, 43 Abbildungen in Farbe
Themen

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