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Probability and Stochastic Processes for Physicists

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Probability and Stochastic Processes for Physicists/ by Nicola Cufaro Petroni.
作者:	Cufaro Petroni, Nicola.
面頁冊數:	XIII, 373 p. 51 illus., 43 illus. in color.online resource. :
Contained By:	Springer Nature eBook
標題:	Quantum Physics. -
電子資源:	https://doi.org/10.1007/978-3-030-48408-8
ISBN:	9783030484088

Probability and Stochastic Processes for Physicists
Cufaro Petroni, Nicola.

Probability and Stochastic Processes for Physicists[electronic resource] /by Nicola Cufaro Petroni. - 1st ed. 2020. - XIII, 373 p. 51 illus., 43 illus. in color.online resource. - UNITEXT for Physics,2198-7882. - UNITEXT for Physics,.

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).

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.

ISBN: 9783030484088

Standard No.: 10.1007/978-3-030-48408-8doiSubjects--Topical Terms:

671960
Quantum Physics.

LC Class. No.: QC5.53

Dewey Class. No.: 530.15

Probability and Stochastic Processes for Physicists
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505 0 $a 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).
520 $a 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.
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