80,70 €*
Versandkostenfrei per Post / DHL
Lieferzeit 1-2 Wochen
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
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 de¿nitions.- 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 di¿usions (Sect. 10.3.1).- O Substantial operators (Sect. 10.3.3).- P Constant di¿usion coe¿cients (Sect. 10.4).
Erscheinungsjahr: | 2020 |
---|---|
Fachbereich: | Theoretische Physik |
Genre: | Mathematik, Medizin, Naturwissenschaften, Physik, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Inhalt: |
xiii
373 S. 8 s/w Illustr. 43 farbige Illustr. 373 p. 51 illus. 43 illus. in color. |
ISBN-13: | 9783030484071 |
ISBN-10: | 3030484076 |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: | Cufaro Petroni, Nicola |
Auflage: | 1st edition 2020 |
Hersteller: | Springer International Publishing |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 241 x 160 x 27 mm |
Von/Mit: | Nicola Cufaro Petroni |
Erscheinungsdatum: | 26.06.2020 |
Gewicht: | 0,746 kg |
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
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 de¿nitions.- 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 di¿usions (Sect. 10.3.1).- O Substantial operators (Sect. 10.3.3).- P Constant di¿usion coe¿cients (Sect. 10.4).
Erscheinungsjahr: | 2020 |
---|---|
Fachbereich: | Theoretische Physik |
Genre: | Mathematik, Medizin, Naturwissenschaften, Physik, Technik |
Rubrik: | Naturwissenschaften & Technik |
Medium: | Buch |
Inhalt: |
xiii
373 S. 8 s/w Illustr. 43 farbige Illustr. 373 p. 51 illus. 43 illus. in color. |
ISBN-13: | 9783030484071 |
ISBN-10: | 3030484076 |
Sprache: | Englisch |
Einband: | Gebunden |
Autor: | Cufaro Petroni, Nicola |
Auflage: | 1st edition 2020 |
Hersteller: | Springer International Publishing |
Verantwortliche Person für die EU: | Springer Verlag GmbH, Tiergartenstr. 17, D-69121 Heidelberg, juergen.hartmann@springer.com |
Maße: | 241 x 160 x 27 mm |
Von/Mit: | Nicola Cufaro Petroni |
Erscheinungsdatum: | 26.06.2020 |
Gewicht: | 0,746 kg |