Can I read Stochastic Processes for Physicists : Understanding Noisy Systems on EtoBox?

Stochastic Processes for Physicists : Understanding Noisy Systems by Kurt Jacobs is a nonfiction available to read on EtoBox.

What is Stochastic Processes for Physicists : Understanding Noisy Systems about?

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.

Who reads Stochastic Processes for Physicists : Understanding Noisy Systems?

Author

Kurt Jacobs

Publisher

Cambridge University Press (Virtual Publishing)

Published

2010

Language

EN

ISBN

9780511677366

Category

nonfiction

Subjects

Mathematics, Science, Physics