This textbook presents an introduction to the use of probability in physics, treating introductory ideas of both statistical physics and of statistical inference, as well the importance of probability in information theory, quantum mechanics, and stochastic processes, in a unified manner. The book also presents a harmonised view of frequentist and Bayesian approaches to inference, emphasising their complementary value. The aim is to steer a middle course between the "cookbook" style and an overly dry mathematical statistics style. The treatment is driven by real physics examples throughout, but developed with a level of mathematical clarity and rigour appropriate to mid-career physics undergraduates. Exercises and solutions are included.

For physics students interested in the mathematics they use, and for math students interested in seeing how some of the ideas of their discipline find realization in an applied setting. The presentation strikes a balance between formalism and application, between abstract and concrete. The interconnections among the various topics are clarified both by the use of vector spaces as a central unifying theme, recurring throughout the book, and by putting ideas into their historical context. Enough of the essential formalism is included to make the presentation self-contained.

Probability theory

This book is designed as a practical and intuitive introduction to probability, statistics and random quantities for physicists. The book aims at getting to the main points by a clear, hands-on exposition supported by well-illustrated and worked-out examples. A strong focus on applications in physics and other natural sciences is maintained throughout. In addition to basic concepts of random variables, distributions, expected values and statistics, the book discusses the notions of entropy, Markov processes, and fundamentals of random number generation and Monte-Carlo methods.

This book introduces college students and other readers to the uses of probability and statistics in the physical sciences, focusing on thermal and statistical physics and touching upon quantum physics. Widely praised as beautifully written and thoughtful, Reasoning About Luck explains concepts in a way that readers can understand and enjoy, even students who are not specializing in science and those outside the classroom — only some familiarity with basic algebra is necessary. Attentive readers will come away with a solid grasp of many of the basic concepts of physics and some excellent insights into the way physicists think and work. "If students who are not majoring in science understood no more physics than that presented by Ambegaokar, they would have a solid basis for thinking about physics and the other sciences." — Physics Today. "There is a real need for rethinking how we teach thermal physics—at all levels, but especially to undergraduates. Professor Ambegaokar has done just that, and given us an outstanding and ambitious textbook for nonscience majors. I find Professor Ambegaokar's style throughout the book to be graceful and witty, with a nice balance of both encouragement and admonishment." — American Journal of Physics.

What is the role and meaning of probability in physical theory, in particular in two of the most successful theories of our age, quantum physics and statistical mechanics? Laws once conceived as universal and deterministic, such as Newton‘s laws of motion, or the second law of thermodynamics, are replaced in these theories by inherently probabilistic laws. This collection of essays by some of the world‘s foremost experts presents an in-depth analysis of the meaning of probability in contemporary physics. Among the questions addressed are: How are probabilities defined? Are they objective or subjective? What is their explanatory value? What are the differences between quantum and classical probabilities? The result is an informative and thought-provoking book for the scientifically inquisitive.

The present wave of interest in quantum foundations is caused by the tremendous development of quantum information science and its applications to quantum computing and quantum communication. It has become clear that some of the difficulties encountered in realizations of quantum information processing have roots at the very fundamental level. To solve such problems, quantum theory has to be reconsidered. This book is devoted to the analysis of the probabilistic structure of quantum theory, probing the limits of classical probabilistic representation of quantum phenomena.