Stochastic Processes - Mathematics and Physics II
Title | Stochastic Processes - Mathematics and Physics II PDF eBook |
Author | Sergio Albeverio |
Publisher | Springer |
Pages | 366 |
Release | 2006-11-15 |
Genre | Mathematics |
ISBN | 3540478353 |
This second BiBoS volume surveys recent developments in the theory of stochastic processes. Particular attention is given to the interaction between mathematics and physics. Main topics include: statistical mechanics, stochastic mechanics, differential geometry, stochastic proesses, quantummechanics, quantum field theory, probability measures, central limit theorems, stochastic differential equations, Dirichlet forms.
Stochastic Processes - Mathematics and Physics II
Title | Stochastic Processes - Mathematics and Physics II PDF eBook |
Author | Sergio Albeverio |
Publisher | |
Pages | 368 |
Release | 2014-01-15 |
Genre | |
ISBN | 9783662167809 |
Stochastic Processes in Physics and Chemistry
Title | Stochastic Processes in Physics and Chemistry PDF eBook |
Author | N.G. Van Kampen |
Publisher | Elsevier |
Pages | 482 |
Release | 1992-11-20 |
Genre | Science |
ISBN | 0080571387 |
This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.
Stochastic Processes - Mathematics and Physics II
Title | Stochastic Processes - Mathematics and Physics II PDF eBook |
Author | |
Publisher | |
Pages | 359 |
Release | 1987 |
Genre | |
ISBN |
Stochastic Processes - Mathematics and Physics II
Title | Stochastic Processes - Mathematics and Physics II PDF eBook |
Author | Sergio Albeverio |
Publisher | Lecture Notes in Mathematics |
Pages | 380 |
Release | 1987-04-23 |
Genre | Mathematics |
ISBN |
This second BiBoS volume surveys recent developments in the theory of stochastic processes. Particular attention is given to the interaction between mathematics and physics. Main topics include: statistical mechanics, stochastic mechanics, differential geometry, stochastic proesses, quantummechanics, quantum field theory, probability measures, central limit theorems, stochastic differential equations, Dirichlet forms.
An Introduction to Stochastic Processes in Physics
Title | An Introduction to Stochastic Processes in Physics PDF eBook |
Author | Don S. Lemons |
Publisher | Johns Hopkins University Press+ORM |
Pages | 165 |
Release | 2003-04-29 |
Genre | Science |
ISBN | 0801876389 |
This “lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics” (Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory). This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. With an emphasis on applications, it includes end-of-chapter problems. Physicist and author Don S. Lemons builds on Paul Langevin’s seminal 1908 paper “On the Theory of Brownian Motion” and its explanations of classical uncertainty in natural phenomena. Following Langevin’s example, Lemons applies Newton’s second law to a “Brownian particle on which the total force included a random component.” This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. This volume contains the complete text of Paul Langevin’s “On the Theory of Brownian Motion,” translated by Anthony Gythiel.
Stochastic Processes in Mathematical Physics and Engineering
Title | Stochastic Processes in Mathematical Physics and Engineering PDF eBook |
Author | Richard Ernest Bellman |
Publisher | American Mathematical Soc. |
Pages | 332 |
Release | 1964-12-31 |
Genre | Stochastic processes |
ISBN | 9780821867273 |