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Theory and Simulation of Random Phenomena : Mathematical Foundations and Phys...

Description: Theory and Simulation of Random Phenomena : Mathematical Foundations and Physical Applications, Hardcover by Vitali, Ettore; Motta, Mario; Galli, Davide Emilio, ISBN 3319905147, ISBN-13 9783319905143, Brand New, Free shipping in the US

The purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations of probability theory and stochastic processes, offering step-by-step guidance from basic probability theory to advanced topics, such as stochastic differential equations, which typically are presented in textbooks that require a very strong mathematical background. Second, while leading the reader on this journey, it aims to impart the knowledge needed in order to develop algorithms that simulate realistic physical systems. Connections with several fields of pure and applied physics, from quantum mechanics to econophysics, are provided. Furthermore, the inclusion of fully solved exercises will enable the reader to learn quickly and to explore topics not covered in the main text. Th will appeal especially to graduate students wishing to learn how to simulate physical systems and to deepen their knowledge of the mathematical framework, which has very deep connections with modern quantum field theory.

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Theory and Simulation of Random Phenomena : Mathematical Foundations and Phys...

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Book Title: Theory and Simulation of Random Phenomena : Mathematical Foundations and Physical Applications

Number of Pages: Xiii, 235 Pages

Language: English

Publisher: Springer International Publishing A&G

Publication Year: 2018

Topic: Probability & Statistics / Stochastic Processes, Probability & Statistics / General, Physics / Mathematical & Computational

Illustrator: Yes

Genre: Mathematics, Science

Item Weight: 19.3 Oz

Item Length: 9.3 in

Author: Mario Motta, Ettore Vitali, Davide Emilio Galli

Item Width: 6.1 in

Book Series: Unitext for Physics Ser.

Format: Hardcover

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