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Thinking Probabilistically - Stochastic Processes, Disordered Systems, and Their Applications (Hardcover)
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Thinking Probabilistically - Stochastic Processes, Disordered Systems, and Their Applications (Hardcover)
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Probability theory has diverse applications in a plethora of
fields, including physics, engineering, computer science,
chemistry, biology and economics. This book will familiarize
students with various applications of probability theory,
stochastic modeling and random processes, using examples from all
these disciplines and more. The reader learns via case studies and
begins to recognize the sort of problems that are best tackled
probabilistically. The emphasis is on conceptual understanding, the
development of intuition and gaining insight, keeping
technicalities to a minimum. Nevertheless, a glimpse into the depth
of the topics is provided, preparing students for more specialized
texts while assuming only an undergraduate-level background in
mathematics. The wide range of areas covered - never before
discussed together in a unified fashion - includes Markov processes
and random walks, Langevin and Fokker-Planck equations, noise,
generalized central limit theorem and extreme values statistics,
random matrix theory and percolation theory.
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