Theory and Simulation of Random Phenomena - Mathematical Foundations and Physical Applications (Hardcover, 1st ed. 2018)

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. The book 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.

General

Imprint:	Springer International Publishing AG
Country of origin:	Switzerland
Series:	UNITEXT for Physics
Release date:	June 2018
First published:	2018
Authors:	Ettore Vitali • Mario Motta • Davide Emilio Galli
Dimensions:	235 x 155 x 19mm (L x W x T)
Format:	Hardcover
Pages:	235
Edition:	1st ed. 2018
ISBN-13:	978-3-319-90514-3
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Physics > General Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematical modelling Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics Promotions
LSN:	3-319-90514-7
Barcode:	9783319905143

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