Stochastic phenomena play a central role in various scientific disciplines and underpin applications in popular industrial sectors. The purpose of the book is to introduce the reader to advanced concepts in the analysis of stochastic models starting from a detailed, intuitive and yet rigorous presentation of basic concepts. A special emphasis will be placed on problem solving and numerical implementations, with detailed solutions to all of the results and source code in the C programming language provided. The book will also cover recent specialised techniques for popular problems, providing a valuable reference for advanced readers with an active interest in the field.

This is the third edition of a well-received textbook on modern physics theory. This book provides an elementary but rigorous and self-contained presentation of the simplest theoretical framework that will meet the needs of undergraduate students. In addition, a number of examples of relevant applications and an appropriate list of solved problems are provided.Apart from a substantial extension of the proposed problems, the new edition provides more detailed discussion on Lorentz transformations and their group properties, a deeper treatment of quantum mechanics in a central potential, and a closer comparison of statistical mechanics in classical and in quantum physics. The first part of the book is devoted to special relativity, with a particular focus on space-time relativity and relativistic kinematics. The second part deals with Schroedinger's formulation of quantum mechanics. The presentation concerns mainly one-dimensional problems, but some three-dimensional examples are discussed in detail. The third part addresses the application of Gibbs' statistical methods to quantum systems and in particular to Bose and Fermi gases.