Download or read book Probability and Stochastic Processes for Physicists written by Nicola Cufaro Petroni and published by Springer Nature. This book was released on 2020-06-25 with total page 372 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book seeks to bridge the gap between the parlance, the models, and even the notations used by physicists and those used by mathematicians when it comes to the topic of probability and stochastic processes. The opening four chapters elucidate the basic concepts of probability, including probability spaces and measures, random variables, and limit theorems. Here, the focus is mainly on models and ideas rather than the mathematical tools. The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations. All these conceptual tools then converge in a dynamical theory of Brownian motion that compares the Einstein–Smoluchowski and Ornstein–Uhlenbeck approaches, highlighting the most important ideas that finally led to a connection between the Schrödinger equation and diffusion processes along the lines of Nelson’s stochastic mechanics. A series of appendices cover particular details and calculations, and offer concise treatments of particular thought-provoking topics.
Download or read book Stochastic Processes for Physicists written by Kurt Jacobs and published by Cambridge University Press. This book was released on 2010-02-18 with total page 203 pages. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.
Download or read book Probability and Random Processes written by Venkatarama Krishnan and published by John Wiley & Sons. This book was released on 2006-06-27 with total page 739 pages. Available in PDF, EPUB and Kindle. Book excerpt: A resource for probability AND random processes, with hundreds ofworked examples and probability and Fourier transform tables This survival guide in probability and random processes eliminatesthe need to pore through several resources to find a certainformula or table. It offers a compendium of most distributionfunctions used by communication engineers, queuing theoryspecialists, signal processing engineers, biomedical engineers,physicists, and students. Key topics covered include: * Random variables and most of their frequently used discrete andcontinuous probability distribution functions * Moments, transformations, and convergences of randomvariables * Characteristic, generating, and moment-generating functions * Computer generation of random variates * Estimation theory and the associated orthogonalityprinciple * Linear vector spaces and matrix theory with vector and matrixdifferentiation concepts * Vector random variables * Random processes and stationarity concepts * Extensive classification of random processes * Random processes through linear systems and the associated Wienerand Kalman filters * Application of probability in single photon emission tomography(SPECT) More than 400 figures drawn to scale assist readers inunderstanding and applying theory. Many of these figures accompanythe more than 300 examples given to help readers visualize how tosolve the problem at hand. In many instances, worked examples aresolved with more than one approach to illustrate how differentprobability methodologies can work for the same problem. Several probability tables with accuracy up to nine decimal placesare provided in the appendices for quick reference. A specialfeature is the graphical presentation of the commonly occurringFourier transforms, where both time and frequency functions aredrawn to scale. This book is of particular value to undergraduate and graduatestudents in electrical, computer, and civil engineering, as well asstudents in physics and applied mathematics. Engineers, computerscientists, biostatisticians, and researchers in communicationswill also benefit from having a single resource to address mostissues in probability and random processes.
Download or read book Theory of Probability and Random Processes written by Leonid Koralov and published by Springer Science & Business Media. This book was released on 2007-08-10 with total page 346 pages. Available in PDF, EPUB and Kindle. Book excerpt: A one-year course in probability theory and the theory of random processes, taught at Princeton University to undergraduate and graduate students, forms the core of this book. It provides a comprehensive and self-contained exposition of classical probability theory and the theory of random processes. The book includes detailed discussion of Lebesgue integration, Markov chains, random walks, laws of large numbers, limit theorems, and their relation to Renormalization Group theory. It also includes the theory of stationary random processes, martingales, generalized random processes, and Brownian motion.
Download or read book Probability Random Processes and Statistical Analysis written by Hisashi Kobayashi and published by Cambridge University Press. This book was released on 2011-12-15 with total page 813 pages. Available in PDF, EPUB and Kindle. Book excerpt: Together with the fundamentals of probability, random processes and statistical analysis, this insightful book also presents a broad range of advanced topics and applications. There is extensive coverage of Bayesian vs. frequentist statistics, time series and spectral representation, inequalities, bound and approximation, maximum-likelihood estimation and the expectation-maximization (EM) algorithm, geometric Brownian motion and Itô process. Applications such as hidden Markov models (HMM), the Viterbi, BCJR, and Baum–Welch algorithms, algorithms for machine learning, Wiener and Kalman filters, and queueing and loss networks are treated in detail. The book will be useful to students and researchers in such areas as communications, signal processing, networks, machine learning, bioinformatics, econometrics and mathematical finance. With a solutions manual, lecture slides, supplementary materials and MATLAB programs all available online, it is ideal for classroom teaching as well as a valuable reference for professionals.
Download or read book Probability and Random Processes written by Scott Miller and published by Academic Press. This book was released on 2012-01-11 with total page 625 pages. Available in PDF, EPUB and Kindle. Book excerpt: Miller and Childers have focused on creating a clear presentation of foundational concepts with specific applications to signal processing and communications, clearly the two areas of most interest to students and instructors in this course. It is aimed at graduate students as well as practicing engineers, and includes unique chapters on narrowband random processes and simulation techniques. The appendices provide a refresher in such areas as linear algebra, set theory, random variables, and more. Probability and Random Processes also includes applications in digital communications, information theory, coding theory, image processing, speech analysis, synthesis and recognition, and other fields. * Exceptional exposition and numerous worked out problems make the book extremely readable and accessible * The authors connect the applications discussed in class to the textbook * The new edition contains more real world signal processing and communications applications * Includes an entire chapter devoted to simulation techniques.
Download or read book Probability and Random Processes written by Geoffrey Grimmett and published by Oxford University Press. This book was released on 2001-05-31 with total page 626 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook provides a wide-ranging and entertaining indroduction to probability and random processes and many of their practical applications. It includes many exercises and problems with solutions.
Download or read book An Introduction to Stochastic Processes in Physics written by Don S. Lemons and published by Johns Hopkins University Press+ORM. This book was released on 2003-04-29 with total page 165 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Introduction to Probability and Stochastic Processes with Applications written by Liliana Blanco Castañeda and published by John Wiley & Sons. This book was released on 2014-08-21 with total page 613 pages. Available in PDF, EPUB and Kindle. Book excerpt: An easily accessible, real-world approach to probability and stochastic processes Introduction to Probability and Stochastic Processes with Applications presents a clear, easy-to-understand treatment of probability and stochastic processes, providing readers with a solid foundation they can build upon throughout their careers. With an emphasis on applications in engineering, applied sciences, business and finance, statistics, mathematics, and operations research, the book features numerous real-world examples that illustrate how random phenomena occur in nature and how to use probabilistic techniques to accurately model these phenomena. The authors discuss a broad range of topics, from the basic concepts of probability to advanced topics for further study, including Itô integrals, martingales, and sigma algebras. Additional topical coverage includes: Distributions of discrete and continuous random variables frequently used in applications Random vectors, conditional probability, expectation, and multivariate normal distributions The laws of large numbers, limit theorems, and convergence of sequences of random variables Stochastic processes and related applications, particularly in queueing systems Financial mathematics, including pricing methods such as risk-neutral valuation and the Black-Scholes formula Extensive appendices containing a review of the requisite mathematics and tables of standard distributions for use in applications are provided, and plentiful exercises, problems, and solutions are found throughout. Also, a related website features additional exercises with solutions and supplementary material for classroom use. Introduction to Probability and Stochastic Processes with Applications is an ideal book for probability courses at the upper-undergraduate level. The book is also a valuable reference for researchers and practitioners in the fields of engineering, operations research, and computer science who conduct data analysis to make decisions in their everyday work.
Download or read book Probability Theory and Stochastic Processes written by Pierre Brémaud and published by Springer Nature. This book was released on 2020-04-07 with total page 717 pages. Available in PDF, EPUB and Kindle. Book excerpt: The ultimate objective of this book is to present a panoramic view of the main stochastic processes which have an impact on applications, with complete proofs and exercises. Random processes play a central role in the applied sciences, including operations research, insurance, finance, biology, physics, computer and communications networks, and signal processing. In order to help the reader to reach a level of technical autonomy sufficient to understand the presented models, this book includes a reasonable dose of probability theory. On the other hand, the study of stochastic processes gives an opportunity to apply the main theoretical results of probability theory beyond classroom examples and in a non-trivial manner that makes this discipline look more attractive to the applications-oriented student. One can distinguish three parts of this book. The first four chapters are about probability theory, Chapters 5 to 8 concern random sequences, or discrete-time stochastic processes, and the rest of the book focuses on stochastic processes and point processes. There is sufficient modularity for the instructor or the self-teaching reader to design a course or a study program adapted to her/his specific needs. This book is in a large measure self-contained.
Download or read book Stochastic Processes in Physics and Chemistry written by N.G. Van Kampen and published by Elsevier. This book was released on 1992-11-20 with total page 482 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Fundamentals of Probability and Stochastic Processes with Applications to Communications written by Kun Il Park and published by Springer. This book was released on 2017-11-24 with total page 277 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides engineers with focused treatment of the mathematics needed to understand probability, random variables, and stochastic processes, which are essential mathematical disciplines used in communications engineering. The author explains the basic concepts of these topics as plainly as possible so that people with no in-depth knowledge of these mathematical topics can better appreciate their applications in real problems. Applications examples are drawn from various areas of communications. If a reader is interested in understanding probability and stochastic processes that are specifically important for communications networks and systems, this book serves his/her need.
Download or read book Probability for Physicists written by Simon Širca and published by Springer. This book was released on 2016-05-20 with total page 415 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is designed as a practical and intuitive introduction to probability, statistics and random quantities for physicists. The book aims at getting to the main points by a clear, hands-on exposition supported by well-illustrated and worked-out examples. A strong focus on applications in physics and other natural sciences is maintained throughout. In addition to basic concepts of random variables, distributions, expected values and statistics, the book discusses the notions of entropy, Markov processes, and fundamentals of random number generation and Monte-Carlo methods.
Download or read book Probability in Physics written by Andy Lawrence and published by Springer Nature. This book was released on 2019-09-01 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: This textbook presents an introduction to the use of probability in physics, treating introductory ideas of both statistical physics and of statistical inference, as well the importance of probability in information theory, quantum mechanics, and stochastic processes, in a unified manner. The book also presents a harmonised view of frequentist and Bayesian approaches to inference, emphasising their complementary value. The aim is to steer a middle course between the "cookbook" style and an overly dry mathematical statistics style. The treatment is driven by real physics examples throughout, but developed with a level of mathematical clarity and rigour appropriate to mid-career physics undergraduates. Exercises and solutions are included.
Download or read book Stochastic Processes written by Wolfgang Paul and published by Springer Science & Business Media. This book was released on 2013-07-11 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book introduces the theory of stochastic processes with applications taken from physics and finance. Fundamental concepts like the random walk or Brownian motion but also Levy-stable distributions are discussed. Applications are selected to show the interdisciplinary character of the concepts and methods. In the second edition of the book a discussion of extreme events ranging from their mathematical definition to their importance for financial crashes was included. The exposition of basic notions of probability theory and the Brownian motion problem as well as the relation between conservative diffusion processes and quantum mechanics is expanded. The second edition also enlarges the treatment of financial markets. Beyond a presentation of geometric Brownian motion and the Black-Scholes approach to option pricing as well as the econophysics analysis of the stylized facts of financial markets, an introduction to agent based modeling approaches is given.
Download or read book Probability and Stochastics written by Erhan Çınlar and published by Springer Science & Business Media. This book was released on 2011-02-21 with total page 567 pages. Available in PDF, EPUB and Kindle. Book excerpt: This text is an introduction to the modern theory and applications of probability and stochastics. The style and coverage is geared towards the theory of stochastic processes, but with some attention to the applications. In many instances the gist of the problem is introduced in practical, everyday language and then is made precise in mathematical form. The first four chapters are on probability theory: measure and integration, probability spaces, conditional expectations, and the classical limit theorems. There follows chapters on martingales, Poisson random measures, Levy Processes, Brownian motion, and Markov Processes. Special attention is paid to Poisson random measures and their roles in regulating the excursions of Brownian motion and the jumps of Levy and Markov processes. Each chapter has a large number of varied examples and exercises. The book is based on the author’s lecture notes in courses offered over the years at Princeton University. These courses attracted graduate students from engineering, economics, physics, computer sciences, and mathematics. Erhan Cinlar has received many awards for excellence in teaching, including the President’s Award for Distinguished Teaching at Princeton University. His research interests include theories of Markov processes, point processes, stochastic calculus, and stochastic flows. The book is full of insights and observations that only a lifetime researcher in probability can have, all told in a lucid yet precise style.
Download or read book Stochastic Processes written by Pierre Del Moral and published by CRC Press. This book was released on 2017-02-24 with total page 866 pages. Available in PDF, EPUB and Kindle. Book excerpt: Unlike traditional books presenting stochastic processes in an academic way, this book includes concrete applications that students will find interesting such as gambling, finance, physics, signal processing, statistics, fractals, and biology. Written with an important illustrated guide in the beginning, it contains many illustrations, photos and pictures, along with several website links. Computational tools such as simulation and Monte Carlo methods are included as well as complete toolboxes for both traditional and new computational techniques.
