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Theory and Simulation of Random Phenomena

- Mathematical Foundations and Physical Applications

Om Theory and Simulation of Random Phenomena

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.

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  • Språk:
  • Engelsk
  • ISBN:
  • 9783319905143
  • Bindende:
  • Hardback
  • Sider:
  • 235
  • Utgitt:
  • 22. juni 2018
  • Utgave:
  • 12018
  • Dimensjoner:
  • 176x239x19 mm.
  • Vekt:
  • 510 g.
  På lager
Leveringstid: 4-8 virkedager
Forventet levering: 3. januar 2025
Utvidet returrett til 31. januar 2025
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Beskrivelse av Theory and Simulation of Random Phenomena

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.

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