Stochastic Processes for Physicists : Understanding Noisy Systems
by
Kurt Jacobs
Book Details
Format
Hardback or Cased Book
ISBN-10
0521765420
ISBN-13
9780521765428
Publisher
Cambridge University Press
Imprint
Cambridge University Press
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Feb 18th, 2010
Print length
204 Pages
Weight
516 grams
Dimensions
25.50 x 18.10 x 1.50 cms
Product Classification:
Statistical physicsMathematical physics
Ksh 8,700.00
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This textbook is an accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics. It includes coverage of the more exotic Levy processes, and a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise.
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