عنوان
پدید آورنده
موضوع
رده
QC20.7 .S8 V58 2018
QC20
.
7
.
S8
V58
2018
کتابخانه
محل استقرار
INTERNATIONAL STANDARD BOOK NUMBER
(Number (ISBN
9783319905150
NATIONAL BIBLIOGRAPHY NUMBER
Number
E2867
LANGUAGE OF THE ITEM
.Language of Text, Soundtrack etc
انگلیسی
TITLE AND STATEMENT OF RESPONSIBILITY
Title Proper
Theory and simulation of random phenomena
General Material Designation
[Electronic book]
Other Title Information
: mathematical foundations and physical applications
First Statement of Responsibility
/ Ettore Vitali, Mario Motta, Davide Emilio Galli.
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Cham, Switzerland
Name of Publisher, Distributor, etc.
: Springer
Date of Publication, Distribution, etc.
, 2018.
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xiii, 235 p.
SERIES
Series Title
(UNITEXT for physics)
CONTENTS NOTE
Text of Note
1 Review of Probability Theory -- 2 Applications to Mathematical Statistics -- 3 Conditional Probability and Conditional Expectation -- 4 Markov Chains -- 5 Sampling of Random Variables and Simulation -- 6 Brownian Motion -- 7 Introduction to Stochastic Calculus and Ito Integral -- 8 Introduction to Stochastic Differential Equations and Applications -- Bibliography -- Solutions
0
SUMMARY OR ABSTRACT
Text of Note
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
TOPICAL NAME USED AS SUBJECT
Entry Element
Mathematical physics
Entry Element
Stochastic analysis
Entry Element
Stochastic processes
a04
a06
a08
LIBRARY OF CONGRESS CLASSIFICATION
Class number
QC20
.
7
Book number
.
S8
V58
2018
PERSONAL NAME - PRIMARY RESPONSIBILITY
Vitali, Ettore
PERSONAL NAME - ALTERNATIVE RESPONSIBILITY
Galli, Davide Emilio
Motta, Mario, 1923- .
ORIGINATING SOURCE
Country
ایران
Agency
University of Tehran. Library of College of Science
ELECTRONIC LOCATION AND ACCESS
Date and Hour of Consultation and Access
UT_SCI_BL_DB_1003048_0001.pdf
e
BL
278840
1
a
Y
