| 书目名称 | Probability and Stochastic Processes for Physicists | | 编辑 | Nicola Cufaro Petroni | | 视频video | http://file.papertrans.cn/757/756944/756944.mp4 | | 概述 | Builds a bridge between physics and probability.Explains the role of Brownian motion in physics.Includes appendices devoted to particular details, calculations and concise treatments of thought-provok | | 丛书名称 | UNITEXT for Physics | | 图书封面 |  | | 描述 | 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 treatm | | 出版日期 | Textbook 2020 | | 关键词 | Probability for Physicists Textbook; Markov Processes; Brownian Motion; Jump-Diffusion Processes; Ito Ca | | 版次 | 1 | | doi | https://doi.org/10.1007/978-3-030-48408-8 | | isbn_softcover | 978-3-030-48410-1 | | isbn_ebook | 978-3-030-48408-8Series ISSN 2198-7882 Series E-ISSN 2198-7890 | | issn_series | 2198-7882 | | copyright | The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerl |
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