| 000 | 04453clm0a2200565 4500 | ||
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| 001 | 15785 | ||
| 009 | 248596926 | ||
| 003 | http://www.sudoc.fr/248596926 | ||
| 005 | 20250630092542.0 | ||
| 010 | _a9783030484088 | ||
| 017 | 7 | 0 |
_a10.1007/978-3-030-48408-8 _2DOI |
| 090 | _a15785 | ||
| 099 |
_tOUVR _zALEX31357 |
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| 181 |
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_6z01 _cc _2rdamedia |
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| 182 | 1 |
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| 183 | 1 |
_6z01 _aceb _2RDAfrCarrier |
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| 200 | 1 |
_aProbability and Stochastic Processes for Physicists _fby Nicola Cufaro Petroni |
|
| 205 | _a1st ed. 2020. | ||
| 214 | 0 |
_aCham _cSpringer International Publishing _d2020 |
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| 225 | 0 |
_aUNITEXT for Physics _x2198-7890 |
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| 230 | _aDonnées textuelles | ||
| 327 | 1 |
_aPart 1: Probability _aChapter 1. Probability spaces _aChapter 2. Distributions _aChapter 3. Random variables _aChapter 4. Limit theorems _aPart 2: Stochastic Processes _aChapter 5. General notions _aChapter 6. Heuristic definitions _aChapter 7. Markovianity _aChapter 8. An outline of stochastic calculus _aPart 3: Physical modeling _aChapter 9. Dynamical theory of Brownian motion _aChapter 10. Stochastic mechanics _aPart 4: Appendices _aA Consistency (Sect. 2.3.4) _aB Inequalities (Sect. 3.3.2) _aC Bertrand's paradox (Sect. 3.5.1) _aD Lp spaces of rv's (Sect. 4.1) _aE Moments and cumulants (Sect. 4.2.1) _aF Binomial limit theorems (Sect. 4.3) _aG Non uniform point processes (Sect 6.1.1) _aH Stochastic calculus paradoxes (Sect. 6.4.2) _aI Pseudo-Markovian processes (Sect. 7.1.2) _aJ Fractional Brownian motion (Sect. 7.1.10) _aK Ornstein-Uhlenbeck equations (Sect. 7.2.4) _aL Stratonovich integral (Sect. 8.2.2) _aM Stochastic bridges (Sect. 10.2) _aN Kinematics of Gaussian diffusions (Sect. 10.3.1) _aO Substantial operators (Sect. 10.3.3) _aP Constant diffusion coefficients (Sect. 10.4). |
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| 330 | _aThis 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. | ||
| 337 | _aNécessite un lecteur de fichier PDF | ||
| 371 | 0 | _aL'accès complet à la ressource est réservé aux usagers des établissements qui en ont fait l'acquisition | |
| 410 |
_0234521570 _tUNITEXT for physics (Online) _x2198-7890 |
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| 452 |
_0253505216 _tProbability and stochastic processes for physicists _fNicola Cufaro Petroni _p1 vol. (XIII-373 p.) _sUNITEXT for physics |
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| 452 |
_tProbability and Stochastic Processes for Physicists _bTexte imprimé _y9783030484095 |
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| 452 |
_tProbability and Stochastic Processes for Physicists _bTexte imprimé _y9783030484101 |
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| 606 |
_aPhysics _2lc |
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| 606 |
_aProbabilities _2lc |
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| 606 |
_aMathematical physics _2lc |
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| 606 |
_aDynamics _2lc |
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| 606 |
_aErgodic theory _2lc |
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| 606 |
_aVibration _2lc |
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| 606 |
_aDynamical systems _2lc |
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| 606 |
_aQuantum physics _2lc |
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| 615 |
_aPhysics and Astronomy _n11651 _2Springer |
||
| 676 |
_a530.15 _v23 |
||
| 680 | _aQC5.53 | ||
| 700 | 1 |
_aCufaro Petroni _bNicola _4070 |
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| 856 | 4 |
_qPDF _uhttps://doi.org/10.1007/978-3-030-48408-8 _wDonnées éditeur |
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| 856 |
_uhttp://link.springer.com/openurl?genre=book&isbn=978-3-030-48408-8 _zLivre électronique |
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