國立高雄大學圖資館 |

Language: English

Back

Theory and simulation of random phen...

Galli, Davide Emilio.

Theory and simulation of random phenomenamathematical foundations and physical applications /

Record Type:	Electronic resources : Monograph/item
Title/Author:	Theory and simulation of random phenomenaby Ettore Vitali, Mario Motta, Davide Emilio Galli.
Reminder of title:	mathematical foundations and physical applications /
Author:	Vitali, Ettore.
other author:	Motta, Mario.
Published:	Cham :Springer International Publishing :2018.
Description:	xiii, 235 p. :digital ;24 cm.
Contained By:	Springer eBooks
Subject:	Stochastic processes.
Online resource:	http://dx.doi.org/10.1007/978-3-319-90515-0
ISBN:	9783319905150$q(electronic bk.)

Theory and simulation of random phenomenamathematical foundations and physical applications /
Vitali, Ettore.

Theory and simulation of random phenomenamathematical foundations and physical applications /[electronic resource] :by Ettore Vitali, Mario Motta, Davide Emilio Galli. - Cham :Springer International Publishing :2018. - xiii, 235 p. :digital ;24 cm. - UNITEXT for physics,2198-7882. - UNITEXT for physics..

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.

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.

ISBN: 9783319905150$q(electronic bk.)

Standard No.: 10.1007/978-3-319-90515-0doiSubjects--Topical Terms:

181874
Stochastic processes.

LC Class. No.: QC20.7.S8 / V583 2018

Dewey Class. No.: 530.15923

Theory and simulation of random phenomenamathematical foundations and physical applications /
LDR:02485nmm a2200325 a 4500 001 540873
003 DE-He213
005 20190111170652.0
006 m d
007 cr nn 008maaau
008 190308s2018 gw s 0 eng d
020 $a 9783319905150$q(electronic bk.)
020 $a 9783319905143$q(paper)
024 7 $a 10.1007/978-3-319-90515-0 $2 doi
035 $a 978-3-319-90515-0
040 $a GP $c GP
041 0 $a eng
050 4 $a QC20.7.S8 $b V583 2018
072 7 $a PHU $2 bicssc
072 7 $a SCI040000 $2 bisacsh
082 0 4 $a 530.15923 $2 23
090 $a QC20.7.S8 $b V836 2018
100 1 $a Vitali, Ettore. $3 819393
245 1 0 $a Theory and simulation of random phenomena $h [electronic resource] : $b mathematical foundations and physical applications / $c by Ettore Vitali, Mario Motta, Davide Emilio Galli.
260 $a Cham : $b Springer International Publishing : $b Imprint: Springer, $c 2018.
300 $a xiii, 235 p. : $b digital ; $c 24 cm.
490 1 $a UNITEXT for physics, $x 2198-7882
505 0 $a 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.
520 $a 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.
650 0 $a Stochastic processes. $3 181874
650 0 $a Stochastic analysis. $3 183332
650 0 $a Mathematical physics. $3 190854
650 1 4 $a Physics. $3 179414
650 2 4 $a Mathematical Methods in Physics. $3 273796
650 2 4 $a Probability Theory and Stochastic Processes. $3 274061
650 2 4 $a Statistical Theory and Methods. $3 274054
650 2 4 $a Mathematical Applications in the Physical Sciences. $3 522718
650 2 4 $a Numerical and Computational Physics, Simulation. $3 758154
700 1 $a Motta, Mario. $3 819394
700 1 $a Galli, Davide Emilio. $3 819395
710 2 $a SpringerLink (Online service) $3 273601
773 0 $t Springer eBooks
830 0 $a UNITEXT for physics. $3 681848
856 4 0 $u http://dx.doi.org/10.1007/978-3-319-90515-0
950 $a Physics and Astronomy (Springer-11651)