Theory and simulation of random phenomena : mathematical foundations and physical applications / Ettore Vitali, Mario Motta, Davide Emilio Galli.
Vitali, Ettore, author.; Motta, Mario, author.; Galli, Davide Emilio, author.
2018
QC20.7.S8 V58 2018
Available Online

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Title Theory and simulation of random phenomena : mathematical foundations and physical applications / Ettore Vitali, Mario Motta, Davide Emilio Galli.
Author Vitali, Ettore, author.
ISBN 9783319905150 electronic book
3319905155 electronic book
9783319905143 print
DOI https://doi.org/10.1007/978-3-319-90515-0
Published Cham, Switzerland : Springer, [2018]
Language English
Description 1 online resource.
Other Standard Identifiers 10.1007/978-3-319-90515-0 doi
Call Number QC20.7.S8 V58 2018
Dewey Decimal Classification 530.15/923
530.15
Summary 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.
Access Note Access limited to authorized users.
Digital File Characteristics text file PDF
Source of Description Description based on online resource; title from digital title page (viewed on July 18, 2018).
Added Author Motta, Mario, author.
Galli, Davide Emilio, author.
Series UNITEXT for physics.
Available in Other Form Print version: 9783319905143
Linked Resources Online Access
Record Appears in Online Resources > Ebooks
All Resources
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.

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