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Stochastic Processes for Physicists : Understanding Noisy Systems

By: Kurt Jacobs (Author)

Manufacture on Demand

Ksh 12,150.00

Format: Hardback or Cased Book

ISBN-10: 0521765420

ISBN-13: 9780521765428

Publisher: Cambridge University Press

Imprint: Cambridge University Press

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Feb 18th, 2010

Publication Status: Active

Product extent: 204 Pages

Weight: 516.00 grams

Dimensions (height x width x thickness): 25.50 x 18.10 x 1.50 cms

Product Classification / Subject(s): Statistical physics
Mathematical physics

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This textbook is an accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics. It includes coverage of the more exotic Levy processes, and a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise.

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