Probability and Stochastic Processes for Physicists

Part 1: Probability.- Chapter 1. Probability spaces.- Chapter 2. Distributions.- Chapter 3. Random variables.- Chapter 4. Limit theorems.- Part 2: Stochastic Processes.- Chapter 5. General notions.- Chapter 6. Heuristic de?nitions.- Chapter 7. Markovianity.- Chapter 8. An outline of stochastic calculus.- Part 3: Physical modeling.- Chapter 9. Dynamical theory of Brownian motion.- Chapter 10. Stochastic mechanics.- Part 4: Appendices .- A Consistency (Sect. 2.3.4).- B Inequalities (Sect. 3.3.2).- C Bertrand's paradox (Sect. 3.5.1).- D Lp spaces of rv's (Sect. 4.1).- E Moments and cumulants (Sect. 4.2.1).- F Binomial limit theorems (Sect. 4.3).- G Non uniform point processes (Sect 6.1.1).- H Stochastic calculus paradoxes (Sect. 6.4.2).- I Pseudo-Markovian processes (Sect. 7.1.2).- J Fractional Brownian motion (Sect. 7.1.10) .- K Ornstein-Uhlenbeck equations (Sect. 7.2.4).- L Stratonovich integral (Sect. 8.2.2).- M Stochastic bridges (Sect. 10.2).- N Kinematics of Gaussian di?usions (Sect. 10.3.1).- O Substantial operators (Sect. 10.3.3).- P Constant di?usion coe?cients (Sect. 10.4).

Este título pertence ao(s) assunto(s) indicados(s). Para ver outros títulos clique no assunto desejado.

• Física Matemática
• A física quântica (mecânica quântica e teoria quântica de campos)
• Probabilidade e Estatística
• Ciência não-linear
• Dinâmica e vibração

Probability for Physicists Textbook;Markov Processes;Brownian Motion;Jump-Diffusion Processes;Ito Calculus;Stochastic Mechanics;Stochastic Calculus;Ornstein-Uhlenbeck Equations;Stratonovich Integral