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Stochastic Processes for Physicists
Understanding Noisy Systems
- Editore:
Cambridge University Press
- EAN:
9780521765428
- ISBN:
0521765420
- Pagine:
- 204
- Formato:
- Hardback
- Lingua:
- Inglese
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Descrizione Stochastic Processes for Physicists
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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