Physics of stochastic processes :
Mahnke, R.
Physics of stochastic processes : how randomness acts in time / by Reinhard Mahnke, Jevgenijs Kaupuzs, Ihor Lubashevsky. - 1 online resource (xvii, 430 pages) : illustrations. - Physics textbook . - Physics textbook. .
Includes bibliographical references and index.
Fundamental concepts -- Multidimensional approach -- The master equation -- The Fokker-Planck equation -- The Langevin equation -- One-dimensional diffusion -- Bounded drift-diffusion motion -- The Ornstein-Uhlenbeck process -- Nucleation in supersaturated vapors -- Vehicular traffic -- Noise-induced phase transitions -- Many-particle systems.
Based on lectures given by one of the authors with many years of experience in teaching stochastic processes, this textbook is unique in combining basic mathematical and physical theory with numerous simple and sophisticated examples as well as detailed calculations. In addition, applications from different fields are included so as to strengthen the background learned in the first part of the book. With its exercises at the end of each chapter (and solutions only available to lecturers) this book will benefit students and researchers at different educational levels. Solutions manual available.
9783527626090 3527626093 9783527408405 3527408401 9783527626106 3527626107 1282279599 9781282279599
10.1002/9783527626090 doi
10.1002/9783527626090 Wiley InterScience http://www3.interscience.wiley.com
Stochastic processes.
Random measures.
Statistical physics.
Stochastic processes--Problems, exercises, etc.
Random measures--Problems, exercises, etc.
Statistical physics--Problems, exercises, etc.
MATHEMATICS--Probability & Statistics--Stochastic Processes.
Random measures.
Statistical physics.
Stochastic processes.
Stochastischer Prozess.
Angewandte Mathematik.
Electronic books.
Problems and exercises.
QC20.7.S8 / M34 2009
519.23
Physics of stochastic processes : how randomness acts in time / by Reinhard Mahnke, Jevgenijs Kaupuzs, Ihor Lubashevsky. - 1 online resource (xvii, 430 pages) : illustrations. - Physics textbook . - Physics textbook. .
Includes bibliographical references and index.
Fundamental concepts -- Multidimensional approach -- The master equation -- The Fokker-Planck equation -- The Langevin equation -- One-dimensional diffusion -- Bounded drift-diffusion motion -- The Ornstein-Uhlenbeck process -- Nucleation in supersaturated vapors -- Vehicular traffic -- Noise-induced phase transitions -- Many-particle systems.
Based on lectures given by one of the authors with many years of experience in teaching stochastic processes, this textbook is unique in combining basic mathematical and physical theory with numerous simple and sophisticated examples as well as detailed calculations. In addition, applications from different fields are included so as to strengthen the background learned in the first part of the book. With its exercises at the end of each chapter (and solutions only available to lecturers) this book will benefit students and researchers at different educational levels. Solutions manual available.
9783527626090 3527626093 9783527408405 3527408401 9783527626106 3527626107 1282279599 9781282279599
10.1002/9783527626090 doi
10.1002/9783527626090 Wiley InterScience http://www3.interscience.wiley.com
Stochastic processes.
Random measures.
Statistical physics.
Stochastic processes--Problems, exercises, etc.
Random measures--Problems, exercises, etc.
Statistical physics--Problems, exercises, etc.
MATHEMATICS--Probability & Statistics--Stochastic Processes.
Random measures.
Statistical physics.
Stochastic processes.
Stochastischer Prozess.
Angewandte Mathematik.
Electronic books.
Problems and exercises.
QC20.7.S8 / M34 2009
519.23