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Physics of stochastic processes : how randomness acts in time / by Reinhard Mahnke, Jevgenijs Kaupuzs, Ihor Lubashevsky.

By: Mahnke, R. (Reinhard)Contributor(s): Kaupužs, Jevgenijs | Lubashevskiĭ, I. A. (Igorʹ Alekseevich) | Wiley InterScience (Online service)Material type: Text

TextSeries: Physics textbookPublisher: Weinheim : Wiley-VCH ; 2009Distributor: Chichester : John Wiley [distributor], 2009Description: 1 online resource (xvii, 430 pages) : illustrationsContent type: text Media type: computer Carrier type: online resourceISBN: 9783527626090; 3527626093; 9783527408405; 3527408401; 9783527626106; 3527626107; 1282279599; 9781282279599Subject(s): 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 MathematikGenre/Form: Electronic books. | Problems and exercises.Additional physical formats: Print version:: Physics of stochastic processes.DDC classification: 519.23 LOC classification: QC20.7.S8 | M34 2009Online resources: Wiley Online Library

Contents:

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.

Summary: 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.

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Holdings
Item type	Current library	Call number	Status	Date due	Barcode
Ebooks	Mysore University Main Library		Not for loan		EBJW9

Includes bibliographical references and index.

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.

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