Theory and Simulation of Random Phenomena - Mathematical Foundations and Physical ApplicationsPevná vazba
Theory and Simulation of Random Phenomena - Mathematical Foundations and Physical ApplicationsPevná vazba The purpose of this book is twofold: first, it sets out to equip the reader with a sound…
Specifikacia Theory and Simulation of Random Phenomena - Mathematical Foundations and Physical ApplicationsPevná vazba
Theory and Simulation of Random Phenomena - Mathematical Foundations and Physical ApplicationsPevná vazba
The purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations of probability theory and stochastic processes, offering step-by-step guidance from basic probability theory to advanced topics, such as stochastic differential equations, which typically are presented in textbooks that require a very strong mathematical background. Connections with several fields of pure and applied physics, from quantum mechanics to econophysics, are provided. Second, while leading the reader on this journey, it aims to impart the knowledge needed in order to develop algorithms that simulate realistic physical systems.
The book will appeal especially to graduate students wishing to learn how to simulate Furthermore, the inclusion of fully solved exercises will enable the reader to learn quickly and to explore topics not covered in the main text.
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