Probability and Stochastic Processes for Physicists
This book seeks to bridge the gap between the parlance, the models, and even the notations used by physicists and those used by mathematicians when it comes to the topic of probability and stochastic processes. The opening four chapters elucidate the basic concepts of probability, including probability spaces and measures, random variables, and limit theorems. Here, the focus is mainly on models and ideas rather than the mathematical tools. The discussion of limit theorems serves as a gateway to extensive coverage of the theory of stochastic processes, including, for example, stationarity and ergodicity, Poisson and Wiener processes and their…
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Produktdetails
- ISBN: 978-3-030-48410-1
- EAN: 9783030484101
- Produktnummer: 36831745
- Verlag: Springer International Publishing
- Sprache: Englisch
- Erscheinungsjahr: 2021
- Seitenangabe: 388 S.
- Masse: H23.5 cm x B15.5 cm x D2.0 cm 587 g
- Auflage: 1st ed. 2020
- Abbildungen: Paperback
- Gewicht: 587
Über den Autor
Nicola Cufaro Petroni is a theoretical physicist and Associate Professor of Probability and Mathematical Statistics at the University of Bari (Italy). He is the author of over 80 publications in international journals and on various research topics: dynamics and control of stochastic processes; stochastic mechanics; entanglement of quantum states; foundations of quantum mechanics; Lévy processes and applications to physical systems; quantitative finance and Monte Carlo simulations; option pricing with jump-diffusion processes; control of the dynamics of charged particle beams in accelerators; neural networks and their applications; and recognition and classification of acoustic signals. He has taught a variety of courses in Probability and Theoretical Physics, including Probability and Statistics, Econophysics, Probabilistic Methods in Finance, and Mathematical Methods of Physics. He currently teaches Probabilistic Methods of Physics for the Master's degree in Physics.
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