Probability and Stochastic Processes for Physicists

By:

Nicola Cufaro Petroni

Format:

Paperback / softback

Series:

Unitext for Physics

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Description

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 trajectories, other Markov processes, jump-diffusion processes, stochastic calculus, and stochastic differential equations. All these conceptual tools then converge in a dynamical theory of Brownian motion that compares the Einstein–Smoluchowski and Ornstein–Uhlenbeck approaches, highlighting the most important ideas that finally led to a connection between the Schrödinger equation and diffusion processes along the lines of Nelson’s stochastic mechanics. A series of appendices cover particular details and calculations, and offer concise treatments of particular thought-provoking topics.

Author Biography:

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.

Release date Australia

June 26th, 2021

Author

Nicola Cufaro Petroni

Audience

Professional & Vocational

Edition

1st ed. 2020

Illustrations

43 Illustrations, color; 8 Illustrations, black and white; XIII, 373 p. 51 illus., 43 illus. in color.

Pages

373

Series

Unitext for Physics

ISBN-13

9783030484101

Product ID

35122847

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