Non-Fiction Books:

Stochastic Processes for Physicists

Understanding Noisy Systems

Format

Hardback

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Stochastic Processes for Physicists by Kurt Jacobs
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Description

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid understanding of stochastic processes and stochastic calculus in physics, without the need for measure theory. In avoiding measure theory, this textbook gives readers the tools necessary to use stochastic methods in research with a minimum of mathematical background. Coverage of the more exotic Levy processes is included, as is a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise. The book concludes with a non-technical introduction to the concepts and jargon of measure-theoretic probability theory. With over 70 exercises, this textbook is an easily accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics.

Author Biography

Kurt Jacobs is an Assistant Professor in the Physics Department at the University of Massachusetts, Boston. He is a leading expert in the theory of quantum feedback control and the measurement and control of quantum nano-electro-mechanical systems.
Release date Australia
February 18th, 2010
Author
Country of Publication
United Kingdom
Illustrations
17 b/w illus. 73 exercises
Imprint
Cambridge University Press
Pages
204
Dimensions
174x247x15
ISBN-13
9780521765428
Product ID
3820536

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