Stochastic Processes for Physicists: Understanding Noisy Systems - Jacobs, Kurt (University of Massachusetts, Boston) - Books - Cambridge University Press - 9780521765428 - February 18, 2010
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Jacobs, Kurt (University of Massachusetts, Boston)
Stochastic Processes for Physicists: Understanding Noisy Systems

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This textbook is an accessible introduction to stochastic processes and their applications, as well as methods for numerical simulation, for graduate students and researchers in physics. It includes coverage of the more exotic Levy processes, and a concise account of numerical methods for simulating stochastic systems driven by Gaussian noise.

204 pages, 17 b/w illus. 73 exercises

Media Books     Hardcover Book   (Book with hard spine and cover)
Released February 18, 2010
ISBN13 9780521765428
Publishers Cambridge University Press
Pages 204
Dimensions 181 × 255 × 15 mm   ·   516 g
Language English  

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