Stochastic Processes for Physicists: Understanding Noisy Systems - Hardcover

Jacobs, Kurt

Hardcover

ISBN 10: 0521765420 ISBN 13: 9780521765428

Publisher: Cambridge University Press, 2010

Synopsis

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.

About this title

Book Description

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.

About the Author

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.

Edition details

• Publisher: Cambridge University Press
• Publication date: 2010
• ISBN 10: 0521765420
• ISBN 13: 9780521765428
• Binding: Hardcover
• Language: English
• Edition number: 1
• Number of pages: 204