The purpose of this book is twofold: first, it sets out to equip the reader with a sound understanding of the foundations of probability theory and stochastic processes, offering step-by-step guidance from basic probability theory to advanced topics, such as stochastic differential equations, which typically are presented in textbooks that require a very strong mathematical background. Second, while leading the reader on this journey, it aims to impart the knowledge needed in order to develop algorithms that simulate realistic physical systems. Connections with several fields of pure and applied physics, from quantum mechanics to econophysics, are provided. Furthermore, the inclusion of fully solved exercises will enable the reader to learn quickly and to explore topics not covered in the main text. The book will appeal especially to graduate students wishing to learn how to simulate physical systems and to deepen their knowledge of the mathematical framework, which has very deep connections with modern quantum field theory.
|Titolo:||Theory and Simulation of Random Phenomena : Mathematical Foundations and Physical Applications|
|Data di pubblicazione:||2018|
|Parole Chiave:||Computational Physics graduate textbook; Stochastic differential equations and applications; Brownian motionMarkov chains; Applications to Mathematical Statistics; Conditional expectations in probability theory; Random variables and simulation; Quantum statistics|
|Settore Scientifico Disciplinare:||Settore FIS/03 - Fisica della Materia|
|Digital Object Identifier (DOI):||10.1007/978-3-319-90515-0|
|Citazione:||Theory and Simulation of Random Phenomena : Mathematical Foundations and Physical Applications / E. Vitali, M. Motta, D.E. Galli. - [s.l] : Springer International Publishing AG, 2018. - ISBN 9783319905143. (UNITEXT FOR PHYSICS)|
|Appare nelle tipologie:||05 - Volume|