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Theory and Simulation of Random Phenomena

Mathematical Foundations and Physical Applications

  • Ettore Vitali
  • Mario Motta
  • Davide Emilio Galli

Part of the UNITEXT for Physics book series (UNITEXTPH)

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Ettore Vitali, Mario Motta, Davide Emilio Galli
    Pages 1-40
  3. Ettore Vitali, Mario Motta, Davide Emilio Galli
    Pages 41-74
  4. Ettore Vitali, Mario Motta, Davide Emilio Galli
    Pages 75-88
  5. Ettore Vitali, Mario Motta, Davide Emilio Galli
    Pages 89-108
  6. Ettore Vitali, Mario Motta, Davide Emilio Galli
    Pages 109-129
  7. Ettore Vitali, Mario Motta, Davide Emilio Galli
    Pages 131-152
  8. Ettore Vitali, Mario Motta, Davide Emilio Galli
    Pages 153-175
  9. Ettore Vitali, Mario Motta, Davide Emilio Galli
    Pages 177-201
  10. Back Matter
    Pages 203-235

About this book

Introduction

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.

Keywords

Computational Physics graduate textbook Stochastic differential equations and applications Brownian motion Markov chains Applications to Mathematical Statistics Conditional expectations in probability theory Random variables and simulation Quantum statistics

Authors and affiliations

  • Ettore Vitali
    • 1
  • Mario Motta
    • 2
  • Davide Emilio Galli
    • 3
  1. 1.WilliamsburgUSA
  2. 2.Physics DepartmentCollege of William and Mary Physics DepartmentWilliamsburgUSA
  3. 3.Department of PhysicsUniversity of Milan Department of PhysicsMilanoItaly

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-90515-0
  • Copyright Information Springer International Publishing AG, part of Springer Nature 2018
  • Publisher Name Springer, Cham
  • eBook Packages Physics and Astronomy
  • Print ISBN 978-3-319-90514-3
  • Online ISBN 978-3-319-90515-0
  • Series Print ISSN 2198-7882
  • Series Online ISSN 2198-7890
  • Buy this book on publisher's site
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