Stochastic Tools in Mathematics and Science
Seiten
2009
|
2nd ed. 2009
Springer-Verlag New York Inc.
978-1-4419-1001-1 (ISBN)
Springer-Verlag New York Inc.
978-1-4419-1001-1 (ISBN)
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This is an introductory and mathematically attractive book on probability-based modeling. It covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. A special feature is the systematic analysis of memory effects.
This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.
This introduction to probability-based modeling covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. Topics covered include conditional expectations, stochastic processes, Langevin equations, and Markov chain Monte Carlo algorithms. The applications include data assimilation, prediction from partial data, spectral analysis and turbulence. A special feature is the systematic analysis of memory effects.
Preliminaries.- Probability.- Brownian Motion.- Stationary Stochastic Processes.- Statistical Mechanics.- Time-Dependent Statistical Mechanics.
| Erscheint lt. Verlag | 1.8.2009 |
|---|---|
| Reihe/Serie | Surveys and Tutorials in the Applied Mathematical Sciences ; Vol.1 |
| Zusatzinfo | 1, black & white illustrations |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 156 x 234 mm |
| Gewicht | 560 g |
| Einbandart | Paperback |
| Themenwelt | Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik |
| ISBN-10 | 1-4419-1001-8 / 1441910018 |
| ISBN-13 | 978-1-4419-1001-1 / 9781441910011 |
| Zustand | Neuware |
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