LEADER 04029nam a22005775i 4500001 99125381768406421 005 20200706203909.0 006 m o d | 007 cr nn 008mamaa 008 180613s2018 gw | o |||| 0|eng d 020 3-319-90515-5 024 7 10.1007/978-3-319-90515-0 |2doi 035 (CKB)3810000000358877 035 (DE-He213)978-3-319-90515-0 035 (MiAaPQ)EBC6310549 035 (PPN)229493947 035 (EXLCZ)993810000000358877 040 MiAaPQ |beng |erda |epn |cMiAaPQ |dMiAaPQ 050 4 QA274 |b.V583 2018 072 7 PHU |2bicssc 072 7 SCI040000 |2bisacsh 082 0 519.2 |223 100 1 Vitali, Ettore. |eauthor. |4aut |4http://id.loc.gov/vocabulary/relators/aut 245 10 Theory and Simulation of Random Phenomena : |bMathematical Foundations and Physical Applications / |cby Ettore Vitali, Mario Motta, Davide Emilio Galli. 250 1st ed. 2018. 264 1 Cham : |bSpringer International Publishing : |bImprint: Springer, |c2018. 300 1 online resource (XIII, 235 p. 5 illus.) 336 text |btxt |2rdacontent 337 computer |bc |2rdamedia 338 online resource |bcr |2rdacarrier 490 1 UNITEXT for Physics, |x2198-7882 504 Includes bibliographical references. 505 0 1 Review of Probability Theory -- 2 Applications to Mathematical Statistics -- 3 Conditional Probability and Conditional Expectation -- 4 Markov Chains -- 5 Sampling of Random Variables and Simulation -- 6 Brownian Motion -- 7 Introduction to Stochastic Calculus and Ito Integral -- 8 Introduction to Stochastic Differential Equations and Applications -- Bibliography -- Solutions. . 520 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. 650 0 Physics. 650 0 Probabilities. 650 0 Statistics . 650 0 Mathematical physics. 650 14 Mathematical Methods in Physics. |0https://scigraph.springernature.com/ontologies/product-market-codes/P19013 650 24 Probability Theory and Stochastic Processes. |0https://scigraph.springernature.com/ontologies/product-market-codes/M27004 650 24 Statistical Theory and Methods. |0https://scigraph.springernature.com/ontologies/product-market-codes/S11001 650 24 Mathematical Applications in the Physical Sciences. |0https://scigraph.springernature.com/ontologies/product-market-codes/M13120 650 24 Numerical and Computational Physics, Simulation. |0https://scigraph.springernature.com/ontologies/product-market-codes/P19021 776 |z3-319-90514-7 700 1 Motta, Mario. |eauthor. |4aut |4http://id.loc.gov/vocabulary/relators/aut 700 1 Galli, Davide Emilio. |eauthor. |4aut |4http://id.loc.gov/vocabulary/relators/aut 830 0 UNITEXT for Physics, |x2198-7882 906 BOOK