Ariel Amir (Massachusetts Harvard University)

Thinking Probabilistically

Stochastic Processes, Disordered Systems, and Their Applications

• Broschiertes Buch

Produktbeschreibung

Assuming only an undergraduate-level background in mathematics, this book explains the power of thinking probabilistically through a diverse set of applications drawn from science. It covers a wide range of topics never before discussed together in a unified fashion while keeping technicalities to a minimum.

Produktdetails

• Verlag: Cambridge University Press
• Seitenzahl: 242
• Erscheinungstermin: 17. Dezember 2020
• Englisch
• Abmessung: 244mm x 169mm x 17mm
• Gewicht: 442g
• ISBN-13: 9781108789981
• ISBN-10: 1108789986
• Artikelnr.: 60064128

Autorenporträt

Ariel Amir is a Professor at Harvard University, Massachusetts. His research centers on the theory of complex systems.

Inhaltsangabe

1. Introduction
2. Random walks
3. Langevin and Focker-Planck equations and their applications
4. Escape over a barrier
5. Noise
6. Generalized central limit theorem and extreme value statistics
7. Anomalous diff usion
8. Random matrix theory
9. Percolation theory
Appendix A. Review of basic probability concepts and common distributions
Appendix B. A brief linear algebra reminder, and some Gaussian integrals
Appendix C. Contour integration and Fourier transform refresher
Appendix D. Review of Newtonian mechanics, basic statistical mechanics and Hessians
Appendix E. Minimizing functionals, the divergence theorem and saddle point approximations
Appendix F. Notation, notation...
References
Index.