Author: V. Balakrishnan
Publisher: Springer
ISBN: 9783030622350
Category : Science
Languages : en
Pages : 314
Book Description
This book deals with the basic principles and techniques of nonequilibrium statistical mechanics. The importance of this subject is growing rapidly in view of the advances being made, both experimentally and theoretically, in statistical physics, chemical physics, biological physics, complex systems and several other areas. The presentation of topics is quite self-contained, and the choice of topics enables the student to form a coherent picture of the subject. The approach is unique in that classical mechanical formulation takes center stage. The book is of particular interest to advanced undergraduate and graduate students in engineering departments.
Elements of Nonequilibrium Statistical Mechanics
Author: V. Balakrishnan
Publisher: Springer
ISBN: 9783030622350
Category : Science
Languages : en
Pages : 314
Book Description
This book deals with the basic principles and techniques of nonequilibrium statistical mechanics. The importance of this subject is growing rapidly in view of the advances being made, both experimentally and theoretically, in statistical physics, chemical physics, biological physics, complex systems and several other areas. The presentation of topics is quite self-contained, and the choice of topics enables the student to form a coherent picture of the subject. The approach is unique in that classical mechanical formulation takes center stage. The book is of particular interest to advanced undergraduate and graduate students in engineering departments.
Publisher: Springer
ISBN: 9783030622350
Category : Science
Languages : en
Pages : 314
Book Description
This book deals with the basic principles and techniques of nonequilibrium statistical mechanics. The importance of this subject is growing rapidly in view of the advances being made, both experimentally and theoretically, in statistical physics, chemical physics, biological physics, complex systems and several other areas. The presentation of topics is quite self-contained, and the choice of topics enables the student to form a coherent picture of the subject. The approach is unique in that classical mechanical formulation takes center stage. The book is of particular interest to advanced undergraduate and graduate students in engineering departments.
Random Walk, Brownian Motion, and Martingales
Author: Rabi Bhattacharya
Publisher: Springer Nature
ISBN: 303078939X
Category : Mathematics
Languages : en
Pages : 396
Book Description
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study. Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the Kolmogorov–Chentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theory throughout. Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed.
Publisher: Springer Nature
ISBN: 303078939X
Category : Mathematics
Languages : en
Pages : 396
Book Description
This textbook offers an approachable introduction to stochastic processes that explores the four pillars of random walk, branching processes, Brownian motion, and martingales. Building from simple examples, the authors focus on developing context and intuition before formalizing the theory of each topic. This inviting approach illuminates the key ideas and computations in the proofs, forming an ideal basis for further study. Consisting of many short chapters, the book begins with a comprehensive account of the simple random walk in one dimension. From here, different paths may be chosen according to interest. Themes span Poisson processes, branching processes, the Kolmogorov–Chentsov theorem, martingales, renewal theory, and Brownian motion. Special topics follow, showcasing a selection of important contemporary applications, including mathematical finance, optimal stopping, ruin theory, branching random walk, and equations of fluids. Engaging exercises accompany the theory throughout. Random Walk, Brownian Motion, and Martingales is an ideal introduction to the rigorous study of stochastic processes. Students and instructors alike will appreciate the accessible, example-driven approach. A single, graduate-level course in probability is assumed.
Brownian Motion
Author: René L. Schilling
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110307308
Category : Mathematics
Languages : en
Pages : 424
Book Description
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
Publisher: Walter de Gruyter GmbH & Co KG
ISBN: 3110307308
Category : Mathematics
Languages : en
Pages : 424
Book Description
Brownian motion is one of the most important stochastic processes in continuous time and with continuous state space. Within the realm of stochastic processes, Brownian motion is at the intersection of Gaussian processes, martingales, Markov processes, diffusions and random fractals, and it has influenced the study of these topics. Its central position within mathematics is matched by numerous applications in science, engineering and mathematical finance. Often textbooks on probability theory cover, if at all, Brownian motion only briefly. On the other hand, there is a considerable gap to more specialized texts on Brownian motion which is not so easy to overcome for the novice. The authors’ aim was to write a book which can be used as an introduction to Brownian motion and stochastic calculus, and as a first course in continuous-time and continuous-state Markov processes. They also wanted to have a text which would be both a readily accessible mathematical back-up for contemporary applications (such as mathematical finance) and a foundation to get easy access to advanced monographs. This textbook, tailored to the needs of graduate and advanced undergraduate students, covers Brownian motion, starting from its elementary properties, certain distributional aspects, path properties, and leading to stochastic calculus based on Brownian motion. It also includes numerical recipes for the simulation of Brownian motion.
First Passage Time Distribution of Brownian Motion with Positive Drift (inverse Gaussian Distribution)
Author: M. T. Wasan
Publisher: Kingston, Ont. : Department of Mathematics, Queen's University
ISBN:
Category : Brownian movements
Languages : en
Pages : 644
Book Description
Bibliografi, s. 302-311
Publisher: Kingston, Ont. : Department of Mathematics, Queen's University
ISBN:
Category : Brownian movements
Languages : en
Pages : 644
Book Description
Bibliografi, s. 302-311
First Passage Time Distribution of Brownian Motion
Author: M. T. Wasan
Publisher:
ISBN:
Category : Brownian movements
Languages : en
Pages : 712
Book Description
Publisher:
ISBN:
Category : Brownian movements
Languages : en
Pages : 712
Book Description
Brownian Motion
Author: Peter Mörters
Publisher: Cambridge University Press
ISBN: 1139486578
Category : Mathematics
Languages : en
Pages :
Book Description
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
Publisher: Cambridge University Press
ISBN: 1139486578
Category : Mathematics
Languages : en
Pages :
Book Description
This eagerly awaited textbook covers everything the graduate student in probability wants to know about Brownian motion, as well as the latest research in the area. Starting with the construction of Brownian motion, the book then proceeds to sample path properties like continuity and nowhere differentiability. Notions of fractal dimension are introduced early and are used throughout the book to describe fine properties of Brownian paths. The relation of Brownian motion and random walk is explored from several viewpoints, including a development of the theory of Brownian local times from random walk embeddings. Stochastic integration is introduced as a tool and an accessible treatment of the potential theory of Brownian motion clears the path for an extensive treatment of intersections of Brownian paths. An investigation of exceptional points on the Brownian path and an appendix on SLE processes, by Oded Schramm and Wendelin Werner, lead directly to recent research themes.
The Distribution of First Passage Times for Brownian Motion (microfilm).
Author: Lawrence Keith Roy
Publisher:
ISBN:
Category : Brownian motion processes
Languages : en
Pages : 98
Book Description
Publisher:
ISBN:
Category : Brownian motion processes
Languages : en
Pages : 98
Book Description
The Distribution of First Passage Times for Brownian Motion [microform]
Author: Roy, Lawrence K
Publisher: National Library of Canada
ISBN:
Category :
Languages : en
Pages :
Book Description
Publisher: National Library of Canada
ISBN:
Category :
Languages : en
Pages :
Book Description
Two characterizations of the first passage time distribution of a standard Brownian motion
Author: Madanlal T. Wasan
Publisher:
ISBN:
Category :
Languages : en
Pages : 20
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 20
Book Description
The Bivariate Distribution of the First Passage Time in Brownian Motion
Author: Ei-Hu Shen
Publisher:
ISBN:
Category : Brownian motion processes
Languages : en
Pages : 62
Book Description
Publisher:
ISBN:
Category : Brownian motion processes
Languages : en
Pages : 62
Book Description