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Modeles aleatoires et physique probabiliste (2009 edition.)

Franck
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Cet ouvrage est un cours de probabilités appliquées à la physique.

Partant de notions élémentaires, il introduit les concepts importants des probabilités, la physique statistique, les phénomènes critiques et les simulations numériques de manière rigoureuse et concise.

La seconde moitié de l'ouvrage s'intéresse au calcul stochastique introduit par Itô, aux diffusions et au calcul de Malliavin.

Les derniers chapitres traitent des probabilités libres et quantiques ainsi que des matrices aléatoires qui sont au cour des développements actuels.

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Product Details
Springer
2287993088 / 9782287993084
eBook (Adobe Pdf)
02/09/2009
French
572 pages
Copy: 10%; print: 10%
PBT Probability & statistics
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