Ebook: Stochastic Tools in Mathematics and Science
- Genre: Mathematics // Mathematicsematical Statistics
- Tags: Probability Theory and Stochastic Processes, Statistical Physics, Mechanics Fluids Thermodynamics, Applications of Mathematics, Engineering Fluid Dynamics
- Series: Surveys and Tutorials in the Applied Mathematical Sciences 1
- Year: 2009
- Publisher: Springer New York
- Edition: 2nd ed.
- Language: English
- pdf
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.
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