Book Description
An excellent introduction for electrical, electronics engineers and computer scientists who would like to have a good, basic understanding of the stochastic processes! This clearly written book responds to the increasing interest in the study of systems that vary in time in a random manner. It presents an introductory account of some of the important topics in the theory of the mathematical models of such systems. The selected topics are conceptually interesting and have fruitful application in various branches of science and technology.
Customer Reviews:
Good book.......2007-10-05
I used this book for my Stochastic class. In my opinion, this is a good book to start.
mediocre.......2003-09-08
I found this book to be terse and unfriendly. I used this text for my introduction to markov chains class and did not get much out of it. If ur looking for a review of markov chain theory then U should consider this book. If ur looking for clear in-depth explanations and problems that are relevant to the chapters material look somewhere else.
I learned stochastic processes from this book.......2000-12-19
Hoel, Port and Stone put together a three volume series on probability, statistics and stochastic processes. In 1975 I took the first year graduate course in stochastic processes and my Professor at Stanford Yash Mittal elected this text for the course out of a number of possibilities. This book was particularly good for an introduction to Markov chains, the backbone to stochastic processes. I learned a lot from it and found it easy to use as a text. I then bought the other to books to complete the trilogy. At the time Hoel and Port were at UCLA and I believe Stone was already at Berkeley.
This is an excellent text for a graduate course that stands the test of time. If it has been revised, I am not familiar with the new edition and any possible changes that may have occurred.
Great Books in a row.......2000-08-16
This is the last volume of a series of three excellent texts by Hoel/Port/Stone on probability, statistics and stochastic processes. The way they write should be the standard for all of other authors. Concise, clear and intuitive. Lots of worked examples and exercises with answers help readers go through those topics. If you are lack of knowledge in probability and want to know stochastic processes or even financial mathematics. These three books can be your short cut.
Excellent book........2000-04-29
If you want to learn about Markov Chains in a non-measure theoretic level, this book is a must-have. But you need to have something in probablity before, as you are supposed to for Markov Chains.
It made no mistakes. Enjoyable. Exercise problems are good, although somewhat easier than Ross's Stochastic Processes. But the contents are definitely better.
If you find this too difficult, may be you need:
1. Basic probability or 2. Basic math (how to read/write proofs) 3. and Good sleep, good dinner, good shower, lots of determination/motivation, a girlfriend too maybe.
Note: put parentheses on 1 and 2. :)
Average customer rating:
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The Quantum Dice: An Introduction to Stochastic Electrodynamics (Fundamental Theories of Physics)
Luis de la Peña , and
A.M. Cetto
Manufacturer: Springer
ProductGroup: Book
Binding: Hardcover
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ASIN: 0792338189 |
Book Description
In spite of the impressive predictive power and strong mathematical structure of quantum mechanics, the theory has always suffered from important conceptual problems. Some of these have never been solved. Motivated by this state of affairs, a number of physicists have worked together for over thirty years to develop
stochastic electrodynamics, a physical theory aimed at finding a conceptually satisfactory, realistic explanation of quantum phenomena.
This is the first book to present a comprehensive review of stochastic electrodynamics, from its origins to present-day developments. After a general introduction for the non-specialist, a critical discussion is presented of the main results of the theory as well as of the major problems encountered. A chapter on stochastic optics and some interesting consequences for local realism and the Bell inequalities is included. In the final chapters the authors propose and develop a new version of the theory that brings it in closer correspondence with quantum mechanics and sheds some light on the wave aspects of matter and the linkage with quantum electrodynamics.
Audience: The volume will be of interest to scholars and postgraduate students of theoretical and mathematical physics, foundations and philosophy of physics, and teachers of theoretical physics and quantum mechanics, electromagnetic theory, and statistical physics (stochastic processes).
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Introduction to Random Vibrations, Spectral and Wavelet Analysis (3rd Edition)
D.E. Newland
Manufacturer: Prentice Hall
ProductGroup: Book
Binding: Paperback
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ASIN: 0582215846 |
Book Description
This book is a substantially expanded edition of An Introduction to Random Vibrations and Spectral Analysis which now covers wavelet analysis. Basic theory is thoroughly described and illustrated, with a detailed explanation of how discrete wavelet transforms work. Computer algorithms are expalined and supported by examples and set of problems. An appendix lists 10 computer programs for calculating and displaying wavelet transforms.
Customer Reviews:
Good DWT section.......1999-09-02
I am only interested in the last section which is on DWT. This section is a good introduction to DWT analysis. The basic idea behind the wavelet analysis is expalined fairly good in this sectoin.
Book Description
A cornerstone of applied probability, Markov chains can be used to help model how plants grow, chemicals react, and atoms diffuse--and applications are increasingly being found in such areas as engineering, computer science, economics, and education. To apply the techniques to real problems, however, it is necessary to understand how Markov chains can be solved numerically. In this book, the first to offer a systematic and detailed treatment of the numerical solution of Markov chains, William Stewart provides scientists on many levels with the power to put this theory to use in the actual world, where it has applications in areas as diverse as engineering, economics, and education. His efforts make for essential reading in a rapidly growing field.
Here Stewart explores all aspects of numerically computing solutions of Markov chains, especially when the state is huge. He provides extensive background to both discrete-time and continuous-time Markov chains and examines many different numerical computing methods--direct, single-and multi-vector iterative, and projection methods. More specifically, he considers recursive methods often used when the structure of the Markov chain is upper Hessenberg, iterative aggregation/disaggregation methods that are particularly appropriate when it is NCD (nearly completely decomposable), and reduced schemes for cases in which the chain is periodic. There are chapters on methods for computing transient solutions, on stochastic automata networks, and, finally, on currently available software. Throughout Stewart draws on numerous examples and comparisons among the methods he so thoroughly explains.
Book Description
This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. It includes end-of-chapter problems and emphasizes applications.
An Introduction to Stochastic Processes in Physics builds directly upon early-twentieth-century explanations of the "peculiar character in the motions of the particles of pollen in water" as described, in the early nineteenth century, by the biologist Robert Brown. Lemons has adopted Paul Langevin's 1908 approach of applying Newton's second law to a "Brownian particle on which the total force included a random component" to explain Brownian motion. This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. Students will find this book a useful aid to learning the unfamiliar mathematical aspects of stochastic processes while applying them to physical processes that he or she has already encountered.
Customer Reviews:
simply amazing.......2005-06-03
It is a pity that Ito Calculus is never taught in the physics curriculum (graduate or undergraduate), and learning it properly requires more advanced mathematics. This book won't overcome this deficit, however, it'll give the physicist an excellent intro to stochastic processes and practical (ready-to-use) methods for solving stochastic differential equations. I am amazed at how easy it is to read this book, and how clever and concise the presentation is. Definitely worth 5 stars for these 128 pages of text. Well worth the price tag. Get the hardcover if you want the book to last because you may refer to it again and again. It's a shame it took so long for a book of the sort to be made available.
this is an excellent book.......2004-02-21
I was looking for an introduction on stochastic systems when
I found by chance this book. It was exactly what I was looking for. This is an excellent introduction to that subject. I enjoyed reading
the text and doing the exercises (I did them all, just for the
fun of it). I also bought most of the books the author gives as references, and I must say, those books are also excellent. If you buy this book, you are not going to have regrets. Congratulations to the author!
It is the perfect introduction for a Physicist.......2003-01-20
This book is a perfect introduction to Stochastic Process for Physicists.However it is only an introduction.Our friends Economists are much ahead of us Physicists in the use of stochastic process . So for example the book do not explain ITO calculus and therefore the reader never knows that the stochastic differential equation is just symbolic. That the integrals involving paths do not exist and have to be interpreted like ITO or Stratonovich. I recomend another book like the one by Thomas Mikoshch or the one by Fima Klebaner for further studies
Average customer rating:
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An Introduction to Quantum Stochastic Calculus (Monographs in Mathematics)
K.R. Parthasarathy
Manufacturer: Birkhäuser Basel
ProductGroup: Book
Binding: Hardcover
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ASIN: 3764326972 |
Book Description
"Elegantly written, with obvious appreciation for fine points of higher mathematics...most notable is [the] author's effort to weave classical probability theory into [a] quantum framework." – The American Mathematical Monthly
"This is an excellent volume which will be a valuable companion both for those who are already active in the field and those who are new to it. Furthermore there are a large number of stimulating exercises scattered through the text which will be invaluable to students." – Mathematical Reviews
An Introduction to Quantum Stochastic Calculus aims to deepen our understanding of the dynamics of systems subject to the laws of chance both from the classical and the quantum points of view and stimulate further research in their unification. This is probably the first systematic attempt to weave classical probability theory into the quantum framework and provides a wealth of interesting features:
The origin of Ito's correction formulae for Brownian motion and the Poisson process can be traced to communication relations or, equivalently, the uncertainty principle.
Quantum stochastic interpretation enables the possibility of seeing new relationships between fermion and boson fields.
Quantum dynamical semigroups as well as classical Markov semigroups are realized through unitary operator evolutions.
The text is almost self-contained and requires only an elementary knowledge of operator theory and probability theory at the graduate level.
Customer Reviews:
Pretty good introductory book.......2005-10-19
Good introductory book on Computational Physics.
Projects proposed cover different difficulties so it can be used for college students at all levels.Concepts are well explainded. Introduces areas including linear and nonlinear systems, normal modes and waves, and electrodynamics. This second edition offers expanded material on chaos, complexity, and quantum mechanics, programs with more use of graphics, and appendices on Fortran and C.
very good introductory computational physics book.......2005-04-28
This was my first comp. physics book and it was easy and
very instructive. I can assure your money is well spent.
If you find this book too easy, then you should move on to
Thijssen's Computational Physics which is intended for the
`graduate' level readers.
Only 4 stars (not 5) because I don't think that the codes
provided in the book are that useful. Everyone has different
coding style. What really matters is the physical concepts and
not the numerical receipes.
Makes Physics a pleasure.......2004-04-19
Excellent, outstanding book for clarity, elegance, writing style and level of detail. This book won't leave you alone on the intricacies of marrying physics and computer programming and will make your programming activity more intereesting if you are more of a programmer and you physical studies more rewarding and less
"pen-and-paperlike" if you are an aspiring physicist. In fact I highly recommend this book to anyone that has an interest in how nature works and in playing with computers. The extreme clarity of this book makes it accessible to junior colege students and even to advanced, motivated high school students or for self study. I would have preferred to see the example code in the book
in C or better C++ but using BASIC has the advantage of making the book more esy to read and is just sligtly annoying for the
C++ or Java programmer. ( Are there any other kind of real programmers? ;) Just make sure you master your language enough to make calculations, use functions, and are able to produce at least some basic graphics (using C++ and openGL or DirectX would rock). Judge by yourself, but I would buy without a thought a book whose first chapter is on the "Coffe Cooling Problem".
Average customer rating:
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Introduction to Random Chaos
Jerzy Szulga
Manufacturer: Chapman & Hall/CRC
ProductGroup: Book
Binding: Loose Leaf
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ASIN: 0412050919 |
Book Description
Introduction to Random Chaos contains a wealth of information on this significant area, rooted in hypercontraction and harmonic analysis. Random chaos statistics extend the classical concept of empirical mean and variance. By focusing on the three models of Rademacher, Poisson, and Wiener chaos, this book shows how an iteration of a simple random principle leads to a nonlinear probability model- unifying seemingly separate types of chaos into a network of theorems, procedures, and applications. The concepts and techniques connect diverse areas of probability, algebra, and analysis and enhance numerous links between many fields of science. Introduction to Random Chaos serves researchers and graduate students in probability, analysis, statistics, physics, and applicable areas of science and technology.
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Introduction to Random Time and Quantum Randomness (Monographs of the Portuguese Mathematical Society, V. 1)
Kai Lai Chung , and
Jean-Claude Zambrini
Manufacturer: World Scientific Publishing Company
ProductGroup: Book
Binding: Paperback
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ASIN: 9812384154 |
Book Description
This book is made up of two essays on the role of time in probability and quantum physics. In the first one, K L Chung explains why, in his view, probability theory starts where random time appears. This idea is illustrated in various probability schemes and the deep impact of those random times on the theory of the stochastic process is shown.
In the second essay J-C Zambrini shows why quantum physics is not a regular probabilistic theory, but also why stochastic analysis provides new tools for analyzing further the meaning of Feynman's path integral approach and a number of foundational issues of quantum physics far beyond what is generally considered. The role of the time parameter, in this theory, is critically re-examined and a fresh way to approach the long-standing problem of the quantum time observable is suggested.
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