Fundamentals of Statistical Signal Processing, Volume I: Estimation Theory

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This text is geared towards a one-semester graduate-level course in statistical signal processing and estimation theory. The author balances technical detail with practical and implementation issues, delivering an exposition that is both theoretically rigorous and application-oriented. The book covers topics such as minimum variance unbiased estimators, the Cramer-Rao bound, best linear unbiased estimators, maximum likelihood estimation, recursive least squares, Bayesian estimation techniques, and the Wiener and Kalman filters. The author provides numerous examples, which illustrate both theory and applications for problems such as high-resolution spectral analysis, system identification, digital filter design, adaptive beamforming and noise cancellation, and tracking and localization. The primary audience will be those involved in the design and implementation of optimal estimation algorithms on digital computers. The text assumes that you have a background in probability and random processes and linear and matrix algebra and exposure to basic signal processing. Students as well as researchers and practicing engineers will find the text an invaluable introduction and resource for scalar and vector parameter estimation theory and a convenient reference for the design of successive parameter estimation algorithms.

Book Description

A unified presentation of parameter estimation for those involved in the design and implementation of statistical signal processing algorithms. Covers important approaches to obtaining an optimal estimator and analyzing its performance; and includes numerous examples as well as applications to real- world problems. MARKETS: For practicing engineers and scientists who design and analyze signal processing systems, i.e., to extract information from noisy signals — radar engineer, sonar engineer, geophysicist, oceanographer, biomedical engineer, communications engineer, economist, statistician, physicist, etc.

Customer Reviews:

Legendary and masterpiece in estimation theory.......2004-06-13

Without any hesitation, I consider this book as a masterpiece in the area of statistical signal processing. Kay takes the reader to the journey of estimation theory as if a science teacher takes his students to a field trip. The one special feature of this book is the convergence of thought that reader obtains upon reading the book. Kay lays a fundamental bridge between various estimators using his succinct style for describing the subject.

Few special areas require more attention in this book. For example the coverage of EM methods is very condense and requires more elaboration. Also there is no discussion on the estimation methods using higher order statistics.

Overall I consider this book as the best book I have read ever and I highly recommend this book to those who want to obtain an ever-lasting view on statistical signal processing.

couldn't rate 6... a must !.......2003-08-12

I've had tough courses on statistical signal processing as a post-grade student. I am often confused in front of a problem and turning back to the notes taken in class doesn't help much.
When you read this book all gets bright. I am still wondering how some teachers can be so confusing while such good books do exist...
However don't count on it for in depth mathematical demonstrations, it starts with a practical problem and explains how to model things. Thus it is a bit bottom-up but anyway starting from a good graduate level in signal and stats.
I got this one at the library but already ordered a copy for myself and am planning to get part2 on detection.

A reference for self-directed study.......2003-06-09

This text is very good for those who start doing research in statistical signal processing. A lot of explanations, technical terms are well presented and consistent, plus a number of examples that help you to learn about different statistical signal processing concepts and algorithms. Research students can be beneficial alot from this text.

The book has depth and is well written.......2003-02-08

This is one of the best references on statistical signal processing. The topic is not of simple matter, but the author presents the materials clearly together with great examples. The book is reader-friendly and is relatively error-free. I have bought several copies for my PhD students at Georgia Tech.

An Excellent Book in Estimation Theory.......2002-03-04

This book was asigned to me for a graduate course in Statistical Signal Estimation. The book was very useful and easy to read. It was well written and had helpful examples. I recommend this book for any one who wants to learn about Estimation Theory.

Thermodynamics and an Introduction to Thermostatistics, 2nd Edition

Average customer rating:

Wrong Edition Sent
Key to undestanf statistical physics
nice book, nice service
Excellent
Insightful Postulational Approach to Thermodynamics

Thermodynamics and an Introduction to Thermostatistics, 2nd Edition
Herbert B. Callen
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

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ASIN: 0471862568

Book Description

The only text to cover both thermodynamic and statistical mechanics--allowing students to fully master thermodynamics at the macroscopic level. Presents essential ideas on critical phenomena developed over the last decade in simple, qualitative terms. This new edition maintains the simple structure of the first and puts new emphasis on pedagogical considerations. Thermostatistics is incorporated into the text without eclipsing macroscopic thermodynamics, and is integrated into the conceptual framework of physical theory.

Customer Reviews:

Wrong Edition Sent.......2007-09-24

Although the edition was correct, the book was a paperback when I specifically paid for hardbound. Even more frustrating was the fact that it was not eligible for return.

Key to undestanf statistical physics.......2006-10-26

The postulational approach is really great. This book tooks away all the question I had about the connection between thermodynamics and statistical physics. I think it's a good idea to read Fermi's thermodynamics also. To see how smart one can be when using thermodynamics.

nice book, nice service.......2005-09-16

I am both satisfied with amazon service and with the book.

Excellent.......2005-03-30

Beautiful simple straightforward approach to thermodynamics. The postulates are well explained and the use of the axioms is highlighted. Challenging questions make this book a joy to use, great a student text as well as a reference.

Insightful Postulational Approach to Thermodynamics.......2004-05-19

Why did I buy an older thermodynamics text, one first published in 1960? I trusted the advice of earlier reviewers.
They say: 1) The best treatment of classical thermodynamics that I have seen. The chapters on phase transitions are excellent and the mechanical model used to illustrate critical phenomena is brilliant. 2) It is far better than most books on the subject. 3) I think this book has no competition as a text in thermodynamics. It is the ideal preparation for a book like Landau's Statistical Physics. 4) The overview of the fundamentals of thermodynamics is without rival. 5) I think this book is a great option if you feel disappointed with the standard treatment of thermodynamics.

A few reviewers argued that Callen's text was less suitable for engineering students (too few heat-mechanical energy conversion problems) and chemical engineers (too few chemical mixture problems).

My trust was not misplaced. Thermodynamics, an Introduction to the Physical Theories of Equilibrium Thermostatics and Irreversible Thermodynamics, is an exceptional text. I give it five stars.

H. B. Callen offers a fascinating and insightful postulational approach to thermodynamics rather than the conventional inductive approach. He targets first year graduate students and advanced undergraduates; however, even readers proficient with advanced thermodynamics should find Callen's approach stimulating.

The text has three primary sections: General Principles of Classical Thermodynamics (200 pages), Representative Applications (65 pages), and Fluctuations and Irreversible Thermodynamics (50 pages). An extensive appendix, some 50 pages, offers a useful review of pertinent mathematics and other relevant topics. Answers are not provided to the chapter problems.

Interspersed throughout are brief chapters that review useful mathematical techniques. I appreciated the discussions of the Euler equation, the Legendre transformations, the extremum principle in the Legendre transformed representations, and the Maxwell relations (not the Maxwell EM equations). Callen provides useful tools like a thermodynamic mnemonic diagram (first introduced by Max Born) and associated procedures for reducing the formal manipulation of partial derivates to "a simple recipe".

Callen's text has been widely used. I reviewed the 1960 first edition, eighteenth printing. A second edition published in 1984 is easier to find and is often used today as a supplementary text.

Thanks again for the advice from previous reviewers.

Molecular Driving Forces: Statistical Thermodynamics in CHemistry & Biology

Average customer rating:

spectacular introduction!
Good enough to be self-study book
Want to understand the physics if life? Need to read this!

Molecular Driving Forces: Statistical Thermodynamics in CHemistry & Biology
Ken A. Dill
Manufacturer: Routledge
ProductGroup: Book
Binding: Paperback

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ASIN: 0815320515

Book Description

This text shows how many complex behaviors of molecules can result from a few simple physical processes. A central theme is the idea that simplistic models can give surprisingly accurate insights into the workings of the molecular world. Written in a clear and student-friendly style, the book gives an excellent introduction to the field for novices. It should also be useful to those who want to refresh their understanding of this important field, and those interested in seeing how physical principles can be applied to the study of problems in the chemical, biological, and material sciences. Furthermore, Molecular Driving Forces contains a number of features including:
*449 carefully produced figures illustrating the subject matter
*178 worked examples in the chapters which explain the key concepts and show their practical applications
*The text is mathematically self-contained, with 'mathematical toolkits' providing the required maths
*Advanced material that might not be suitable for some elementary courses is clearly delineated in the text
*End-of-chapter references and suggestions for further reading

Customer Reviews:

spectacular introduction!.......2007-03-10

I have this book assigned as a text book for one of my classes and it is superb. Very clear explaination from the very basics of statistics and how it builds up to thermodynamics and beyond. The book succintly explains all of the necessary math and has instructive examples to drive the point home. I really like this book!

Good enough to be self-study book.......2006-02-26

This book is really amazing, gives good examples and alot of questions. It is easy to follow, but it hasn't the whole math of many derivations.

Want to understand the physics if life? Need to read this!.......2003-08-02

The topic of this book, the physical chemistry of molecules, especially those relevant to biology, is one of the most challenging courses to a college student in chemist. But these authors have tried to make it easy for you - and they succeed. They used figures, pictures and analogies to help you to understand some of the most sophisticated concepts in science. For example entropy. The authors are leading researchers in the field and they brought a unique perspective to the subject; the writing is very lucid.

Quantum Enigma: Physics Encounters Consciousness

Average customer rating:

Importance of Einstein's inquisitiveness.
Quantum questions at their best
Absolute must-read
A perspective shaking journey
Excellent treatment of the subject

Quantum Enigma: Physics Encounters Consciousness
Bruce Rosenblum , and Fred Kuttner
Manufacturer: Oxford University Press, USA
ProductGroup: Book
Binding: Hardcover

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ASIN: 019517559X

Book Description

The most successful theory in all of science--and the basis of one third of our economy--says the strangest things about the world and about us. Can you believe that physical reality is created by our observation of it? Physicists were forced to this conclusion, the quantum enigma, by what they observed in their laboratories. Trying to understand the atom, physicists built quantum mechanics and found, to their embarrassment, that their theory intimately connects consciousness with the physical world. Quantum Enigma explores what that implies and why some founders of the theory became the foremost objectors to it. Schrodinger showed that it "absurdly" allowed a cat to be in a "superposition" simultaneously dead and alive. Einstein derided the theory's "spooky interactions." With Bell's Theorem, we now know Schrodinger's superpositions and Einstein's spooky interactions indeed exist. Authors Bruce Rosenblum and Fred Kuttner explain all of this in non-technical terms with help from some fanciful stories and bits about the theory's developers. They present the quantum mystery honestly, with an emphasis on what is and what is not speculation. Physics' encounter with consciousness is its skeleton in the closet. Because the authors open the closet and examine the skeleton, theirs is a controversial book. Quantum Enigma's description of the experimental quantum facts, and the quantum theory explaining them, is undisputed. Interpreting what it all means, however, is controversial. Every interpretation of quantum physics encounters consciousness. Rosenblum and Kuttner therefore turn to exploring consciousness itself--and encounter quantum physics. Free will and anthropic principles become crucial issues, and the connection of consciousness with the cosmos suggested by some leading quantum cosmologists is mind-blowing. Readers are brought to a boundary where the particular expertise of physicists is no longer a sure guide. They will find, instead, the facts and hints provided by quantum mechanics and the ability to speculate for themselves.

Customer Reviews:

Importance of Einstein's inquisitiveness........2007-10-03

Remember "Blue Velvet" movie and frequently shouting "don't you f@#$ look at me!!" Frank (played with raving mania by Dennis Hopper)? Maybe Frank knew something we do not. But.. jokes aside - it is again about Einstein mostly, and about his two famous quips: "I like to think that the moon is there even if I am not looking at it" and: "God does not play dice". He related to measurement/observation problem and Nature's randomness. His questions, musings and skepticism spawned further research into "what is going on?" bringing quantum physics and consciousness enigma into the light. As we read the text, we learn that physicists can be divided into two groups: these who does not want to enter the hazy border of physics and philosophy, and much smaller but not less respected cluster of open-minded scientists who are not afraid to investigate and ask dipper questions. Second group consist(ed) among others Schrodinger himself and John Wheeler - dreamer and colleague of Einstein. There is something wrong with the way science is conducted, and authors clearly point at it quoting many names and opinions. For example: reductionism may be soon in retreat and reasoning by induction has logical problems. Mathematics is not always a panacea for theory -says Stephen Hawking: "The usual approach of science of constructing a mathematical model cannot answer the questions of why there should be a universe for the model to describe" (string cosmologists take heed!). Even philosopher and physicist Victor Stenger ("The Unconscious Quantum") - strong believer in empirical facts/observations and total critic of consciousness admits that we do not live in deterministic Newtonian clockwork universe. I mention him here because I read several of his books not without pleasure. In conclusion: "Quantum Enigma" is a fascinating and provocative book. The only small disappointment comes from marginal treatment of Roger Penrose's interpretation of quantum weirdness that goes without any need to invoke observers or parallel universes. For details one may check June 2005 Discover magazine. Soon after this book was published, May 12th 2007 New Scientist magazine printed information about planned experiments at the University of California , Santa Barbara. The researchers believe they will have ruled out one of the most popular explanations for how quantum things turn classical and that decoherence theory cannot be correct. Experiment will offer an inside into the fundamental nature of quantum measurement, and possibility to take a quick peek inside the box, glimpse the cat's state and observe "superposition" marching one step at a time. This could be a very profound discovery..stay alerted.

Quantum questions at their best.......2007-09-12

A good concise format for the most pressing quantum questions.
A very good read. Recomended for anyone needing more input on how our peception of reality, changes as quantum questions arise..

IM

Absolute must-read.......2007-08-24

I just finished reading Quantum Enigma and it has left me stunned.

Although I am sure many folks would not agree, I think the topic of this book examines the most important questions facing us humans -- the fundamental nature of consciousness and "reality", and how the two interact. The authors explain how quantum theory clearly shows that microscopic particles behave in a way that does not "make sense". Not only can those particles exist in two places at once, but the theory shows that they only exist when observed by something or someone. And since our everyday macroscopic objects are theoretically made up of those tiny particles, what does that mean about the chair I am sitting on? Is it there only because I am here? As stated on page 156, "There is no way to interpret quantum theory without in some way addressing consciousness."

This is not a "pop-quantum" book like the Tao of Physics or The Dancing Wu Li Masters. Nor does it present nonsensical extrapolations of quantum theory to spiritual phenomena, as in the "What the Bleep..." movie. But it does explore realms where most physics text books do not go -- the juncture of physics and philosophy. It shines a bright light on physicists' "skeleton in the closet", the enigmatic meaning of quantum theory.

The book is written in a friendly and entertaining manner, without sacrificing depth or seriousness. I enjoyed the photos of the great minds of quantum theory - Bohr, Heisenberg, Einstein, etc - the guys who knew from the start that quantum theory required a different world view.

It may be true, in some sense, that nothing exists unless and until "observed"! How can that possibly be? The authors don't provide an answer, but the beauty of this book for me was the courageous and competent way in which it asks the questions. And they freely admit that "The more deeply you think about quantum mechanics, the more strange it seems." No kidding.

--Joel Nisson

A perspective shaking journey.......2007-08-14

The concepts are simple but profound, mind creates matter. This book takes this idea and a few other mind bending, and mind blowing concepts that quantum physics has shown us about ourselves, and our universe and expands on them in a readable format. The astonishing realization for me is the apparent direct correlation between what quantum physics has told us about reality, and what mystics have been saying for thousands of years, especially the Buddha. This book is a must buy for any inquiring minds out there. It will change the way you look at yourself, and the world!!

Excellent treatment of the subject.......2007-08-10

The authors do a great job of presenting the issue. Some of the basic quantum concepts seem a bit dumbed-down, but their focus on the subject of quantum physics vs. consciousness is precise and well-thought-out. Refreshingly free of all the wooly-headedness that plagues other discussions of this type ("The Holographic Universe" comes to mind as a particularly bad example), which hijack science, broadly and clumsily applied, to justify belief in everything from ESP to reincarnation. They stick to the science, and properly so. Quantum mechanics is already so weird, it doesn't need to be conflated into anything else.

Thermodynamics: An Engineering Approach w/ Student Resources DVD

Average customer rating:

Textbook
Ivestigation and extra help
A book for chemical engineers written by mechanical engineers...
Good product
Fantastic

Thermodynamics: An Engineering Approach w/ Student Resources DVD
Yunus A. Cengel , and Michael A. Boles
Manufacturer: McGraw-Hill Science/Engineering/Math
ProductGroup: Book
Binding: Hardcover

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ASIN: 0073107689

Book Description

The worldwide bestseller Thermodynamics: An Engineering Approach brings further refinement to an approach that emphasizes a physical understanding of the fundamental concepts of thermodynamics. The authors offer an engineering textbook that "talks directly to tomorrow's engineers in a simple yet precise manner, that encourages creative thinking, and is read by the students with interest and enthusiasm."

The new edition features an early introduction of the first law of thermodynamics, separate coverage of closed systems energy analysis, combined coverage of control volume mass and energy analysis, and revised coverage of compressible flow. Over 300 comprehensive problems have been added to this physically intuitive text, many of which come from industrial applications.

The media package for this text is extensive, giving users a large variety of supplemental resources to choose from. A Student Resources DVD is packaged with each new copy of the text and contains the popular Engineering Equation Solver (EES) software, Physical Experiments, and an Interactive Thermodynamics tutorial. An Online Learning Center is also available to students and instructors at http://www.mhhe.com/cengel. Instructors also have access to an Instructor Resource CD-ROM that provides useful tools in order to optimize in-class presentations.

Customer Reviews:

Textbook.......2007-01-12

It was the correct textbook. It's an old version but that is what the prof required. Books are Books.

Ivestigation and extra help.......2007-01-07

This book provide a excellent definition of Thermodynamic that help you to understand all concepts that you need to learn this subjet, the problems are very clear to understand the process to resolve they.

A book for chemical engineers written by mechanical engineers..........2007-01-04

My class used only the first eleven chapters, but it was clear that the chapters were written more with a mechanical engineering bent of mind. The theory part was great, but the examples could use more work, especially for the thermodynamic cycle problems, which would have been much easier if an accompanying entropy-temperature graph was present. also, a few of the worked out solutions were incorrect. Overall, a good book, but keep a look out for alternates. Maybe the updated edition is better..
Also, make sure your copy has the property table accompanying it, because they are really important and for many problems, it is easier to use the slim tables than the heavy book.

Good product.......2006-11-10

I got my book that I ordered in the time they specified and it was ing good condition.

Fantastic.......2006-10-29

Frankly, I think that this was one of the best engineering texts I have had. Granted, I am only a stupid mechanical engineer, but this book gives your all that you need for as a basis for heat transfer and other courses. Also included in the special topics are refrigerators. Yes, they are random, but they actually connected pulling values out of tables with real life. The book had good examples, and enough of them. The text was readable and straightforward.

Something that I rather like is that the pictures were in red, black, and white. I think it makes the pages less distracting and easier to read (although sometimes it does take an extra minute to figure out the diagram).

I am not sure what the DVD was--some software, I believe, but no professor ever bothers to use it. That is what I wish they had cut to save money.

Statistical Mechanics: Entropy, Order Parameters and Complexity (Oxford Master Series in Physics)

Average customer rating:

Good for professors, not for students
Excellent Advanced Statistical Mechanics Book
Terrific breadth, but many grains of salt needed

Statistical Mechanics: Entropy, Order Parameters and Complexity (Oxford Master Series in Physics)
James P. Sethna
Manufacturer: Oxford University Press, USA
ProductGroup: Book
Binding: Paperback

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ASIN: 0198566778

Product Description

Statistical Mechanics: Entropy, Order Parameters and Complexity (Oxford Master Series in Physics)

Customer Reviews:

Good for professors, not for students.......2007-03-08

This book is great, if you've already got an advanced physics degree and want a new/fresh look at Statistical Mechanics with a modern bent. The problems are very long and wordy, but that ususally means there's a lot of explanation...which is because none of it is explained in the text.

Excellent Advanced Statistical Mechanics Book.......2006-10-20

I immensely enjoyed studying this statistical mechanics book. I think that the author, James Sethna, has a "Feynman-like" ability to explore his subject matter with much depth, insight, and many playfully creative excursions. The exercises cover such topics as the thermodynamics of Dyson Spheres and black holes; of how many shuffles it takes to fully randomize a card deck; and of whether an advanced, intelligent being or civilization can, from a thermodynamic standpoint, manage to process an infinite number of thoughts before the heat death of the universe, or whether they are limited to a finite number of thoughts. I think that there is a lot of wisdom and insights in this book which is missing in other books I've read on statistical mechanics and thermodynamics, where I often feel overwhelmed by a zoo of partial derivatives and thermodynamic equations with little guidance given on how the entire structure fits together. I strongly recommend this book for anyone who has studied some statistical mechanics and/or thermodynamics in a lower-level undergraduate course, and is looking for more advanced upper-level undergraduate or graduate-level text.

Terrific breadth, but many grains of salt needed.......2006-06-17

I haven't yet had a chance to read this book from cover to cover. However, after several hours with it, some of its strengths and weaknesses became evident. Many of these complement each other.

It covers an exciting range of contemporary applications -- take a look at the table of contents. The problems are long, discursive, and even more intriguing than the main text, covering topics like the cosmic microwave background, origami microstructures, Langevin equations, snowflakes, biochemical reaction rates and NP-completeness. The book is rich in illustrations, and in footnotes that give an informal commentary on the main text.

One downside is that, being so wide, the coverage is also a bit thin in places. Many of the most interesting contemporary topics, such as the statistical mechanics of networks, are covered *only* in exercises. Thermodynamics is dismissed in less than 10 pages in the middle of the book, owing to that subject's being "cluttered" with a "zoo of partial derivatives, transformations and relations."

The exercises look to be more fun and tempting than usual in books on this subject. So it's a definite bummer that the book neither includes answers or hints, nor states problems in closed form ("Show that this stuff = X"). The book's web site contains only some hints for computational exercises, plus a bunch of additional problems (again, without answers). If you're interested in self-study, this tease is frustrating - an automatic one-star deduction.

There's more good news/bad news with the author's aim to be relevant to fields outside traditional physics -- e.g. in econophysics and social science. This certainly makes the book up-to-date and attractive, and was one of the reasons I bought it. But applying physics to social science is a tricky business. There's a couple hundred years of failed attempts, because people blithely modeled stuff without thinking enough about the limits within which such an analogy might be appropriate. And many who do think about those limits when deriving a model often forget about them when applying it.

An example is the Black-Scholes model of option pricing. The model's results are "simply wrong" (B. Mandelbrot). Its assumptions about volatility and the structure of the option contract aren't empirically justified. Its blind application contributed to the 1987 stock market break. And the investment fund run by one of its Nobel-laureate inventors went bust in flames in 1998. In this book, there's an exercise that walks you through some of the underlying concepts of Black-Scholes (pp. 32-33). But the author only praises the model, without so much as a footnote mentioning its darker side.

Even when doing "traditional" physics, one ignores philosophical issues at one's peril. A lot of the great physicists of the past century weren't being stupid to fret over them. On the other hand, there are lots of folks like my QM professor in the 1970s, who explained that the only reason Bohr, Heisenberg and Einstein discussed philosophy was that they didn't understand QM, "but today we understand it very well, so we don't need to worry about that stuff."

Unfortunately, this book continues that gung-ho, what-me-worry tradition. A disappointing example is the discussion of information and entropy (pp. 85 ff). The author states that interpreting entropy "not as a property of the system, but of our knowledge of the system ... cleanly resolves many otherwise confusing issues" (@ 85). This "cleanly" is a bit disingenuous, since plenty of people wouldn't agree with this interpretation (see, e.g., J. Bricmont's 1995 paper "Science of Chaos, or Chaos in Science?", available on the arXiv). The discussion of the arrow of time (pp. 80-81) does mention a couple of nuggets of relevant history, but the level of treatment is more suitable for a pre-med physics survey class than for a graduate course in stat mech.

A couple of pages later (pp. 87-90), the author slides from a discussion of Shannon entropy to discussing an algorithm for helping your roommate find her keys by asking her questions. Without acknowledging it, he introduces the notion of meaning into "information" -- but meaning wasn't relevant for Shannon. Indeed, the historical background for why Shannon called his quantity "entropy" -- John von Neumann advised him to use the term because "nobody understands entropy" -- suggests one should be very cautious about mashing up the various scientific and colloquial meanings of "information".

It's just this kind of unreflective enthusiasm when applying physics techniques outside their usual domain that leads to so many junk "Physics and Society" papers on the arXiv. At least one-half star deduction, for an upper bound of 3.5 stars.

NOTE ADDED 2007/03/27: I recently received a very gracious email from the author addressing some of the above comments. I wasn't convinced by him about Black-Scholes or entropy (which he claimed to understand "in the broad context" better than Claude Shannon or J. Bricmont), but I do appreciate his engaging me on those points. He's also prepared an answer key to the exercises, though you'll need to write to him and convince him that you aren't taking the course for credit before he'll send them to you. (In my case my review apparently was credible evidence enough; not sure what it might take in yours, but from his note it sounds like it's not an impossible task.) I can't say that this materially changes my rating of the book, but I certainly give five stars to the author for his sincerity.

The Fokker-Planck Equation: Methods of Solutions and Applications (Springer Series in Synergetics)

Average customer rating:

Rigorous book
A good book on a difficult subject.

The Fokker-Planck Equation: Methods of Solutions and Applications (Springer Series in Synergetics)
Hannes Risken , and Till Frank
Manufacturer: Springer
ProductGroup: Book
Binding: Paperback

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ASIN: 354061530X

Book Description

This book deals with the derivation of the Fokker-Planck equation, methods of solving it and some of its applications. Various methods such as the simulation method, the eigenfunction expansion, numerical integration, the variational method, and the matrix continued-fraction method are discussed. This is the first time that this last method, which is very effective in dealing with simple Fokker-Planck equations having two variables, appears in a textbook. The methods of solution are applied to the statistics of a simple laser model and to Brownian motion in potentials. It is shown that the solution of the equation for Brownian motion in a variety of potentials can be expressed in terms suitable for evaluation on a computer. A supplement is included, containing a short review of new material together with some recent references. The book should be very useful to graduate students in physics, chemical physics, and electrical engineering, and also to research workers in these fields.

Customer Reviews:

Rigorous book .......2006-12-28

This book is a classical reference in the subject of stochastic dynamics. It is a graduate level book written in clear and concise language. It covers all the basics about Langevin and Fokker-Planck equations (Chapters 3 and 4). In these chapters, Moyal expansion, Ito and Stratonovich interpretation of stochastic processes is presented carefully. Then they move on to study various methods of solving FP equation in the next 7 chapters. In the final chapter, FP equation and its application to Laser is discussed.

I recommend reading this book along with Gardiner's book (Handbook of Stochastic Methods) to anyone who wants to learn about stochastic dynamics seriously.

A good book on a difficult subject........2004-03-15

I got the impression that there are very few good textbooks on the subject of random processes in continuous time and the Fokker-Planck equation, which are accessible for physicists. In this book the subject presented in a manner that I thought to be a good compromise between mathematical rigor and physical intuition. For example to the spirit of the book, white noise is introduced both from the point of view of a physicist (it has a very short correlation time etc) and from the point of view of a mathematician (as the "derivative" of a Wiener process). While I found the book not very friendly or easy to read, it was one of my main sources for self-learning this subject during my Ph. D. work. I found the book three years ago, own it for two years and keep learning from it until today. I recommend the book very much.

Average customer rating:

A good resource for advanced topics
Not standard, Not so bad
Least favorite of all I've seen
Unreadable
not bad but lost direct view point

Statistical Mechanics
Kerson Huang
Manufacturer: Wiley
ProductGroup: Book
Binding: Hardcover

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ASIN: 0471815187

Book Description

Unlike most other texts on the subject, this clear, concise introduction to the theory of microscopic bodies treats the modern theory of critical phenomena. Provides up-to-date coverage of recent major advances, including a self-contained description of thermodynamics and the classical kinetic theory of gases, interesting applications such as superfluids and the quantum Hall effect, several current research applications, The last three chapters are devoted to the Landau-Wilson approach to critical phenomena. Many new problems and illustrations have been added to this edition.

Customer Reviews:

A good resource for advanced topics.......2007-01-13

I learned statistical mechanics from `Statistical Mechanics' by K. Huang and `Statistical Mechanics' by S.K. Ma. In my opinion, most books on the elementray principles, including the book by K. Huang, are too complicated for beginners. The best treatments as far as I know are given by `Statistical Physics, part I' by Landau and Lifshize and the one by S.K. Ma. Another weak points in Huang's book are the discussions about ideal quantum gases. It presents formal mathematical methods to study this problem. I think that this approach is also too complicated for beginners and sometimes bury the relevant physical ideas. In this part, the best treatment for the ideal Bose gas is given by `Statistical mechanics' by T.D. Lee (in Chinese), and for the ideal Fermi gas given by S.K. Ma.

For these parts, I should give 3 stars. However, the strong parts of Huang's book is the chapters on the advanced topics. The writting is compact and clear. They can be served as a good introduction to the modern theory of critical phenomena and superfluidity. Further, they are useful references for research. In addition, the formal manipulation for quantum ideal gases is necessary for research though it seems a little bit complicated for students. For all these, I gave 4 stars to this book.

Finally, I should say that the approach of Huang's book is not based on the kinetic theory though it spends a few chapters on this aspect. The reason why the kinetic theory is put before the chapters on SM, in my opinion, is to emphasize the important role played by collisions between particles to establish thermal equilibrium and the validity of the basic assumption of SM, as indicated by S.K. Ma in his book. I think previous reviews about this are misleading.

Not standard, Not so bad.......2003-07-23

As repeated by reviewers below, this is NOT STANDARD textbook on statistical mechanics because it stresses the kinetic theory. If reader would like to learn the equilibrium theory, this book might be embarassing. However, this book is recommended to anyone who is interested in "unusual" viewpoint. I prefer Huang to other numerous too standard textbooks. But I am a little disappointed that some interesting topics are removed in the new edition, such as the Chapman-Enskog method.

Now, it is NOT SO BAD.

Least favorite of all I've seen.......2003-06-06

Huang approaches the subject as a series of proofs: he does not make physical arguments, and his writing is wooden. Instructors--avoid this book!

Some have said that this book approaches stat mech from the refreshing view of kinetic theory. But it leaves out the Fokker-Planck and Langevin approaches, by which the Boltzmann equation is usually solved. Anyone interested in this approach would be *far* more rewarded by Landau's Physical Kinetics.

Anyone interested in Gibbs theory should consult Landau or Sommerfeld.

Anyone who wants good problems (and real applications) would be better served by the canonical McQuarrie.

Anyone who wants a feel for what the subject *actually now is* should see Kadanoff or Chandler. Actually I think allowing students to leave stat mech without seeing the monte carlo algorithm or solving a stochastic equation is a crime.

Unreadable.......2003-06-03

The reviewer below who said that this book pursues primarily a kinetic theory - Boltzmann Transport Equation approach, got it right. It really is a fearsome, and by and large, pointless read. Our professor used this book in our stat. mech. class back in 1992. He also used Mahan's Many Particle Physics book in our solid state course and de Genne's Superconductivity text in our superconductor course, so that gives you an idea of what kind of person likes Huang. Most students I've talked to feel that this text is the worst sort of student pain. The pain you feel when after exerting colossal effort trying to understand, you realize at the end of the semester that you didn't learn anything, and that you could have, if only the instructor had chosen one of any number of better books. I am completely mystified as to why and how this book has reached a 3rd edition. Perhaps there are too many physics professors out there who don't care about pedagogy.

not bad but lost direct view point.......2003-02-12

i think you sluold have a strong background about the history of
statistical mechanics,and have a sense (or taste) of abality to
know what or why this book wanna to do, then Kerson's book is not bad

Thermodynamics, Statistical Thermodynamics, and Kinetics

Average customer rating:

Adequate text, but poorly edited
McQuarrie and Atkins are more detailed.
Needs to be checked for errors

Thermodynamics, Statistical Thermodynamics, and Kinetics
Thomas Engel , and Philip Reid
Manufacturer: Prentice Hall
ProductGroup: Book
Binding: Hardcover

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ASIN: 0805338446

Book Description

Thermodynamics, Statistical Thermodynamics, and Kinetics is a groundbreaking new text that explains core topics in depth with a focus on basic principles, applications, and modern research. The authors hone in on key concepts and cover them thoroughly and in detail — as opposed to the general, encyclopedic approach competing textbooks take. Excessive math formalism is avoided to keep readers focused on the most important concepts and to provide greater clarity. Applications woven throughout each chapter demonstrate to readers how chemical theories are used to solve real-world chemical problems in biology, environmental science, and material science. Extensive coverage of modern research and new developments in the field get readers excited about this dynamic branch of science. Quantum Chemistry and Spectroscopy is a split text (from Physical Chemistry) and is organized to facilitate "Quantum first" courses. The online Chemistry Place for Physical Chemistry features interactive problems and simulations that reinforce and build upon material included in the book. Fundamental Concepts of Thermodynamics; Heat, Work, Internal Energy, Enthalpy, and the First Law of Thermodynamics; The Importance of State Functions: Internal Energy and Enthalpy; Thermochemistry; Entropy and the Second and Third Law of Thermodynamics; Chemical Equilibrium; The Properties of Real Gases; The Relative Stability of Solids, Liquids, and Gases; Ideal and Real Solutions; Electrolyte Solutions; Electrochemical Cells, Batteries, and Fuel Cells; Probability; The Boltzmann Distribution; Ensemble and Molecular Partition Functions; Statistical Thermodynamics; Kinetic Theory of Gases; Transport Phenomena; Elementary Chemical Kinetics; Complex Reaction Mechanisms. For all readers interested in learning the core topics of quantum chemistry.

Customer Reviews:

Adequate text, but poorly edited.......2007-01-24

As an undergraduate chemistry major, this is the first of my textbooks that I have sold after the course was over. The book does an adequate job of explaining the basics of thermodynamics and the macroscopic view of physical chemistry, but has some severe limitations. Equations are poorly organized and can be very difficult to find when you're searching for them, and the relationships between equations are often difficult to discern (a concept that seemed to me very central to undergraduate Pchem). The worst part of the book, however, is that it is a poorly edited first edition. Many of the problems in the back (and their accompanying answers) have been pulled from an out of print book by Gilbert Castellan, but the tables in the back have been updated with current numbers. This results in occasional correct answers that do not match the answers in the book.

If your professor requires it, you're probably going have to buy it anyway, but if you're interested in a basic physical chemistry reference you're probably better off with Atkins.

McQuarrie and Atkins are more detailed........2006-09-07

This book is suitable for a themodynamics course in physical chemistry, in that gives a basic thermo course without the quantum portion in it, leaving that for a separate book. This book is a long way from the mathmatic rigor found in the Atkins text. The Atkins text was famous for its detailed proofs and brilliant math, but lacks a user-friendly feel. This book was user friendly but did not give details that could lend itself further study or understanding. If you are using this text, Mcquarrie's text is dated but is a wonderful suppliment to this text, it gives more detail where needed filling in the gaps where this text generally errs toward simplicity.
The best thing about this book is its simplicity and its readability. The worst thing about this book is its simplicity because it does not explain in detail why the mathmatical model is the way it is because of the physical interactions.

Needs to be checked for errors.......2006-04-09

Buy Levines book on physical chemistry that is a much better text. I am not saying that is is the best because I have not read every thermo book but if you want good advice, then take my word and buy Levines book. It seems as though engels text has not been edited or proofread enough or maybe not at all. I think he just solved all the problems once and published it. There a numerous times in which he trys to make problems tricky by wording it unclearly, thinking he is smart or something, and the numerical answer he has in the back will be completely wrong. There is one problem I remember where he asks you to find the atomic weight of an atom and his answer is 1235 kg/mol or something ridiculous like that. Most of the time I can see where he made his mistakes, and notice that he tries to trick students and ends up fooling himself. Some people like texts because they are not thorough and make it easy to read a hard subject, so they don't care. But this guys just leaves things out completely.

Statistical Mechanics: A Set of Lectures (Advanced Book Classics)

Average customer rating:

A Solid Overview
a tremendous book
Style over substance.
extraordinary Masterpiece!
Statistics that "moos you along"

Statistical Mechanics: A Set of Lectures (Advanced Book Classics)
Richard Phillips Feynman
Manufacturer: Perseus Books Group
ProductGroup: Book
Binding: Paperback

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ASIN: 0201360764

Customer Reviews:

A Solid Overview.......2005-07-05

The Feynman Lectures on Statistical Mechanics contain a great deal of very useful information, and each page is full of solid work without bothering too much with unnecessary details. The book also covers all the bases very well, hitting plenty of good examples, such as spin waves, and the obligatory superconductivity chapter is a solid introduction.

My only complaint is that the ordering of the book is a little haphazard. I understand that it is difficult to include quantum and classical statistical mechanics in one continuous run, but the book seems to jump around a bit.

All this considered, the book is probably a must-buy for people interested in statistical physics, as it is one of the better general overview books available (I despise the Reif; it needs to be updated and completely rearranged), and, as an added bonus, you get to see the Onsager solution to the 2-D Ising model. Cheers!

a tremendous book.......2005-02-02

when i was undergrad, i read Prof. Kerson Huang's stat mech. i think that book is good. everything is covered systematically, but everything is explained 'evenly'. if u r a careful reader, u still get the ideas of the essence, like partition function plays the central role of stat mech, etc.

now, i am reading feynman's book. it's totally diff from huang's. it's full of excitement. he put the principle of stat mech which is the relation b/w partition function and probability at the very beginning. all the other aspects in stat mech follow so straight forword and there are endless novel derivations in this book. i feel many of my previous understandings are interconnected by reading this book.

it's simply great, just like the other books written by feynman.

Style over substance........2003-12-30

Feynman was one of the most accomplished physicists in the 2nd half of the 20th century. His publications speak for themselves. However, as represented in this set of lecture notes, I do not find him as a pedagogue more enlightening than others. I bought and read this book in grad school, and found it to be a nice quick intro to several topics (spin waves and such). I did not, and still don't find the exposition physically exceptionally profound. One difference though, is the fact that Feynman, with his fame, could afford to be rather informal in his presentation. Any unsatisfactory aspects would be accepted as the mysterious ways of a 'genius'. If you are a student and would like to learn to solve problems on your own, forget this one. What this book gives you is a little 'attitude', aside from a quick intro, which most of us haven't earned the right to put on, of doing physics. Try it. Try to be as unorthodox and informal as he was, and you will mostly end up with nonsense.

extraordinary Masterpiece!.......2003-01-24

Richard Feynman said:"What I cannot create, I do not understand!". I am really amazed by his unique style of doing physics: he always create anything from scratch, always has his unique point of view, even on an old problem. All I can say about Feynman is Genius!!!
This book is about Feynman's extraordinary viewpoint on statistical mechanics. I can bet that this is an unique S.M book.
but i don't think it's for beginner, I suggest you should finish a standard statistical mechanics course before you read this one.
I can not find suitable words to admire this great book, so I quit here, but in the end, I strongly recommend this book to all physicists, physics-major students!

Statistics that "moos you along".......2002-01-14

A classic by one of the best. I wish I could say I understand
it all, but it rings true in many ways. His famous quote
"I can definitely say that Nobody understands Quantum Mechanics"
is perhaps this biggest "Moo Clue".

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