Stochastic tools in mathematics and science / Alexandre J. Chorin and Ole H. Hald
Type de document : Livre numériqueCollection : Surveys and tutorials in the applied mathematical sciences, 1Langue : anglais.Éditeur : Berlin : Springer, 2009ISBN: 9781441910011.Sujet MSC : 60G35, Probability theory and stochastic processes, Signal detection and filtering (aspects of stochastic processes)60J65, Probability theory and stochastic processes - Markov processes, Brownian motion
65C05, Numerical analysis - Probabilistic methods, stochastic differential equations, Monte Carlo methods
60H10, Probability theory and stochastic processes - Stochastic analysis, Stochastic ordinary differential equations
82B31, Equilibrium statistical mechanics, Stochastic methods applied to problems in equilibrium statistical mechanicsEn-ligne : Springerlink | Zentralblatt
In the second edition of the book by Alexandre J. Chorin and Ole H. Hald many parts of the text have been rewritten in order to clarify the presentation. For the main content see the review of the first edition (2006; Zbl 1086.60001). Besides several small improvements the sections on renormalization, prediction of stationary processes and Markov chain Monte Carlo have been completely rewritten. The authors have added a short discussion on Feynman diagrams to the section on Wiener integrals. In the chapter on statistical mechanics perfect gases and equivalence of ensembles are new. Also new exercises and figures have been added to the text. The new topics make the book even more useful as an introduction to stochastic modeling in the natural sciences and will certainly be appreciated by the readers. (Zentralblatt)
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