Product Key Features
Number of PagesX, 162 Pages
LanguageEnglish
Publication NameStochastic Tools in Mathematics and Science
Publication Year2009
SubjectProbability & Statistics / Stochastic Processes
TypeTextbook
AuthorAlexandre J. Chorin, Ole H. Hald
Subject AreaMathematics
SeriesSurveys and Tutorials in the Applied Mathematical Sciences Ser.
FormatTrade Paperback
Additional Product Features
Edition Number2
Intended AudienceScholarly & Professional
LCCN2009-930418
Dewey Edition23
ReviewsFrom the reviews:"The book is well-written and provides a very useful introduction to various areas of applications of stochastic processes." (Evelyn Buckwar, Zentralblatt MATH, Vol. 1086, 2006)"The authors write … that this book is based on lecture notes for graduate courses on 'the stochastic methods of applied mathematics'. Their aim is … to show various applications of probability to mathematics students and, on the other hand, to introduce nonmathematical students to the general ideas of probabilistic methods. … This is an excellent concise textbook which can be used for self-study by graduate and advanced undergraduate students and as a recommended textbook for an introductory course on probabilistic tools in science." (Mikhail V. Tretyakov, Mathematical Reviews, Issue 2006 j)"Chorin and Hald provide excellent explanations with considerable insight and deep mathematical understanding, especially toward the end of the book in the context of simplified versions of the famous statistical mechanics models of Isign and of Mori and Zwanzig."(SIAM Review)From the reviews of the second edition: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. … The authors have added a short discussion on Feynman diagrams to the section on Wiener integrals. … 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. (H. M. Mai, Zentralblatt MATH, Vol. 1184, 2010)
Series Volume Number1
IllustratedYes
Dewey Decimal519.23
SynopsisThis is an introductory and mathematically attractive book on probability-based modeling. It covers basic stochastic tools used in physics, chemistry, engineering and the life sciences. A special feature is the systematic analysis of memory effects., An introduction to probability-based modeling, this book covers the stochastic tools used in physics, chemistry, engineering and the life sciences. It covers topics such as conditional expectations, stochastic processes, Brownian motion, and more.
LC Classification NumberQA274