Stochastic Tools in Mathematics and Science / Libristo.pl
Stochastic Tools in Mathematics and Science

Code: 11409198

Stochastic Tools in Mathematics and Science

by Alexandre Joel Chorin, Ole H. Hald

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 ... more


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Book synopsis

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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