Название: Advanced Probability and Statistics: Applications to Physics and EngineeringАвтор: Harish Parthasarathy
Издательство: CRC Press, Manakin Press
Год: 2023
Страниц: 427
Язык: английский
Формат: pdf (true)
Размер: 10.2 MB
This book is primarily a book on advanced probability and statistics that could be useful for undergraduate and postgraduate students of physics, engineering and applied mathematics who desire to learn about the applications of classical and quantum probability to problems of classical physics, signal processing and quantum physics and quantum field theory. The prerequisites for reading this book are basic measure theoretic probability, linear algebra, differential equations, stochastic differential equations, group representation theory and quantum mechanics. The book deals with classical and quantum probabilities including a decent discussion of Brownian motion, Poisson process and their quantum non-commutative analogues. The basic results of measure theoretic integration which are important in constructing the expectation of random variables are discussed. The Kolmogorov consistency theorem for the existence of stochastic processes having given consistent finite dimensional probability distributions is also outlined.
