Thinking Probabilistically

Stochastic Processes, Disordered Systems, and Their Applications

Thinking Probabilistically
Ariel Amir
RRP:
NZ$ 82.95
Our Price:
NZ$ 74.65
Paperback
h243 x 170mm - 242pg
17 Dec 2020 UK
International import eta 7-19 days
9781108789981
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Probability theory has diverse applications in a plethora of fields, including physics, engineering, computer science, chemistry, biology and economics. This book will familiarize students with various applications of probability theory, stochastic modeling and random processes, using examples from all these disciplines and more. The reader learns via case studies and begins to recognize the sort of problems that are best tackled probabilistically. The emphasis is on conceptual understanding, the development of intuition and gaining insight, keeping technicalities to a minimum. Nevertheless, a glimpse into the depth of the topics is provided, preparing students for more specialized texts while assuming only an undergraduate-level background in mathematics. The wide range of areas covered - never before discussed together in a unified fashion - includes Markov processes and random walks, Langevin and Fokker-Planck equations, noise, generalized central limit theorem and extreme values statistics, random matrix theory and percolation theory.
' A remarkable demonstration that advanced topics need not be esoteric. Amir takes us through random walks on networks, extreme value statistics, Kramers theory, anomalous diffusion and other topics generally omitted from introductory texts, always rooting every discussion in applications of terrific current interest. I found the discussion of Levy-stable distributions especially insightful as a principled approach to the nonstandard walks that abound in contexts from biophysics to finance. ' Philip C. Nelson, University of Pennsylvania
Ariel Amir is a Professor at Harvard University, Massachusetts. His research centers on the theory of complex systems.

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