Overview

Cet ouvrage est un cours de probabilités appliquées à la physique. Partant de notions élémentaires, il introduit les concepts importants des probabilités, la physique statistique, les phénomènes critiques et les simulations numériques de manière rigoureuse et concise. La seconde moitié de l'ouvrage s'intéresse au calcul stochastique introduit par Itô, aux diffusions et au calcul de Malliavin. Les derniers chapitres traitent des probabilités libres et quantiques ainsi que des matrices aléatoires qui sont au coeur des développements actuels.

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9782287993077

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From the reviews: The present text is based on the longterm teaching experience of the author in master classes and engineering courses in the field of research. Thus, it is mainly written as textbook for such students. But it is also of interest for any reader applying stochastic methods. Every chapter contains at the end exercises to intensify the newly obtained knowledge. The work ends with a long list of well chosen references. (Claudia-Veronika Meister, Zentralblatt MATH, Vol. 1180, 2010)

From the reviews: The present text is based on the longterm teaching experience of the author in master classes and engineering courses in the field of research. Thus, it is mainly written as textbook for such students. But it is also of interest for any reader applying stochastic methods. Every chapter contains at the end exercises to intensify the newly obtained knowledge. The work ends with a long list of well chosen references. (Claudia-Veronika Meister, Zentralblatt MATH, Vol. 1180, 2010)

From the reviews: </p> The present text is based on the longterm teaching experience of the author in master classes and engineering courses in the field of research. Thus, it is mainly written as textbook for such students. But it is also of interest for any reader applying stochastic methods. Every chapter contains at the end exercises to intensify the newly obtained knowledge. The work ends with a long list of well chosen references. (Claudia-Veronika Meister, Zentralblatt MATH, Vol. 1180, 2010)

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