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eBook Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics) download

by Crispin Gardiner

eBook Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics) download ISBN: 3540707123
Author: Crispin Gardiner
Publisher: Springer; 4th ed. 2009 edition (January 16, 2009)
Language: English
Pages: 447
ePub: 1291 kb
Fb2: 1705 kb
Rating: 4.9
Other formats: docx azw rtf lrf
Category: Math Sciences
Subcategory: Mathematics

Springer Series in Synergetics. A Handbook for the Natural and Social Sciences.

Springer Series in Synergetics.

Series: Springer Series in Synergetics. File: PDF, . 0 MB. Читать онлайн.

Издание: Softcover reprint of hardcover 4th ed. 2009. Издательство: Springer. Series: Springer Series in Synergetics.

Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics)

Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics). Gardiner is a good book, and there are things that it has over van Kampen: a chapter on approximation methods, a chapter on simulation methods, and a little bit more detail on certain topics. However, van Kampen's is a phenomenal book and really should be chosen over this one except by those readers with very specific needs.

While keeping to the spirit of the book I wrote originally, I have reorganised the chapters of Fokker-Planck equations and those on appr- imation methods, and introduced new material on the white noise limit of driven stochastic systems, and on applications and validity of simulation methods based on the Poisson representation.

Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics). Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics).

Finding books BookSee BookSee - Download books for free. Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics 13). Crispin W. Gardiner.

J Springer Contents 1. A Historical Introduction 1 . Motivation 1 . Some Historical Examples 2 . 1 Brownian Motion 2 . 2 Langevin's Equation 6 . The Stock Market 8 . 1 Statistics of Returns 8 . 2 Financial Derivatives 9 . 3 The Black-Scholes Formula 10 . Tailed Distributions 10 . Birth-Death Processes 11 . Noise in Electronic Systems 14 . 2 Autocorrelation Functions and Spectra 18 . 3 Fourier Analysis of Fluctuating Functions:.

Handbook of Stochastic Methods: for Physics, Chemistry and the Natural Sciences (Springer Series in Synergetics 13. .Patterns and Interfaces in Dissipative Dynamics (Springer Series in Synergetics). Turbulence and Diffusion: Scaling Versus Equations (Springer Series in Synergetics). Dynamics of Nonlinear Time-Delay Systems (Springer Series in Synergetics).

ISBN 13: 9783642089626. Series Statement: Springer complexity. General Note: Frühere Aufl. Gardiner, Crispin . Handbook of stochastic methods. Rubrics: Mathematische Physik Stochastische Analysis. Download now Stochastic methods a handbook for the natural and social sciences: Download PDF book format. Download DOC book format.

In the third edition of this classic the chapter on quantum Marcov processes has been replaced by a chapter on numerical treatment of stochastic differential equations to make the book even more valuable for practitioners.

Comments: (7)
Moogura
This is the best book on stochastic processes I was able to find so far. I am a physicist, so mathematical texts are not useful for me, as they tend to focus on mathematical minutiae (proof of existence, proof of convergence, conditions for absolute, mean, mean square existence of limits, the regions of convergence, etc). This just dilutes the main line of thought, obscuring the forest by studying the trees, one leaf at a time. On the other hand, many books for non-mathematicians are full of "engineering arguments", i.e. they present results without shread of proof and expect the reader to take them "on faith", which I dislike profoundly.

This one found a happy medium - the arguments are logical, and in most cases avoid the pitfalls of oversimplifications while keeping the flow manageable. Warning to the newbies: this text is not easy to read, it presents smart, elegant arguments in quite a telegraphic style, so that sometime a significant effort is needed to fill-in the details of the derivations. In my typical workflow I start reading upon a topic, go "wow! that's cool!", then I stumble upon a gap in the line of arguments that's fully opaque to me. It typically takes me from several hours to a few days to work it out and fill the gap, and sometime I need to consult other books on calculational details. It does not help that the text has typos galore, often it turns out my difficulty with the derivation is due to a typo and I need to painstakingly perform the entire calculation by myself to correct it (i.e. the typo).

Having said that, I found this book so useful that I keep it around and consult it when I read other texts. Quite often, other authors "cut the corners" in their arguments, oversimplyfying things to the point they fail the sanity check for me. So, I go to Gardiner's book and quite often I find the topic covered there, with much more elegant and precise presentation. I'm glad I stumbled upon it (I am self-studying the subject matter, so I don't have a benefit of access to an experienced lecturer for discussions or consultations).
Anarawield
Two books on stochastic methods I love most are Gardiner's Stochastic Methods and Van Kampen's stochastic processes
in physics and chemistry. Both books are very informative, but their contents are not identical and even when the same topics
are discussed two authors' expositions are often different, so it would be much more desirable if both books are available at the
same time. In brief, this is a great book by an expert in quantum noise and quantum optics.
GAMER
::: Update::: Issue fixed by direct Springer replacement!!! Springer kindly sent new copy from U.K. print-shop and now it is perfect. (Original problemnatic print was from Lexington, KY, U.S.A. print-shop.)

Do not buy this book until Springer production fixes the printing machine (Lexington, KY as of June 2012). The print quality is 4th rate! Worst than many special, cheaper region specific edition books. The first, brand new book I received was kindly and quickly replaced by Amazon - great service. However, the low-contrast, highly-pixelated print throughout the book was exactly the same. I got tired of asking for yet another replacement because the problem obviously was/is with the printing machine, not Amazon. I e-mailed Springer about the two successive bad print quaility copies maybe a month ago - no response yet. Springer post-sales service quality = ??? Very, very surprising. (As for the contents - I'm not qualified to make expert comments on the material / presentation / organization - it does look very interesting & well-organized! I have a physics background.)
Jark
This book is awesome for learning how to do calculations on stochastic processes. even more important, it's also useful for referencing later when you need to do these calculations in your own projects. There's good reason this book is a classic!
Matty
Crispin Gardiner wrote The Book for physicists.
Malalrajas
:)
Felhann
The whole purpose for the lack of rigor, I suspect, is to make it easy to read for non-Mathematicians, but I find that this makes it even harder to read. The subject is already hard enough without leaving out the fine details that would make it clearer. But then again, I'm a Mathematician, so perhaps I have a slight bias.