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Stochastic Tools in Mathematics and Science

A. J. Chorin and O. H. Hald
Publisher: 
Springer
Publication Date: 
2009
Number of Pages: 
162
Format: 
Paperback
Edition: 
2
Series: 
Surveys and Tutorials in the Applied Mathematical Sciences 1
Price: 
44.95
ISBN: 
9781441910011
Category: 
Monograph
[Reviewed by
Fernando Q. Gouvêa
, on
08/22/2009
]

See the review of the first edition. According to the preface, the authors “have tried to improve and clarify the presentation… and also to make the various arguments more precise.” The discussion of renormalization has been rewritten. Additions include sections on Feynman diagrams (in the context of Wiener integrals), fixed points (in relation to the Central Limit Theorem), and on perfect gases and the equivalence of ensembles (in the section on entropy an equilibrium). New figures, new exercises, and new references have also been added.

Preliminaries.- Probability.- Brownian Motion.- Stationary Stochastic Processes.- Statistical Mechanics.- Time-Dependent Statistical Mechanics.

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