How Long to Read Path Integrals for Stochastic Processes

How Long Does it Take to Read Path Integrals for Stochastic Processes?

It takes the average reader 3 hours to read Path Integrals for Stochastic Processes by Horacio S Wio

Assuming a reading speed of 250 words per minute. Learn more

Description

This book provides an introductory albeit solid presentation of path integration techniques as applied to the field of stochastic processes. The subject began with the work of Wiener during the 1920's, corresponding to a sum over random trajectories, anticipating by two decades Feynman's famous work on the path integral representation of quantum mechanics. However, the true trigger for the application of these techniques within nonequilibrium statistical mechanics and stochastic processes was the work of Onsager and Machlup in the early 1950's. The last quarter of the 20th century has witnessed a growing interest in this technique and its application in several branches of research, even outside physics (for instance, in economy). The aim of this book is to offer a brief but complete presentation of the path integral approach to stochastic processes. It could be used as an advanced textbook for graduate students and even ambitious undergraduates in physics. It describes how to apply these techniques for both Markov and non-Markov processes. The path expansion (or semiclassical approximation) is discussed and adapted to the stochastic context. Also, some examples of nonlinear transformations and some applications are discussed, as well as examples of rather unusual applications. An extensive bibliography is included. The book is detailed enough to capture the interest of the curious reader, and complete enough to provide a solid background to explore the research literature and start exploiting the learned material in real situations. Contents:Stochastic Processes: A Short TourThe Path Integral for a Markov Stochastic ProcessGeneralized Path Expansion Scheme ISpace-Time Transformation IGeneralized Path Expansion Scheme IISpace-Time Transformation IINon-Markov Processes: Colored Noise CaseNon-Markov Processes: Non-Gaussian CaseNon-Markov Processes: Nonlinear CasesFractional Diffusion ProcessFeynman–Kac Formula, the Influence FunctionalOther Diffusion-Like ProblemsWhat was Left Out Readership: Advanced undergraduate and graduate students, researchers interested in stochastic analysis and statistical physics. Keywords:Path Integrals;Wiener Integrals;Stochastic Processes;Brownian Motion;Fractional MotionsKey Features:Offers an introductory presentation of path integral techniques focused on the realm of stochastic processesPresents the application of these techniques to the analysis of non-Markov and/or non-Gaussian process, as well as fractional motions discussed only in specialized articles, presented in a clear and didactic wayMost useful to become acquainted with these stochastic techniques for its application in real situations

How long is Path Integrals for Stochastic Processes?

Path Integrals for Stochastic Processes by Horacio S Wio is 176 pages long, and a total of 45,056 words.

This makes it 59% the length of the average book. It also has 55% more words than the average book.

How Long Does it Take to Read Path Integrals for Stochastic Processes Aloud?

The average oral reading speed is 183 words per minute. This means it takes 4 hours and 6 minutes to read Path Integrals for Stochastic Processes aloud.

What Reading Level is Path Integrals for Stochastic Processes?

Path Integrals for Stochastic Processes is suitable for students ages 10 and up.

Note that there may be other factors that effect this rating besides length that are not factored in on this page. This may include things like complex language or sensitive topics not suitable for students of certain ages.

When deciding what to show young students always use your best judgement and consult a professional.

Where Can I Buy Path Integrals for Stochastic Processes?

Path Integrals for Stochastic Processes by Horacio S Wio is sold by several retailers and bookshops. However, Read Time works with Amazon to provide an easier way to purchase books.

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