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Advanced Texts in Physics : From Fluctuations to Information - Philippe Réfrégier

Advanced Texts in Physics

From Fluctuations to Information

By: Philippe Réfrégier

Hardcover | 18 June 2004

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I had great pleasure in reading Philippe Refregier's book on the theory of noise and its applications in physics. The main aim of the book is to present the basic ideas used to characterize these unwanted random signals that obscure information content. To this end, the author devotes a sigificant part of his book to a detailed study of the probabilistic foundations of fluctuation theory. Following a concise and accurate account of the basics of probability the- ory, the author includes a detailed study of stochastic processes, emphasizing the idea of the correlation function, which plays a key role in many areas of physics. Physicists often assume that the noise perturbing a signal is Gaussian. This hypothesis is justified if one can consider that the noise results from the superposition of a great many independent random perturbations. It is this fact that brings the author to discuss the theory underlying the addition of random variables, accompanied by a wide range of illustrative examples. Since noise affects information, the author is naturally led to consider Shannon's information theory, which in turn brings him to the altogether fundamental idea of entropy. This chapter is completed with a study of com- plexity according to Kolmogorov. This idea is not commonly discussed in physics and the reader will certainly appreciate the clear presentation within these pages.
Industry Reviews

From the reviews:

"Philippe Refregier's book is an introduction to the fundamental principles of randomness that can be encountered in a physicist's everyday life. ... Refregier's book is a good textbook for physics graduate students and researchers who want to go a little deeper into probability theory ... . I would also recommend it to mathematicians who want to get a different point of view on probability theory. Students will undoubtedly profit from a variety of exercises that come with ... solutions." (Achim Klenke, Zentralblatt MATH, Vol. 1092 (18), 2006)

"The book provides a good presentation of the statistical basis for theories of noise in physics. ... Noise theory and application to physics provides a precise description of the theoretical background and practical tools for noise and fluctuation analyses. It will thus be of great interest to undergraduate or postgraduate students and researchers in physics and the engineering sciences." (Stefan Adams, Mathematical Reviews, Issue 2006 e)

You Can Find This Book In

Non-FictionSciencePhysicsOptical PhysicsElectricityStatistical PhysicsGardeningMathematical PhysicsReference, Information & Interdisciplinary SubjectsResearch & InformationInformation theoryCybernetics & Systems Theory

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Published: 12th December 2011

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