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Noise Theory and Application to Physics : From Fluctuations to Information - Phillipe Refregier

Noise Theory and Application to Physics

From Fluctuations to Information

Hardcover Published: 1st April 2004
ISBN: 9780387201542
Number Of Pages: 288

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Noise in physics is related to a variety of domains, such as information theory, statistical physics, probability, stochastic processes and statistics. Noise Theory and Application to Physics provides a general background on noise theory, along with techniques to describe and extract information in the presence of fluctuations, with the goal of featuring noise in the context of its connection with other domains. Readers will gain a deep understanding of noise theory, while acquiring systematic techniques for describing and extracting noise data.

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)

The Binomial No-Arbitrage Pricing Model
One-Period Binomial Model
Multiperiod Binomial Model
Computational Considerations
Summary
Notes
Exercises
Probability Theory on Coin Toss Space
Finite Probability Spaces
Random Variables, Distributions, and Expectations
Conditional Expectations
Martingales
Markov Processes
Summary
Notes
Exercises3
Change of Measure
Radon-Nikod 'ym Derivative Process
Capital Asset Pricing Model
Summary
Notes
Exercises
American Derivative Securities
Introduction
Non-Path-Dependent American Derivatives
Stopping Times
General American Derivatives
American Call Options
Summary
Notes
Exercises
Random Walk
Introduction
First Passage Times
Reflection Principle
Perpetual American Put: An Example
Summary
Notes
Exercises
Interest-Rate-Dependent Assets
Introduction
Binomial Model for Interest Rates
Fixed-Income Derivatives
Forward Measures
Futures
Summary
Notes
Exercises
Proof of Fundamental Properties of Conditional Expectations
References
Index
Table of Contents provided by Publisher. All Rights Reserved.

ISBN: 9780387201542
ISBN-10: 0387201548
Series: Advanced Texts in Physics (Hardcover)
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 288
Published: 1st April 2004
Publisher: SPRINGER VERLAG GMBH
Country of Publication: US
Dimensions (cm): 23.62 x 15.49  x 1.78
Weight (kg): 0.6

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