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The Probability Integral : Its Origin, Its Importance, and Its Calculation - Paul J. Nahin

The Probability Integral

Its Origin, Its Importance, and Its Calculation

By: Paul J. Nahin

eText | 8 September 2023

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This book tells the story of the probability integral, the approaches to analyzing it throughout history, and the many areas of science where it arises. The so-called probability integral, the integral over the real line of a Gaussian function, occurs ubiquitously in mathematics, physics, engineering and probability theory. Stubbornly resistant to the undergraduate toolkit for handling integrals, calculating its value and investigating its properties occupied such mathematical luminaries as De Moivre, Laplace, Poisson, and Liouville. This book introduces the probability integral, puts it into a historical context, and describes the different approaches throughout history to evaluate and analyze it. The author also takes entertaining diversions into areas of math, science, and engineering where the probability integral arises: as well as being indispensable to probability theory and statistics, it also shows up naturally in thermodynamics and signal processing. Designed to be accessible to anyone at the undergraduate level and above, this book will appeal to anyone interested in integration techniques, as well as historians of math, science, and statistics.

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Non-FictionSciencePhysicsMathematical PhysicsEngineering & TechnologyTechnology in GeneralEngineering in GeneralMathematicsProbability & StatisticsHistory of MathematicsMaths for EngineersCalculus & Mathematical Analysis
Integral Calculus & EquationsScience in GeneralHistory of ScienceApplied MathematicsStochastics

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