Book contents
- Frontmatter
- Contents
- Acknowledgements
- 1 Introduction
- 2 Random Walks
- 3 Langevin and Fokker–Planck Equations and Their Applications
- 4 Escape Over a Barrier
- 5 Noise
- 6 Generalized Central Limit Theorem and Extreme Value Statistics
- 7 Anomalous Diffusion
- 8 Random Matrix Theory
- 9 Percolation Theory
- Appendix A Review of Basic Probability Concepts and Common Distributions
- Appendix B A Brief Linear Algebra Reminder, and Some Gaussian Integrals
- Appendix C Contour Integration and Fourier Transform Refresher
- Appendix D Review of Newtonian Mechanics, Basic Statistical Mechanics, and Hessians
- Appendix E Minimizing Functionals, the Divergence Theorem, and Saddle-Point Approximations
- Appendix F Notation, Notation. . .
- References
- Index
Appendix B - A Brief Linear Algebra Reminder, and Some Gaussian Integrals
Published online by Cambridge University Press: 15 December 2020
Book contents
- Frontmatter
- Contents
- Acknowledgements
- 1 Introduction
- 2 Random Walks
- 3 Langevin and Fokker–Planck Equations and Their Applications
- 4 Escape Over a Barrier
- 5 Noise
- 6 Generalized Central Limit Theorem and Extreme Value Statistics
- 7 Anomalous Diffusion
- 8 Random Matrix Theory
- 9 Percolation Theory
- Appendix A Review of Basic Probability Concepts and Common Distributions
- Appendix B A Brief Linear Algebra Reminder, and Some Gaussian Integrals
- Appendix C Contour Integration and Fourier Transform Refresher
- Appendix D Review of Newtonian Mechanics, Basic Statistical Mechanics, and Hessians
- Appendix E Minimizing Functionals, the Divergence Theorem, and Saddle-Point Approximations
- Appendix F Notation, Notation. . .
- References
- Index
Summary
A summary is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
- Type
- Chapter
- Information
- Thinking ProbabilisticallyStochastic Processes, Disordered Systems, and Their Applications, pp. 211 - 213Publisher: Cambridge University PressPrint publication year: 2020