Description
Book SynopsisThe book is divided into two parts. The first part looks at the modeling of statistical systems before moving on to an analysis of these systems. This second edition contains new material on: estimators based on a probability distribution for the parameters; identification of stochastic models from observations; and statistical tests and classification methods.
Table of Contents1 Statistical Physics: Is More than Statistical Mechanics.- I Modeling of Statistical Systems.- 2 Random Variables: Fundamentals of Probability Theory and Statistics.- 3 Random Variables in State Space: Classical Statistical Mechanics of Fluids.- 4 Random Fields: Textures and Classical Statistical Mechanics of Spin Systems.- 5 Time-Dependent Random Variables: Classical Stochastic Processes.- 6 Quantum Random Systems.- 7 Changes of External Conditions.- II Analysis of Statistical Systems.- 8 Estimation of Parameters.- 9 Signal Analysis: Estimation of Spectra.- 10 Estimators Based on a Probability Distribution for the Parameters.- 11 Identification of Stochastic Models from Observations.- 12 Estimating the Parameters of a Hidden Stochastic Model.- 13 Statistical Tests and Classification Methods.- Appendix: Random Number Generation for Simulating Realizations of Random Variables.- Problems.- Hints and Solutions.- References.
