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Название: Handbook of Stochastic Methods for Physics, Chemistry, and the Natural Sciences
Автор: Gardiner C.W.
The ubiquity of probability in the physical sciences is reflected in the appearance of many recent monographs on the subject. Gardiner's book differs from most of these in that he has tried to make it more of a text than an exposition of recent results. In this he has succeeded admirably. It is clearly impossible to cover all topics in physical probabilistics, but Gardiner has covered enough of them, writing in simple and clear style, to make this book a valuable starting point for the subject. The closest comparison to other volumes covering the same material would be to van Kampen's recent monograph. The two books have an entirely different feet about them. It would be hard to learn an appreciable amount of probability from van Kampen's monograph, but it nevertheless should be read for the great insight shown by the author into several of the issues of modern research in this area. Gardiner's book is written in a more leisurely fashion, covers more ground, and provides more introductory material.