An Advanced Approach with Applications
Graduate Texts in Physics
The application of statistical methods to physics is essential. This unique book on statistical physics offers an advanced approach with numerous applications to the modern problems students are confronted with. Therefore the text contains more concepts and methods in statistics than the student would need for statistical mechanics alone. Methods from mathematical statistics and stochastics for the analysis of data are discussed as well.
The book is divided into two parts, focusing first on the modeling of statistical systems and then on the analysis of these systems. Problems with hints for solution help the students to deepen their knowledge. The third edition has been updated and enlarged with new sections deepening the knowledge about data analysis. Moreover, a customized set of problems with solutions is accessible on the Web at extras.springer.com.
Statistical Physics is more than Statistical Mechanics.- Part I: Modeling of Statistical Systems.- Random Variables: Fundamentals of Probability Theory and Statistics.- Random Variables in State Space: Classical Statistical Mechanics of Fluids.- Random Fields: Textures and Classical Statistical Mechanics of Spin Systems.- Time-Dependent Random Variables: Classical Stochastic Processes.- Quantum Random Systems.- Changes of External Conditions.- Part II: Analysis of Statistical Systems.- Estimation of Parameters.- Signal Analysis: Estimation of Spectra.- Estimators Based on a Probability Distribution for the Parameters.- Identification of Stochastic Models from Observations.- Estimating the Parameters of a Hidden Stochastic Model.- Statistical Tests and Classification Methods.- Appendix: Random Number Generation for Simulating Realizations of Random Variables.- Problems.- Hints and Solutions.
From the book reviews:
“The book is carefully divided into two parts. The first part deals with modeling of statistical systems. The second part is devoted to the analysis of the respective systems. … followed by a section that offers helpful hints and solutions to problems throughout the text, making it easier for students to deepen their understanding and confidence in their newfound knowledge. … topics in each chapter are carefully selected and are well presented, making it a reliable reference for ‘statistical physics.’” (Technometrics, Vol. 55 (2), May, 2013)