Stochastic Processes for Physicists: Understanding Noisy Systems
"Jacobs is an enthusiastic, clear, and concise writer. He presents each theory by means of heuristic arguments and calculations."Cosma Shalizi, Physics Today"This book gives a very clear and readable account of the basic concepts required. On the whole, this is an excellent user-friendly introduction to the subject. I would use it myself, if I were teaching such a course."Deepak Dhar, Mathematical Reviews