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The Probability Integral : Its Origin, Its Importance, and Its Calculation / by Paul J. Nahin.

SpringerLink Books Physics and Astronomy eBooks 2023 Available online

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Format:
Book
Author/Creator:
Nahin, Paul J.
Series:
Physics and Astronomy Series
Language:
English
Subjects (All):
Mathematical physics.
Engineering mathematics.
Measure theory.
Probabilities.
Statistics.
History.
Mathematics.
Mathematical Methods in Physics.
Engineering Mathematics.
Measure and Integration.
Probability Theory.
History of Statistics.
History of Mathematical Sciences.
Local Subjects:
Mathematical Methods in Physics.
Engineering Mathematics.
Measure and Integration.
Probability Theory.
History of Statistics.
History of Mathematical Sciences.
Physical Description:
1 online resource (205 pages)
Edition:
1st ed. 2023.
Place of Publication:
Cham : Springer Nature Switzerland : Imprint: Springer, 2023.
Summary:
This book tells the story of the probability integral, the approaches to analyzing it throughout history, and the many areas of science where it arises. The so-called probability integral, the integral over the real line of a Gaussian function, occurs ubiquitously in mathematics, physics, engineering and probability theory. Stubbornly resistant to the undergraduate toolkit for handling integrals, calculating its value and investigating its properties occupied such mathematical luminaries as De Moivre, Laplace, Poisson, and Liouville. This book introduces the probability integral, puts it into a historical context, and describes the different approaches throughout history to evaluate and analyze it. The author also takes entertaining diversions into areas of math, science, and engineering where the probability integral arises: as well as being indispensable to probability theory and statistics, it also shows up naturally in thermodynamics and signal processing. Designed to be accessibleto anyone at the undergraduate level and above, this book will appeal to anyone interested in integration techniques, as well as historians of math, science, and statistics.
Contents:
Chapter 1. De Moivre and the Discovery of the Probability Integral
Chapter 2. Laplace’s First Derivation
Chapter 3. How Euler Could Have Done It Before Laplace (but did he?)
Chapter 4. Laplace’s Second Derivation
Chapter 5. Generalizing the Probability Integral
Chapter 6. Poisson’s Derivation
Chapter 7. Rice’s Radar Integral
Chapter 8. Liouville’s Theorem that Has No Finite Form
Chapter 9. How the Error Function Appeared in the Electrical Response of the Trans-Atlantic Telegraph Cable
Chapter 10. Doing the Probability Integral with Differentiation
chapter 11. The Probability Integral as a Volume
Chapter 12. How Cauchy Could Have Done It (but didn’t)
Chapter 13. Fourier Has the Penultimate Technical Word
Chapter 14. Finbarr Holland Has the Last Technical Word
Chapter 15. A Final Comment on Mathematical Proofs.
Notes:
Description based on publisher supplied metadata and other sources.
Other Format:
Print version: Nahin, Paul J. The Probability Integral
ISBN:
3-031-38416-4
OCLC:
1398231844

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