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The study of physical systems using probabilistic reasoning, especially relating small-scale classical mechanics to large-scale thermodynamics.

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References for a physicist migrating to stochastic processes

I've studied "Markov Chains" - Norris and "Measure, Integral and Probability" - Capinski, Kopp. Now, I'm looking for a couple of books (or other references) that help me bridging these two topics. Mor …
edwineveningfall's user avatar