1 Statistical Physics: Is More than Statistical Mechanics 1

Part I Modeling of Statistical Systems

2 Random Variables: Fundamentals of Probability Theory
and Statistics 5

3 Random Variables in State Space: Classical Statistical
Mechanics of Fluids 53

4 Random Fields: Textures and Classical Statistical
Mechanics of Spin Systems 121

5 Time-Dependent Random Variables: Classical Stochastic
Processes 161

6 Quantum Random Systems 221

7 Changes of External Conditions 297

Part II Analysis of Statistical Systems

8 Estimation of Parameters 317

9 Signal Analysis: Estimation of Spectra 347

10 Estimators Based on a Probability Distribution
for the Parameters 405

11 Identification of Stochastic Models from Observations 421

12 Estimating the Parameters of a Hidden Stochastic Model . 467

13 Statistical Tests and Classification Methods 483

Appendix: Random Number Generation for Simulating
Realizations of Random Variables 509

Problems 511

Hints and Solutions 533

References. 541

Index 547