Markov Processes: An Introduction for Physical Scientists - Couverture rigide

Gillespie, Daniel T.

 
9780122839559: Markov Processes: An Introduction for Physical Scientists
Couverture rigide
ISBN 10 : 0122839552 ISBN 13 : 9780122839559
Editeur : Academic Press Inc, 1991

Synopsis

Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the single-variable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

Markov process theory is basically an extension of ordinary calculus to accommodate functions whos time evolutions are not entirely deterministic. It is a subject that is becoming increasingly important for many fields of science. This book develops the single-variable theory of both continuous and jump Markov processes in a way that should appeal especially to physicists and chemists at the senior and graduate level.

Key Features
* A self-contained, prgamatic exposition of the needed elements of random variable theory
* Logically integrated derviations of the Chapman-Kolmogorov equation, the Kramers-Moyal equations, the Fokker-Planck equations, the Langevin equation, the master equations, and the moment equations
* Detailed exposition of Monte Carlo simulation methods, with plots of many numerical examples
* Clear treatments of first passages, first exits, and stable state fluctuations and transitions
* Carefully drawn applications to Brownian motion, molecular diffusion, and chemical kinetics

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Academic Press Inc
Date d'édition
1991
Langue
anglais
ISBN 10 
0122839552
ISBN 13 
9780122839559
Reliure
Relié
Nombre de pages
592
Coordonnées du fabricant
non disponible
Personne responsable
Yeepin GmbH
492000000000
sunshine12232@outlook.com

Alleestr.11
Kaiserslautern
Rheinland-Pfalz
67655
Allemagne

Autres éditions populaires du même titre

9780123958181: Markov Processes: An Introduction For Physical Scientists

Edition présentée

ISBN 10 :  0123958180 ISBN 13 :  9780123958181
Editeur : Academic Press, 2012
Couverture souple