Markov Processes: An Introduction for Physical Scientists - Couverture rigide

Gillespie, Daniel T.

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.

A propos du livre

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

Détails de l'édition

• 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: GPSR Kontakt; gpsr@libri.de; ; Europaallee 1; Bad Hersfeld; 36244; Allemagne