Markov processes: an introduction for physical scientists
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Bibliographic Details
Main Author: Gillespie, Daniel T. (Author)
Format: Electronic eBook
Language:English
Published: Boston Academic Press c1992
Subjects:
Online Access:FAW01
Volltext
Item Description:Includes bibliographical references (p. xxi) and index
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
Physical Description:1 Online-Ressource (xxi, 565 p.)
ISBN:0080918379
0122839552
9780080918372
9780122839559

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