Markov Processes - An Introduction for Physical Scientists (Hardcover)

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

General

Imprint:	Academic Press Inc
Country of origin:	United States
Release date:	December 1991
First published:	October 1991
Authors:	Daniel T. Gillespie
Dimensions:	229 x 152 x 40mm (L x W x T)
Format:	Hardcover
Pages:	592
ISBN-13:	978-0-12-283955-9
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Science & Mathematics > Mathematics > Applied mathematics > Mathematics for scientists & engineers Promotions
LSN:	0-12-283955-2
Barcode:	9780122839559

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