Markov processes: An introduction to physical scientists Download File

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(Format : djvu , Language : English)
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



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Author(s) Book :Daniel T. Gillespie
Publish Year :1992 Publisher : AP
You can check by ISBN10/ISBN13 : 0122839552/9780122839559

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