Markov processes : an introduction for physical scientists /
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...
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| Format: | eBook |
| Language: | English |
| Language Notes: | English. |
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Boston :
Academic Press,
©1992.
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| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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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| Physical Description: | 1 online resource (xxi, 565 pages) : illustrations |
| Bibliography: | Includes bibliographical references (page xxi) and index. |
| ISBN: | 9780080918372 0080918379 1299536166 9781299536166 |