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Markov Processes 9780122839559

Markov Processes

An Introduction for Physical Scientists

ISBN-10: 0122839552
ISBN-13: 9780122839559
AUTHOR:
PUBLISHER: Elsevier Science & Technology Books
Also available at Amazon.com
Note: Not guaranteed to come with supplemental materials (access codes, CDs, DVDs)
Product Description: 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

Additional Details


PUBLICATION DATE:
PAGES: 592
CATEGORY: Mathematics
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