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.
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
Daniel T. Gillespie
Most Helpful Customer Reviews
I have read and worked through much of Gillespie's book. It was exactly what I needed in the way of a meaty but clear and accessible introduction to the subject. I know of no other book like it. There are good books that are more mathematically oriented (Okesendahl), that outline rather than narrate (Gardiner), and that introduce a more limited content (my own), but there is nothing like Gillespie's book: introductory yet wide-ranging content. It was perfect for this physicist who wanted to be introduced to the details of the subject.
This is the most readable introduction to Markov processes I have found.
The authorised South African distributor of this product is under no obligation to honour the manufacture's guarantees/warranties or to provide after-sales service.
Please note that this item is imported from the USA, and is designed to be used in the USA. In addition, if the unit is powered it will come with a US plug and an adapter/transformer may be required. Please click here for more information on power requirements, or check with us if you are unsure or need any assistance!
Please also note that certain items cannot be imported, these include Alcohol, Animals, Batteries, Flammable Materials, Currency, Food, Furs, Chemicals, Explosives, Medications, Plants, Seeds, Supplements, Pressurized Cans, Tactical Equipment, Vitamins, Weaponry and Weaponry Accessories. In these cases, the item and information is displayed for reference purposes only. If you are not sure if we are permitted to bring an item, please send us an e-mail with a link to the item to confirm.
Please also ensure that you are ordering the correct item for your particular application as returns to the USA are costly. Product reviews are also provided for most of our items, which can give you a good idea for possible things to look out for and the quality of the item. By clicking Add to Cart, you are confirming that the item is correct and you accept the conditions listed here.