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  1. Markov Processes: An Introduction for Physical Scientists
    Markov Processes: An Introduction for Physical Scientists
    Markov Processes: An Introduction for Physical Scientists
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  2. Markov Processes: An Introduction for Physical Scientists

    [0122839552]
    Delivery: 10-20 Working Days
    Customer Ratings (2 USA reviews)
    Price R2020.00

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Additional Information

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

Specifications

Country
USA
Author
Daniel T. Gillespie
Binding
Hardcover
EAN
9780122839559
Edition
1
ISBN
0122839552
Label
Academic Press
Manufacturer
Academic Press
NumberOfItems
1
NumberOfPages
592
PublicationDate
1991-10-22
Publisher
Academic Press
Studio
Academic Press
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