9780122839559
Markov Processes - An Introduction For Physical Scientists - Daniel T. Gillespie
Gulf Professional Publishing (1992)
In Collection
#6380

Read It:
Yes
Markov processes, Mathematics / Applied, Mathematics / Discrete Mathematics, Mathematics / Graphic Methods

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

Product Details
LoC Classification QA274.7 .G55 1992
Dewey 519.2/33
No. of Pages 600
Height x Width 240 x 152 mm