Markov Processes

An Introduction for Physical Scientists

By: Daniel T. Gillespie

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Hardcover | 8 October 1991

At a Glance

Hardcover
592 Pages

Dimensions(cm)
22.86 x 15.24 x 3.18

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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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You Can Find This Book In

Non-Fiction Mathematics Applied Mathematics Stochastics Probability & Statistics Science Science in General Maths for Scientists Engineering & Technology Technology in General Maths for Engineers

Random Variable Theory
General Features of a Markov Process
Continuous Markov Processes
Jump Markov Processes with Continuum States
Jump Markov Processes with Discrete States
Temporally Homogeneous Birth-Death Markov Processes
Appendixes: Some Useful Integral Identities
Integral Representations of the Delta Functions
An Approximate Solution Procedure for ""Open"" Moment Evolution Equations
Estimating the Width and Area of a Function Peak
Can the Accuracy of the Continuous Process Simulation Formula
Table of Contents provided by Publisher. All Rights Reserved.

Markov Processes

An Introduction for Physical Scientists

At a Glance

Hardcover

Shipping

How to return your order

Defective items

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