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Markov Processes : An Introduction for Physical Scientists - Daniel T. Gillespie

Markov Processes

An Introduction for Physical Scientists

Hardcover

Published: 1st October 1991
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Published: 2nd December 1991
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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

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.

ISBN: 9780122839559
ISBN-10: 0122839552
Audience: Professional
Format: Hardcover
Language: English
Number Of Pages: 592
Published: 1st October 1991
Publisher: Elsevier Science Publishing Co Inc
Country of Publication: US
Dimensions (cm): 22.9 x 15.2  x 3.18
Weight (kg): 1.08