Markov Processes
eBook - ePub

Markov Processes

An Introduction for Physical Scientists

  1. 592 pages
  2. English
  3. ePUB (mobile friendly)
  4. Available on iOS & Android
eBook - ePub

Markov Processes

An Introduction for Physical Scientists

About this book

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

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Yes, you can access Markov Processes by Daniel T. Gillespie in PDF and/or ePUB format, as well as other popular books in Mathematics & Mathematics General. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Academic Press
Year
1991
Print ISBN
9780122839559
eBook ISBN
9780080918372
Topic
Mathematics
Subtopic
Mathematics General
Index
Mathematics

Table of contents

  1. Cover image
  2. Title page
  3. Table of Contents
  4. Copyright
  5. PREFACE
  6. ACKNOWLEDGEMENTS
  7. BIBLIOGRAPHY
  8. Chapter 1: RANDOM VARIABLE THEORY
  9. Chapter 2: GENERAL FEATURES OF A MARKOV PROCESS
  10. Chapter 3: CONTINUOUS MARKOV PROCESSES
  11. Chapter 4: JUMP MARKOV PROCESSES WITH CONTINUUM STATES
  12. Chapter 5: JUMP MARKOV PROCESSES WITH DISCRETE STATES
  13. Chapter 6: TEMPORALLY HOMOGENEOUS BIRTH-DEATH MARKOV PROCESSES
  14. Appendix A: SOME USEFUL INTEGRAL IDENTITIES
  15. Appendix B: INTEGRAL REPRESENTATIONS OF THE DELTA FUNCTIONS
  16. Appendix C: AN APPROXIMATE SOLUTION PROCEDURE FOR “OPEN” MOMENT EVOLUTION EQUATIONS
  17. Appendix D: ESTIMATING THE WIDTH AND AREA OF A FUNCTION PEAK
  18. Appendix E: CAN THE ACCURACY OF THE CONTINUOUS PROCESS SIMULATION FORMULA BE IMPROVED?
  19. Appendix F: PROOF OF THE BIRTH-DEATH STABILITY THEOREM
  20. Appendix G: SOLUTION TO THE MATRIX DIFFERENTIAL EQUATION (6.6-62)
  21. INDEX