Download eBook Free: https://ouo.io/QWRj9n Markov Processes: An Introduction for Physical Scientists By: Gillespie, Daniel T. Publisher: Academic Press Print ISBN: 9780122839559, 0122839552 eText ISBN: 9780122839559, 9780080918372, 0080918379 Pages: 592 Format: EPUB Available from $ 72.95 USD SKU 9780122839559 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
