Markov Processes
An Introduction for Physical Scientists
- 1st Edition - October 8, 1991
- Imprint: Academic Press
- Author: Daniel T. Gillespie
- Language: English
- Hardback ISBN:9 7 8 - 0 - 1 2 - 2 8 3 9 5 5 - 9
- Paperback ISBN:9 7 8 - 0 - 1 2 - 3 9 5 8 1 8 - 1
- eBook ISBN:9 7 8 - 0 - 0 8 - 0 9 1 8 3 7 - 2
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… Read more
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Request a sales quoteMarkov 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
Professionals/scientists without training in probability and statistics (using books as a "self-help" guide), senior undergraduate and graduate level students in physics and chemistry and mathematicians specializing in game theory, and finite math
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 Be Improved? Proof of the Birth-Death Stability Theorem. Solution of the Matrix Differential Equation. Bibliography. Index.
- Edition: 1
- Published: October 8, 1991
- Imprint: Academic Press
- No. of pages: 592
- Language: English
- Hardback ISBN: 9780122839559
- Paperback ISBN: 9780123958181
- eBook ISBN: 9780080918372
DG
Daniel T. Gillespie
Affiliations and expertise
Naval Weapons CenterRead Markov Processes on ScienceDirect