Markov Processes: An Introduction for Physical Scientists |  | Author: Daniel T. Gillespie
Publisher: Academic Press
List Price: $142.00
Buy New: $39.95
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Rating:  2 reviews
Sales Rank: 927156
Media: Hardcover
Pages: 592
Number Of Items: 1
Shipping Weight (lbs): 2.3
Dimensions (in): 9.1 x 5.9 x 1.3
ISBN: 0122839552
Dewey Decimal Number: 519.233
EAN: 9780122839559
ASIN: 0122839552
Publication Date: October 22, 1991
Availability: Usually ships in 1-2 business days
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| Editorial Reviews:
Product Description
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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| Customer Reviews:
Complete and Clear Introduction October 17, 2008
Don S. Lemons (Wichita, Kansas)
I have read and worked through much of Gillespie's book. It was exactly what I needed in the way of a meaty but clear and accessible introduction to the subject. I know of no other book like it. There are good books that are more mathematically oriented (Okesendahl), that outline rather than narrate (Gardiner), and that introduce a more limited content (my own), but there is nothing like Gillespie's book: introductory yet wide-ranging content. It was perfect for this physicist who wanted to be introduced to the details of the subject.
Good Introduction February 8, 2002
Edward Qubain (Austin TX)
5 out of 12 found this review helpful
This is the most readable introduction to Markov processes I have found.
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