Markov Processes

Markov Processes : An Introduction for Physical Scientists

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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.
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Product details

  • Hardback | 592 pages
  • 149.86 x 231.14 x 33.02mm | 1,043.26g
  • Academic Press Inc
  • San Diego, United States
  • English
  • 0122839552
  • 9780122839559
  • 1,268,378

Table of contents

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
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