Markov Processes: An Introduction for Physical Scientists 1st Edition by Daniel T. Gillespie (PDF)

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.A self-contained, prgamatic exposition of the needed elements of random variable theoryLogically integrated derviations of the Chapman-Kolmogorov equation, the Kramers-Moyal equations, the Fokker-Planck equations, the Langevin equation, the master equations, and the moment equationsDetailed exposition of Monte Carlo simulation methods, with plots of many numerical examplesClear treatments of first passages, first exits, and stable state fluctuations and transitionsCarefully drawn applications to Brownian motion, molecular diffusion, and chemical kinetics

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐Good coverage of single-variable Markov processes. I particularly liked the multiple approaches to Brownian motion. A drawback is the sections are difficult to navigate because there’s no clear separation between the main results and derivations. This makes it tedious to flip through the book looking for a specific result, or to find figures or equations mentioned again later in the text. If you’re looking for a shorter summary with more connection to physics, I suggest

⭐This is a very clear book that is perfect for physicists interested in the topic.

⭐This is the most readable introduction to Markov processes I have found.

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