Stochastic Processes in Physics and Chemistry (North-Holland Personal Library) 3rd Edition by N.G. Van Kampen (PDF)

Description

The third edition of Van Kampen’s standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant. C.W.Gardiner, Quantum Optics (Springer, Berlin 1991)D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992)W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004)

User’s Reviews

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

⭐This is a wonderful book that is not commonly found these days. Van Kampen is a great thinker andcareful writer. I would give this book ten stars if allowed. The book presents many important topics ina very comfortable manner that many working scientists would like to see. Besides the standardcontents on probability, stochastic processes and classical/quantum physics, the authors made manyinsightful comments (small letters) originating from his deep thoughts and sharp observations on manyissues ranging from foundation of probability to quantum mechanics.The book is a high quality scholarly monograph on a topic that is of fundamental importance in physics,chemistry and engineering science. The good authors like Van Kampen nowadays are very rare. I couldnot praise this book more.

⭐I will only comment on the kindle version of the very title.It’s a print replica, which is the correct way to handle books on physics, maths, etc., considering that the “default” kindle format is not suitable for books with a lot of mathematical formulas. (To compare, you can see how Newman’s Networks: An Introduction is screwed up by the “default” format”)Since it’s a print replica, it looks as nice as the print edition, and it is searchable. It also contains a nice table of contents which you can click. However, the index has no links at all, which is unacceptable for an ebook.I bought this at 80 USD, which is just a little bit (several USD) cheaper than the print version. It is seriously overpriced considering that this ebook is only of mediocre quality.

⭐A fascinating book, very well written and thoroughly explained. I find it pedagogical even though it dwells in an otherwise hard subject. I am a Biochemist/Biophysicist by training so I need some complementary lectures as an introduction for some chapters, but after filling the gaps in my knowledge this text has been instrumental for getting a deeper understanding of the subject.

⭐As a chemist, I found this book hard to follow. It always felt like it assumed A LOT of prior knowledge, which is not ideal in a textbook. I spent much more time reviewing other texts to understand van Kampen than actually using van Kampen. I would have liked more examples linking the math to real, interesting examples.

⭐I would have hoped for a different coverage of material, but the book is very well written. This is not an easy field, but this book makes it tractable.

⭐this is a classic book on stochastic processes

⭐A classic

⭐This is my favorite textbook. It is highly readable; everything is explained very clearly without being verbose, and it is very logically organized. One of the book’s best features is the author’s commentary on the inappropriate uses of particular approaches or the care needed in working particular problems correctly. These insightful sections are clearly the result of a true mastery of the subject and make easier the use of the book for self-study, in which access to such commentary (from a lecturer) is typically not available.Although it doesn’t read like it, this book is actually quite dense with information. It is not uncommon for me to come across a difficult problem in my work, only to find it solved in here. There are many exercises, all of which are interesting and add to the presentation in each chapter.I do not have any complaints about this book, and I can not recommend any other book more highly than this for anyone interested in learning more about stochastic processes. Even as a first book on the subject, for readers with sufficient mathematical sophistication I can not think of a better book.A final note: the changes to the third edition are apparently mostly in the chapter on quantum mechanics. You might consider trying to find a bargain on the second edition if such changes are not important to you!

⭐I bought this book a few weeks ago and so these are my first impressions. It’s really a book for theoretical physicits. It’s very useful for mathematicians who know some classical mechanics.The core of the book is the so-called Master Equation which is the differential form of the Chapman Kolmogorov (C-K) eqn familiar to mathematicians/statisticians. So, from the outset the emphasis is on the random motion of a particle (or more properly the probability density function pdf of the position of the particle) as described by (partial) differential equations and primarily the Fokker-Plank eqn (i.e. forward C-K eqn). In this respect the book is really successful and contains an immense amount of detail revealing insight into the Fokker-Plank eqn.So, if you’re a physicist who is comfortable with differential equations and you want to know more about random motion, this book will be great.Nonetheless, mathematicians in this area tend to prefer Ito/Stochastic Calculus. Even with a good book like Okensdal’s Stochastic Calculus, this is really a lot harder because the approach is based on integration rather than differentiation (integration being a lot safer mathematically). This approach separates the deterministic and random parts of a motion and associates the random bit with martingales (not mentioned in Von Kampen). From there stochastic calculus is (sophisticated and technical) elegant mathematics about transformations of one stochastic process into another. This is the technically demanding approach generally adopted in mathematical finance. Also, because integration is preferred the benefit is that monte carlo simulation provides a natural, if slow, solution metholdology.The key point of all this is that the integration approach takes a quite a while to get used to but then sort of “feels right”. In contrast the PDE route to understanding stochastic processes then seems both too direct and a tad crude … and then of course there is the added difficulty that solving (partial) differential equations is never easy.

⭐For those who know N. G. Van Kampen: they already know his excellent works and clarity with he approaches physical phenomenon and the mathematical rigor with he employs.The problem with these books or series is not about the intellectual contents which is usually superb; rather, with the terrible printing qualities. However, this is not the case for this book at least all the symbols can be read even if they are very small.

⭐Good

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