Stochastic Processes in Physics and Chemistry

✍ Scribed by N.G. Van Kampen (Auth.)

• Tongue: English
• Leaves: 468
• Category: Library

✦ Table of Contents

Content:
Preface to the first edition, Pages vii-viii
Preface to the second edition, Page ix
Abbreviated references, Page x
Preface to the third edition, Page xi
Chapter I - Stochastic variables, Pages 1-29
Chapter II - Random events, Pages 30-51
Chapter III - Stochastic processes, Pages 52-72
Chapter IV - Markov processes, Pages 73-95
Chapter V - The master equation, Pages 96-133
Chapter VI - One-step processes, Pages 134-165
Chapter VII - Chemical reactions, Pages 166-192
Chapter VIII - The Fokker-Planck equation, Pages 193-218
Chapter IX - The Langevin approach, Pages 219-243
Chapter X - The expansion of the master equation, Pages 244-272
Chapter XI - The diffusion type, Pages 273-291
Chapter XII - First-passage problems, Pages 292-325
Chapter XIII - Unstable systems, Pages 326-362
Chapter XIV - Fluctuations in continuous systems, Pages 363-382
Chapter XV - The statistics of jump events, Pages 383-395
Chapter XVI - Stochastic differential equations, Pages 396-421
Chapter XVII - Stochastic behavior of quantum systems, Pages 422-456
Subject index, Pages 457-463