Stochastic Processes in Physics and Chemistry

✍ Scribed by Kampen, N G Van

• Publisher: North-Holland; Elsevier Science
• Year: 2007;2011
• Tongue: English
• Leaves: 470
• Series: North-Holland personal library
• Edition: 3rd ed
• Category: Library

✦ Synopsis

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)
Comprehensive coverage of fluctuations and stochastic methods for describing them
A must for students and researchers in applied mathematics, physics and physical chemistry

✦ Table of Contents

Preface to the first edition ......Page 2
Preface to the second edition ......Page 4
Preface to the second edition ......Page 6
Table of Contents ......Page 7
I. Stochastic variables ......Page 8
II. Random events ......Page 37
III. Stochastic processes ......Page 59
IV. Markov processes ......Page 80
V. The master equation ......Page 103
VI. One-step processes ......Page 141
VII. Chemical reactions ......Page 173
VIII. The Fokker-Planck equation ......Page 200
IX. The Langevin approach ......Page 226
X. The expansion of the master equation ......Page 251
XI. The diffusion type ......Page 280
XII. First-passage problems ......Page 299
XIII. Unstable systems ......Page 333
XIV. Fluctuations in continuous systems ......Page 370
XV. The statistics of jump events ......Page 390
XVI. Stochastic differential equations ......Page 403
XVII. Stochastic behavior of quantum systems ......Page 429
Subject Index ......Page 464

✦ Subjects

Science;Physics;Mathematics