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Stochastic processes in physics and chemistry / N.G. Van Kampen.

By: Kampen, N. G. van.
Series: North-Holland personal library: Publisher: Amsterdam ; Boston : Elsevier, 2007Edition: 3rd ed.Description: xvi, 463 p. : ill. ; 23 cm.ISBN: 9780444529657 (pbk.); 0444529659 (pbk.).Subject(s): Stochastic processes | Statistical physics | Chemistry, Physical and theoretical -- Statistical methodsOther classification: 33.26 | 35.05 Online resources: Full-text here
Contents:
Stochastic variables -- Random events -- Stochastic processes -- Markov processes -- The master equation -- One-step processes -- Chemical reactions -- The Fokker-Planck equation -- The expansion of the master equation -- The diffusion type -- First-passage problems -- Unstable systems -- Fluctuations in continuous systems -- The statistics of jump events -- Stochastic differential equations -- Stochastic behavior of quantum systems.
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Item type Current location Call number Status Date due Barcode Item holds
Book Skoltech library
Shelves 		QC20.7.S8 K35 2007 (Browse shelf) Available 2000006175
Total holds: 0

Previous ed.: Amsterdam: North-Holland, 1992.

Includes bibliographical references and index.

Stochastic variables -- Random events -- Stochastic processes -- Markov processes -- The master equation -- One-step processes -- Chemical reactions -- The Fokker-Planck equation -- The expansion of the master equation -- The diffusion type -- First-passage problems -- Unstable systems -- Fluctuations in continuous systems -- The statistics of jump events -- Stochastic differential equations -- Stochastic behavior of quantum systems.

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