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Markov processes: an introduction for physical scientists

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...

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Detalles Bibliográficos
Autor principal: Gillespie, Daniel T
Lenguaje:eng
Publicado: Elsevier 1991
Materias:
Acceso en línea:http://cds.cern.ch/record/1619008
Descripción
Sumario: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.Key Features* A self-contained, prgamatic exposition of the needed elements of random variable theory* Logically integrated derviations of the Chapman-Kolmogorov e