Stochastic Processes in Physics and Chemistry [3rd ed] 9780444529657, 0444529659, 9780080475363, 0080475361

The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second e

605 111 4MB

English Pages 481 [470] Year 2007;2011

Stochastic Processes in Physics and Chemistry [3rd ed]
9780444529657, 0444529659, 9780080475363, 0080475361

Author / Uploaded
Kampen
N G Van

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

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