Stochastic Processes in Physics and Chemistry

Other | November 1, 1992

byVan Kampen, N.G., N.g. Van Kampen

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This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.

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This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and ...

Format:OtherDimensions:480 pages, 1 × 1 × 1 inPublished:November 1, 1992Publisher:North HollandLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0080571387

ISBN - 13:9780080571386

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Table of Contents

Preface to the first edition. Preface to the second edition. Abbreviated references. I. Stochastic variables. II. Random events. III. Stochastic processes. IV. Markov processes. V. The master equation. VI. One-step processes. VII. Chemical reactions. VIII. The Fokker-Planck equation. IX. The Langevin approach. X. The expansion of the master equation. XI. The diffusion type. XII. First-passage problems. XIII. Unstable systems. XIV. Fluctuations in continuous systems. XV. The statistics of jump events. XVI. Stochastic differential equations. XVII. Stochastic behavior of quantum systems.