Stochastic Processes in Physics and Chemistry - Hardcover

Kampen, N.G.Van

Hardcover

ISBN 10: 0444862005 ISBN 13: 9780444862006

Publisher: Elsevier Science Ltd, 1981

Synopsis

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.

About this title

Review

Van Kampen has produced a superbly written, physically motivated introduction to the theory of stochastic processes. ... an excellent introduction to the use (and avoidance of abuse) of master equations. It should be in every physics and chemistry library.
Physics Today, on the first edition
This is a book which ... could be expected to become an essential part of the library of every physical scientist concerned with problems involving fluctuations and stochastic processes, as well as those who just enjoy a beautifully written book. It provides an extensive graduate-level introduction which is clear, cautious, interesting and readable.
Physics Bulletin

Edition details

• Publisher: Elsevier Science Ltd
• Publication date: 1981
• ISBN 10: 0444862005
• ISBN 13: 9780444862006
• Binding: Hardcover
• Language: English
• Number of pages: 434