Daniel T. Gillespie
Markov processes : an introduction for physical scientists - New York: Academic Press, [c1992] - 565 p
1. Random Variable Theory
2. General Features of a Markov Process
3. Continuous Markov Processes
4. Jump Markov Processes with Continuum States
5. Jump Markov Processes with Discrete States
6. Temporally Homogeneous Birth-Death Markov Processes
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. --- summary provided by publisher
9780122839559
QA 274.7
Markov processes : an introduction for physical scientists - New York: Academic Press, [c1992] - 565 p
1. Random Variable Theory
2. General Features of a Markov Process
3. Continuous Markov Processes
4. Jump Markov Processes with Continuum States
5. Jump Markov Processes with Discrete States
6. Temporally Homogeneous Birth-Death Markov Processes
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. --- summary provided by publisher
9780122839559
QA 274.7