Markov processes : an introduction for physical scientists

By: Daniel T. GillespieMaterial type: TextTextPublication details: New York: Academic Press, [c1992]Description: 565 pISBN: 9780122839559LOC classification: QA 274.7
Contents:
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
Summary: 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
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Item type Current library Collection Shelving location Call number Status Notes Date due Barcode Item holds
Book Book ICTS
Mathematic Rack No 5 QA 274.7 (Browse shelf (Opens below)) Available Invoice no. IN 1199 ; Date: 09-12-2019 02303
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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

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