Markov Processes book cover

Markov Processes

An Introduction for Physical Scientists

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.

Audience
Professionals/scientists without training in probability and statistics (using books as a "self-help" guide), senior undergraduate and graduate level students in physics and chemistry and mathematicians specializing in game theory, and finite math.

Hardbound, 592 Pages

Published: October 1991

Imprint: Academic Press

ISBN: 978-0-12-283955-9

Contents

  • Random Variable Theory. General Features of a Markov Process. Continuous Markov Processes. Jump Markov Processes with Continuum States. Jump Markov Processes with Discrete States. Temporally Homogeneous Birth-Death Markov Processes. Appendixes: Some Useful Integral Identities. Integral Representations of the Delta Functions. An Approximate Solution Procedure for "Open" Moment Evolution Equations. Estimating the Width and Area of a Function Peak. Can the Accuracy of the Continuous Process Simulation Formula Be Improved? Proof of the Birth-Death Stability Theorem. Solution of the Matrix Differential Equation. Bibliography. Index.

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