By
Daniel Gillespie, Naval Weapons Center
Description
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.
