Daniel T. Gillespie,
Daniel T. (Naval Weapons Center) Gillespie
Markov Processes
An Introduction for Physical Scientists
Gebonden Engels 1991 9780122839559Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
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Inhoudsopgave
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
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
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