Stochastic Dynamics and Irreversibility

This textbook presents an exposition of shastic dynamics and irreversibility. It comprises the principles of probability theory and the shastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equilibrium and in nonequilibrium stationary states. Attention is also given to the study of models display...