Stochastic Processes in Physics and Chemistry

Stochastic Processes in Physics and Chemistry

by N. G. Van Kampen


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Stochastic Processes in Physics and Chemistry by N. G. Van Kampen

This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.

Product Details

ISBN-13: 9780444866509
Publisher: Elsevier Science & Technology Books
Publication date: 06/28/1983
Pages: 420

Table of Contents

Preface to the first edition Preface to the second edition Preface to the second edition Abbreviated references I. Stochastic variables II. Random events III. Stochastic processes IV. Markov processes V. The master equation VI. One-step processes VII. Chemical reactions VIII. The Fokker-Planck equation IX. The Langevin approach X. The expansion of the master equation XI. The diffusion type XII. First-passage problems XIII. Unstable systems XIV. Fluctuations in continuous systems XV. The statistics of jump events XVI. Stochastic differential equations XVII. Stochastic behavior of quantum systems Subject Index

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