Stochastic Processes in Physics and Chemistry / Edition 3

by N.G. Van Kampen

Overview

The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant.C.W.Gardiner, Quantum Optics (Springer, Berlin 1991)D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992)W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004)

Product Details

ISBN-13:	9780444529657
Publisher:	Elsevier Science
Publication date:	04/23/2007
Series:	North-Holland Personal Library
Edition description:	New Edition
Pages:	480
Product dimensions:	6.00(w) x 9.00(h) x (d)

Table of Contents

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

Editorial Reviews

Van Kampen has produced a superbly written, physically motivated introduction to the theory of stochastic processes. ... an excellent introduction to the use (and avoidance of abuse) of master equations. It should be in every physics and chemistry library.
Physics Today, on the first edition
This is a book which ... could be expected to become an essential part of the library of every physical scientist concerned with problems involving fluctuations and stochastic processes, as well as those who just enjoy a beautifully written book. It provides an extensive graduate-level introduction which is clear, cautious, interesting and readable.
Physics Bulletin

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