By Daniel T. Gillespie
ISBN-10: 0122839552
ISBN-13: 9780122839559
ISBN-10: 0123958180
ISBN-13: 9780123958181
- A self-contained, prgamatic exposition of the wanted components of random variable theory
- Logically built-in derviations of the Chapman-Kolmogorov equation, the Kramers-Moyal equations, the Fokker-Planck equations, the Langevin equation, the grasp equations, and the instant equations
- Detailed exposition of Monte Carlo simulation tools, with plots of many numerical examples
- Clear remedies of first passages, first exits, and solid kingdom fluctuations and transitions
- Carefully drawn functions to Brownian movement, molecular diffusion, and chemical kinetics
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Markov Processes: An Introduction for Physical Scientists by Daniel T. Gillespie
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