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From Markov Chains to Non-Equilibrium Particle Systems (2nd Edition)

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Knygos aprašymas

This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. It also deals with a typical class of non-equilibrium particle systems, including the typical Schlögl model taken from statistical physics. The constructions, ergodicity and phase transitions for this class of Markov interacting particle systems, namely, reaction-diffusion processes, are presented. In this new edition, a large part of the text has been updated and two-and-a-half chapters have been rewritten. The book is self-contained and can be used in a course on stochastic processes for graduate students.

Informacija

Autorius: Mu-Fa Chen
Leidėjas: World Scientific Pub Co Inc
Išleidimo metai: 2004
Knygos puslapių skaičius: 612
ISBN-13: 9789812388117
Formatas: 6.5 x 1.5 x 9.75 inches. Knyga kietu viršeliu
Kalba: Anglų

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