Introduction to Stochastic Processes and

Introduction to Stochastic Processes and
1 569,- 1 569,-
Format E-Bok
Filformat PDF
Utgivelsesår 1994
Forlag World Scientific Publishing Co
Språk Engelsk
ISBN 9789814350280
Sider 232
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Om Introduction to Stochastic Processes and

The purpose of this textbook is to bring together, in a self-contained introductory form, the scattered material in the field of stochastic processes and statistical physics. It offers the opportunity of being acquainted with stochastic, kinetic and nonequilibrium processes. Although the research techniques in these areas have become standard procedures, they are not usually taught in the normal courses on statistical physics. For students of physics in their last year and graduate students who wish to gain an invaluable introduction on the above subjects, this book is a necessary tool.Contents:Stochastic Processes and the Master Equation:Stochastic ProcessesMarkovian ProcessesMaster EquationsKramers Moyal ExpansionBrownian Motion, Langevin and Fokker-Planck EquationsDistributions, BBGKY Hierarchy, Density Operator:Probability Density as a FluidBBGKY HierarchyMicroscopic Balance EquationsDensity OperatorLinear Nonequilibrium Thermodynamics and Onsager Relations:Onsager Regression to Equilibrium HypothesisOnsager RelationsMinimum Production of EntropyLinear Response Theory, Fluctuation-Dissipation Theorem:Correlation Functions: Definitions and PropertiesLinear Response TheoryFluctuation-Dissipation TheoremInstabilities and Far from Equilibrium Phase-Transitions:Limit Cycles, Bifurcations, Symmetry BreakingNoise Induced TransitionsFormation and Propagation of Patterns in Far from Equilibrium Systems:Reaction-Diffusion Descriptions and Pattern FormationPattern PropagationReadership: Graduate students in physics and chemistry.Key Features:Demonstrates how theoretical approaches — particularly dynamic and stochastic approaches — can yield insights into the resource and environmental problems of developing nationsAnalyzes the desirability of certain common resource use practices from an integrated ecological-economic perspectiveProvides a comprehensive survey of the extant literature and brings together some prominent theoretical papers on the environment and economic development


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