Markov processes : an introduction for physical scientists /

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Bibliographic Details
Author / Creator:Gillespie, Daniel T.
Imprint:Boston : Academic Press, c1992.
Description:xxi, 565 p. : ill. ; 24 cm.
Language:English
Subject:
Format: Print Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/6437281
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ISBN:0122839552 (acid-free paper)
Notes:Includes bibliographical references (p. xxi) and index.
Table of Contents:
  • Random Variable Theory
  • General Features of a Markov Process
  • Continuous Markov Processes
  • Jump Markov Processes with Continuum States
  • Jump Markov Processes with Discrete States
  • Temporally Homogeneous Birth-Death Markov Processes
  • Appendixes: Some Useful Integral Identities
  • Integral Representations of the Delta Functions
  • An Approximate Solution Procedure for ""Open"" Moment Evolution Equations
  • Estimating the Width and Area of a Function Peak
  • Can the Accuracy of the Continuous Process Simulation Formula