FROM MARKOV CHAINS TO NON-EQU.. (2ND ED)

von Chen Mu-Fa

612 Seiten, Hardcover

Kurzbeschreibung des Verlags

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.

• Reihe: World Scientific
• ISBN: 9789812388117
• Sprache: Englisch
• Erscheinungsdatum: 24.03.2004
• Größe: 257 x 165 mm
• Verlag: World Scientific Publishing Co Pte Ltd