Stochastic Dynamics and Irreversibility
Springer | Clinical Chemistry, Thermodynamics, Chaos & Systems, Mechanics | Nov. 27 2014 | ISBN-10: 3319117696 | 394 pages | pdf | 3.98 mb
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations.