From Markov chains to non-equilibrium particle systems
By: Mu-Fa Chen.
Edition: 2nd ed.
Publisher: World Scientific; World Scientific Publishing Co Pte Ltd
Published: 2004
Place of publication: River Edge, N.J
Language: eng
Number of pages: 597
Subjects: Markov processes.; Probabilities.; Particles (Nuclear physics); Mathematical physics.; Markov, Processus de.; Probabilités.; Particules (Physique nucléaire); Physique mathématique.
Description: "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 Schlogl 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." "Readership : Upper-level undergraduates, graduate students and researchers in mathematical physics, probability and statistics."--BOOK JACKET.
Notes: Includes bibliographical references (p. 572-588) and indexes.