Manual Stochastic Processes in Physics and Chemistry

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Physics Bulletin. Would you like to tell us about a lower price? If you are a seller for this product, would you like to suggest updates through seller support? This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced.

Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated. Read more Read less.

Customers who viewed this item also viewed. Page 1 of 1 Start over Page 1 of 1. What other items do customers buy after viewing this item? Stochastic Processes in Physics and Chemistry. Review Van Kampen has produced a superbly written, physically motivated introduction to the theory of stochastic processes.


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Please try again later. Format: Paperback. Van Kampen is that rare book that has enormous utility while being very clear and readable. It is perfectly suitable for sitting down and reading; the ideas flow together in a seamless way. Yet if you need to use it as a reference, you can flip to the appropriate page and the ideas will still be clear!

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It's amazing to me how Van Kampen manages to have the topics of the book stand alone, yet be woven together in such a logical, and even pedagogical, way. This book is recommended for anyone working in statistical physics and is a must for anyone studying nonequilibrium phenomena in chemisty or physics. Even moreso than Kubo's excellent book on nonequilbrium statistical mechanics, this is the most clear and complete volume. This book is terrific, with a narrative that is well integrated with the math. As noted by previous reviewers, van Kampen does a particularly good job of spelling out the necessary conditions for using Langevin techniques.

My only complaint: some of the derivations are fast-and-loose, with typos that lead to confusion. Van Kampen's book is a must-have for anyone interested in stochastic processes.

Stochastic Processes in Physics and Chemistry Ed. 3 - ScholarVox International

More options. Find it at other libraries via WorldCat Limited preview.

Organization of the lecture

Contributor ScienceDirect Online service. Bibliography Includes bibliographical references and index. Contents I. Stochastic variables II. Random events III. Stochastic processes IV. Markov processes V. The master equation VI. One-step processes VII.

Chemical reactions VIII. The Fokker-Planck equation IX. The Langevin approach X. The expansion of the master equation XI.

Stochastic Processes in Physics and Chemistry (North-Holland Personal Library)

The diffusion type XII. First-passage problems XIII. Unstable systems XIV. Fluctuations in continuous systems XV. The statistics of jump events XVI. Stochastic differential equations XVII. Stochastic behavior of quantum systems. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations.

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Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant. Coffey, Yu. Kalmykov, and J.