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From Markov chains to non-equilibrium particle systems / Mu-Fa Chen.

Title: From Markov chains to non-equilibrium particle systems / Mu-Fa Chen.
Author: Chen, Mufa.

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Status	Format	Access	Call Number	Item Location
Request for On-site Use Request Scan How do I pick up this item and when will it be ready?	Text	Use in library	QA274.7 .C54 2004g	Off-site

Details

Description

xii, 597 p. : ill.; 26 cm.

Summary

"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.

Subject

ISBN

9812388117

Owning Institutions

Columbia University Libraries