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Stochastic processes

Most popular at the top

  • Stochastic Analysis And Mathematical Physics (samp/anestoc 2002)by Rolando Rebolledo; Jorge Rezende; Jean-Claude Zambrini

    World Scientific Publishing Company 2004; US$ 193.00

    The book collects a series of papers centered on two main streams: Feynman path integral approach to Quantum Mechanics and statistical mechanics of quantum open systems. Key authors discuss the state-of-the-art within their fields of expertise. In addition, the volume includes a number of contributed papers with new results, which have been thoroughly... more...

  • The Random-Cluster Modelby Geoffrey Grimmett

    Springer 2006; US$ 125.00

    The random-cluster model is a key tool in the mathematical study of ferromagnetism. This study includes accounts of the subcritical and supercritical phases, with statements of important open problems. It covers the first-order (discontinuous) phase transition, and applications of the random-cluster method to other models of statistical physics. more...

  • Electromagnetic Scattering from Random Mediaby Timothy R. Field

    Oxford University Press, UK 2008; US$ 124.99

    - ;The book develops the dynamical theory of scattering from random media from first principles. Its key findings are to characterize the time evolution of the scattered field in terms of stochastic differential equations, and to illustrate this framework more...

  • Stochastic Equations through the Eye of the Physicistby Valery I. Klyatskin

    Elsevier Science 2005; US$ 350.00

    Fluctuating parameters appear in a variety of physical systems and phenomena. They typically come either as random forces/sources, or advecting velocities, or media (material) parameters, like refraction index, conductivity, diffusivity, etc. The well known example of Brownian particle suspended in fluid and subjected to random molecular bombardment... more...

  • Stochastic Processes in Physics and Chemistryby N.G. Van Kampen

    Elsevier Science 2011; US$ 116.00

    The third edition of Van Kampen's standard work has been revised and updated. 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. Apart from that throughout the text corrections have been made... more...

  • Interacting Particle Systemsby Thomas M. Liggett

    Springer-Verlag Berlin and Heidelberg GmbH & Co. KG 2006; US$ 69.95

    Presents a treatment of a class of random processes. more...

  • Random Processes in Physics and Financeby Melvin Lax; Wei Cai; Min Xu

    Oxford University Press, UK 2006; US$ 124.99

    Melvin Lax was a member of the US National Academy of Sciences, and widely known for his contributions in the field of random processes in physics. This book uniquely presents Lax's theoretical treatment of random processes, including applications to laser and semiconductor physics, light propagation in scattering media, and investment decisions.... more...

  • Stochastic Processes in Chemical Physicsby K. E. Shuler

    Wiley 2009; US$ 188.00

    The Advances in Chemical Physics series provides the chemical physics and physical chemistry fields with a forum for critical, authoritative evaluations of advances in every area of the discipline. Filled with cutting-edge research reported in a cohesive manner not found elsewhere in the literature, each volume of the Advances in Chemical Physics... more...

  • Phase Transitions of Interacting Particle Systemsby Norio Konno

    World Scientific Publishing Company 1995; US$ 124.00

    Recently, interacting particle systems have been studied widely from the standpoints of mathematics, physics, chemistry and biology. Many researchers are becoming interested in this field.This book focuses on the phase transitions of interacting particle systems, especially their critical values and order parameters. It poses the following question:... more...

  • Neutron Fluctuationsby Imre Pazsit; Lenard Pal

    Elsevier Science 2007; US$ 225.00

    The transport of neutrons in a multiplying system is an area of branching processes with a clear formalism. This book presents an account of the mathematical tools used in describing branching processes, which are then used to derive a large number of properties of the neutron distribution in multiplying systems with or without an external source.... more...