Description
Key Features * A self-contained, prgamatic exposition of the needed elements of random variable theory * Logically integrated derviations of the Chapman-Kolmogorov equation, the Kramers-Moyal equations, the Fokker-Planck equations, the Langevin equation, the master equations, and the moment equations * Detailed exposition of Monte Carlo simulation methods, with plots of many numerical examples * Clear treatments of first passages, first exits, and stable state fluctuations and transitions * Carefully drawn applications to Brownian motion, molecular diffusion, and chemical kinetics
Book Information
ISBN 9780122839559
Author Daniel T. Gillespie
Format Hardback
Page Count 592
Imprint Academic Press Inc
Publisher Elsevier Science Publishing Co Inc
Weight(grams) 1080g