From Markov Chains to Non-Equilibrium Particle Systems (2nd Edition) (Hardcover) (ISBN-13: 9789812388117)

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 Schlögl 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.

Author: Mu-Fa Chen
ISBN-10: 9812388117
ISBN-13: 9789812388117
Publisher: World Scientific Publishing Company
Language: English
Published: 03/24/2004
Pages: 612
Format: Hardcover
Weight: 2.53lbs
Size: 10.10h x 6.48w x 1.54d