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Stochastic Dynamics and Irreversibility
This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equ…
- Edition
- 1
- ISBN/ISSN
- 978-3-319-11770-6
- Collation
- -
- Series Title
- 44 b/w illustrations
- Call Number
- XII, 394
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