Ebook Download Stochastic Processes in Physics and Chemistry, Volume 1, Second Edition (North-Holland Personal Library), by N.G. Van Kampen
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Stochastic Processes in Physics and Chemistry, Volume 1, Second Edition (North-Holland Personal Library), by N.G. Van Kampen
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This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.
- Sales Rank: #1980448 in Books
- Brand: Brand: North Holland
- Published on: 1992-12-04
- Original language: English
- Number of items: 1
- Dimensions: 9.25" h x 6.00" w x .75" l, .0 pounds
- Binding: Paperback
- 480 pages
- Used Book in Good Condition
Review
Van Kampen has produced a superbly written, physically motivated introduction to the theory of stochastic processes. ... an excellent introduction to the use (and avoidance of abuse) of master equations. It should be in every physics and chemistry library.
Physics Today, on the first edition
This is a book which ... could be expected to become an essential part of the library of every physical scientist concerned with problems involving fluctuations and stochastic processes, as well as those who just enjoy a beautifully written book. It provides an extensive graduate-level introduction which is clear, cautious, interesting and readable.
Physics Bulletin
Most helpful customer reviews
12 of 12 people found the following review helpful.
A Classic
By Salman Habib
Van Kampen's book is a must-have for anyone interested in stochastic processes. The presentation is masterful and there are numerous thought-provoking examples and exercises. The author's remarks on "abuse" of methods (such as the Langevin technique) are well worth understanding, even if one does not agree with him in all cases. The price is a bit steep which is unfortunate since this book is really ideal for advanced undergraduates and graduate students.
5 of 5 people found the following review helpful.
Utility and Clarity
By Justin Bois
Van Kampen is that rare book that has enormous utility while being very clear and readable. It is perfectly suitable for sitting down and reading; the ideas flow together in a seamless way. Yet if you need to use it as a reference, you can flip to the appropriate page and the ideas will still be clear! It's amazing to me how Van Kampen manages to have the topics of the book stand alone, yet be woven together in such a logical, and even pedagogical, way.
This book is recommended for anyone working in statistical physics and is a must for anyone studying nonequilibrium phenomena in chemisty or physics. Even moreso than Kubo's excellent book on nonequilbrium statistical mechanics, this is the most clear and complete volume.
1 of 1 people found the following review helpful.
A Classic
By Salman Habib
Van Kampen's book is a must-have for anyone interested in stochastic processes. The presentation is masterful and there are numerous thought-provoking examples and exercises. The author's remarks on "abuse" of methods (such as the Langevin technique) are well worth understanding, even if one does not agree with him in all cases. The price is a bit steep which is unfortunate since this book is really ideal for advanced undergraduates and graduate students.
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