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Book Cover
E-book
Author Chen, Mufa.

Title From Markov chains to non-equilibrium particle systems / Mu-Fa Chen
Edition 2nd ed
Published River Edge, N.J. ; Hong Kong : World Scientific, ©2004

Copies

Description 1 online resource (xii, 597 pages) : illustrations
Contents An overview of the book : starting from Markov chains -- pt. I. General jump processes -- Ch. 1. Transition function and its Laplace transform -- Ch. 2. Existence and simple constructions of jump processes -- Ch. 3. Uniqueness criteria -- Ch. 4. Recurrence, ergodicity and invariant measures -- Ch. 5. Probability metrics and coupling methods -- pt. II. Symmetrizable jump processes -- Ch. 6. Symmetrizable jump processes and Dirichlet forms -- Ch. 7. Field theory -- Ch. 8. Large deviations -- Ch. 9. Spectral gap -- pt. III. Equilibrium particle systems -- Ch. 10. Random fields -- Ch. 11. Reversible spin processes and exclusion processes -- Ch. 12. Yang-Mills lattice field -- pt. IV. Non-equilibrium particle systems -- Ch. 13. Constructions of the processes -- Ch. 14. Existence of stationary distributions and ergodicity -- Ch. 15. Phase transitions -- Ch. 16. Hydrodynamic limits
Summary 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
Bibliography Includes bibliographical references (pages 572-588) and indexes
Notes English
Print version record
Subject Markov processes.
Probabilities.
Particles (Nuclear physics)
Mathematical physics.
Markov Chains
Probability
Elementary Particles
probability.
particle physics.
MATHEMATICS -- Probability & Statistics -- Stochastic Processes.
Markov processes
Mathematical physics
Particles (Nuclear physics)
Probabilities
Markov, Processus de.
Probabilite¿¿s.
Particules (Physique nucle¿¿aire)
Physique mathe¿¿matique.
Form Electronic book
ISBN 9812562451
9789812562456
9789812388117
9812388117
1281872423
9781281872425
9786611872427
6611872426