Stochastic Dynamics and Irreversibility

• Main Authors: Tomé, Tânia (Author), de Oliveira, Mário J. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2015.
• Series: Graduate Texts in Physics,
• Subjects: Physics.; Chemometrics.; Thermodynamics.; Statistical physics.; Statistics.; Mathematical Methods in Physics.; Math. Applications in Chemistry.; Nonlinear Dynamics.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.

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 equati...