Markov Processes: An Introduction for Physical Scientists (Hardcover)

Random Variable Theory General Features of a Markov Process Continuous Markov Processes Jump Markov Processes with Continuum States Jump Markov Processes with Discrete States Temporally Homogeneous Birth-Death Markov Processes Appendixes: Some Useful Integral Identities Integral Representations of the Delta Functions An Approximate Solution Procedure for "Open" Moment Evolution Equations Estimating the Width and Area of a Function Peak Can the Accuracy of the Continuous Process Simulation Formula Be Improved? Proof of the Birth-Death Stability Theorem Solution of the Matrix Differential Equation