From Markov Chains To Non-equilibrium Particle Systems (2nd Edition)

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A01=Mu-fa Chen
Author_Mu-fa Chen
Category=PBT
Category=PBWL
Category=PHU
Coupling Method
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Hydrodynamic Limit
Jump Process
Large Deviation
Random Field
Reaction-Diffusion Process
Reversible Jump Process
Spectral Gap

Product details

  • ISBN 9789812388117
  • Publication Date: 24 Mar 2004
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication City/Country: SG
  • Product Form: Hardback
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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. It also deals with a typical class of non-equilibrium particle systems, including the typical Schlögl model taken from statistical physics. The constructions, ergodicity and phase transitions for this class of Markov interacting particle systems, namely, reaction-diffusion processes, are presented. In this new edition, a large part of the text has been updated and two-and-a-half chapters have been rewritten. The book is self-contained and can be used in a course on stochastic processes for graduate students.

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