Stochastic Processes in Physics and Chemistry

by N.G. Van Kampen

The third edition of Van Kampen's standard work has been revised and updated. The main difference with the second edition is that the contrived application of the quantum master equation in section 6 of chapter XVII has been replaced with a satisfactory treatment of quantum fluctuations. Apart from that throughout the text corrections have been made and a number of references to later developments have been included. From the recent textbooks the following are the most relevant.
C.W.Gardiner, Quantum Optics (Springer, Berlin 1991)
D.T. Gillespie, Markov Processes (Academic Press, San Diego 1992)
W.T. Coffey, Yu.P.Kalmykov, and J.T.Waldron, The Langevin Equation (2nd edition, World Scientific, 2004)
* Comprehensive coverage of fluctuations and stochastic methods for describing them
* A must for students and researchers in applied mathematics, physics and physical chemistry

Genres: Physics, Mathematics, Science

480 pages, Paperback

First published January 1, 1981

Reviews

[Martina · Rating 4 out of 5]

Learning about stochastic processes has been an interesting experience for me. I guess that I'm too much used to determinism in classical physics, so switching to a probabilistic point of view hasn't been that smooth as I would have wanted it to be. Despite that, I found the book quite informative. I spent most of the time studying Markov's processes and all that follows from them (Chapman-Kolmogorov equation, Master equation, Fokker-Planck equation, Langevin equation...), but I think I can give my opinion on the book as a whole.

I'll be honest - it's a book for advanced readers. I feel that undergrad students who happen to take on this book will have a more difficult time, because one need to be well acquainted with probability theory for starters, and then take some grad physics in stride (If you're an undergrad student reading this review: If you want to read this book - you can do it! It might take you more time than someone else who has already heard of the things discussed, but you can do it anyway.). The text in itself was clear enough, but that wasn't the issue. The thing is that lots of expressions were derived using the ellipses method, i.e. the reader has to either know how to derive them him/herself or have additional literature, which is daunting at times. (Especially for those among us who don't spend their free time solving integro-differential equations *cough*) And for that reason alone, I give this book 4 stars - while it undoubtedly has its merits, I felt it was too advanced at certain times.

[Will Shoemaker · Rating 5 out of 5]

Man......