Complexity Explorer Santa Fe Institute

Technical Book

Stochastic Processes in Physics and Chemistry

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.

N.G. Van Kampen
Random Walks, Stochastic Processes

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