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Stochastic processes in physics and chemistry. Rev. a. enlarged ed., 3rd print. (English) Zbl 0974.60020

North-Holland Personal Library. Amsterdam: North-Holland. 480 p. (2001).
[For the review of the first edition from 1981 see Zbl 0511.60038.]
Publisher’s description: This new edition of Van Kampen’s standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives more attention in a separate chapter in which non-Gaussian and colored noise are introduced. Another additional chapter contains old and new material on first-passage times and related subjects which lay the foundation for the chapter on unstable systems. Finally a completely new chapter has been written on the quantum mechanical foundations of noise. The references have also been expanded and updated.

MSC:

60G35 Signal detection and filtering (aspects of stochastic processes)
60K40 Other physical applications of random processes
60-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60K35 Interacting random processes; statistical mechanics type models; percolation theory
60-02 Research exposition (monographs, survey articles) pertaining to probability theory

Citations:

Zbl 0511.60038
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