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Stochastic Processes in Physics and Chemistry, Third Edition (North-Holland Personal Library) [Paperback]

N.G. Van Kampen
4.7 out of 5 stars  See all reviews (7 customer reviews)

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Book Description

May 7, 2007 0444529659 978-0444529657 3
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

Frequently Bought Together

Stochastic Processes in Physics and Chemistry, Third Edition (North-Holland Personal Library) + Stochastic Methods: A Handbook for the Natural and Social Sciences (Springer Series in Synergetics) + The Fokker-Planck Equation: Methods of Solution and Applications (Springer Series in Synergetics)
Price for all three: $246.44

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Product Details

  • Series: North-Holland Personal Library
  • Paperback: 464 pages
  • Publisher: North Holland; 3 edition (May 7, 2007)
  • Language: English
  • ISBN-10: 0444529659
  • ISBN-13: 978-0444529657
  • Product Dimensions: 8.3 x 5.9 x 0.8 inches
  • Shipping Weight: 1.7 pounds (View shipping rates and policies)
  • Average Customer Review: 4.7 out of 5 stars  See all reviews (7 customer reviews)
  • Amazon Best Sellers Rank: #501,464 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews
17 of 17 people found the following review helpful
5.0 out of 5 stars Best book on stochastic processes at this level July 14, 2007
This is my favorite textbook. It is highly readable; everything is explained very clearly without being verbose, and it is very logically organized. One of the book's best features is the author's commentary on the inappropriate uses of particular approaches or the care needed in working particular problems correctly. These insightful sections are clearly the result of a true mastery of the subject and make easier the use of the book for self-study, in which access to such commentary (from a lecturer) is typically not available.

Although it doesn't read like it, this book is actually quite dense with information. It is not uncommon for me to come across a difficult problem in my work, only to find it solved in here. There are many exercises, all of which are interesting and add to the presentation in each chapter.

I do not have any complaints about this book, and I can not recommend any other book more highly than this for anyone interested in learning more about stochastic processes. Even as a first book on the subject, for readers with sufficient mathematical sophistication I can not think of a better book.

A final note: the changes to the third edition are apparently mostly in the chapter on quantum mechanics. You might consider trying to find a bargain on the second edition if such changes are not important to you!
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12 of 12 people found the following review helpful
5.0 out of 5 stars A rare find May 19, 2007
Before I knew of this book, I used to refer to Chandrasekhar's paper on stochastic processes. This book is very physical and tries to avoid unnecessary dry mathematical rigour (replacing it with clear physical insights) Also the physical problems considered in the book to elucidate the mathematical framework vary from fundamental physics to applications. The exercises are essential but otherwise also the book is a smooth reader. The sections on master equation, Focker plank equation and fluctuation dissipation are my favourites.

I used to work in systems biology and now I have changed my focus to biophysics and the book is useful to me still. I was so desperate to get the book that I had to buy it second hand at the price of first hand. I do not regret about that at all.



JHU Chemical Engineering,

Grad student
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8 of 8 people found the following review helpful
5.0 out of 5 stars Classic text is deep, rigorous, and lucid January 23, 2009
I only recently discovered this text sitting on the desk of a fellow in the lab. It is, in my opinion, the most useful treatment of the subject that is available. This book is clearly written, very close to self-contained, and in covers the field in great depth. The discussions wonderfully provide a big-picture vision to compliment the technical details.

I dug into the book with one of the later chapters on the Langevin equation, specifically curious to learn about strategies for connecting a Langevin-equation based simulation back to the formalism of the chemical master equation. I quickly realized that I had better start somewhere closer to the beginning to become better grounded in the notations used and also some basic concepts. I am glad I did, because the exercise has greatly strengthened my grounding in the field.

My only complaint is that the number of typographical errors is relatively high for a third edition. The careful reader will have no problems. However, I recommend being careful in using the book as a casual reference.
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8 of 9 people found the following review helpful
5.0 out of 5 stars A gem December 10, 2007
It is a pity that a great book like this is so poorly bound. I bought it some months ago and the pages are coming off the spine. The publishers should do a better job and bind van Kampen's classic as it deserves, specially considering its (unreasonably high) price.
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