Stochastic Processes in Physics and Chemistry, Volume 1, Second Edition (North-Holland Personal Library) [Paperback]

N.G. Van Kampen (Author)

Book Description

Publication Date: December 4, 1992 | ISBN-10: 0444893490 | ISBN-13: 978-0444893499 | Edition: 2

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.

Editorial Reviews

Review

Van Kampen has produced a superbly written, physically motivated introduction to the theory of stochastic processes. ... an excellent introduction to the use (and avoidance of abuse) of master equations. It should be in every physics and chemistry library.
Physics Today, on the first edition
This is a book which ... could be expected to become an essential part of the library of every physical scientist concerned with problems involving fluctuations and stochastic processes, as well as those who just enjoy a beautifully written book. It provides an extensive graduate-level introduction which is clear, cautious, interesting and readable.
Physics Bulletin

Product Details

• Paperback: 480 pages
• Publisher: North Holland; 2 edition (December 4, 1992)
• Language: English
• ISBN-10: 0444893490
• ISBN-13: 978-0444893499
• Product Dimensions: 8.7 x 5.9 x 0.8 inches
• Shipping Weight: 1.6 pounds
• Average Customer Review: 4.8 out of 5 stars  See all reviews (4 customer reviews)
• Amazon Best Sellers Rank: #3,138,772 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews

12 of 12 people found the following review helpful:

5.0 out of 5 stars A Classic, April 2, 2000

By 

Salman Habib (Los Alamos, USA) - See all my reviews

This review is from: Stochastic Processes in Physics and Chemistry, Volume 1, Second Edition (North-Holland Personal Library) (Paperback)

Van Kampen's book is a must-have for anyone interested in stochastic processes. The presentation is masterful and there are numerous thought-provoking examples and exercises. The author's remarks on "abuse" of methods (such as the Langevin technique) are well worth understanding, even if one does not agree with him in all cases. The price is a bit steep which is unfortunate since this book is really ideal for advanced undergraduates and graduate students.

5 of 5 people found the following review helpful:

5.0 out of 5 stars Utility and Clarity, August 30, 2003

By 

Justin Bois (Pasadena, CA) - See all my reviews

This review is from: Stochastic Processes in Physics and Chemistry, Volume 1, Second Edition (North-Holland Personal Library) (Paperback)

Van Kampen is that rare book that has enormous utility while being very clear and readable. It is perfectly suitable for sitting down and reading; the ideas flow together in a seamless way. Yet if you need to use it as a reference, you can flip to the appropriate page and the ideas will still be clear! It's amazing to me how Van Kampen manages to have the topics of the book stand alone, yet be woven together in such a logical, and even pedagogical, way.

This book is recommended for anyone working in statistical physics and is a must for anyone studying nonequilibrium phenomena in chemisty or physics. Even moreso than Kubo's excellent book on nonequilbrium statistical mechanics, this is the most clear and complete volume.

1 of 1 people found the following review helpful:

5.0 out of 5 stars A Classic, April 2, 2000

By 

Salman Habib (Los Alamos, USA) - See all my reviews

This review is from: Stochastic Processes in Physics and Chemistry, Volume 1, Second Edition (North-Holland Personal Library) (Paperback)

Van Kampen's book is a must-have for anyone interested in stochastic processes. The presentation is masterful and there are numerous thought-provoking examples and exercises. The author's remarks on "abuse" of methods (such as the Langevin technique) are well worth understanding, even if one does not agree with him in all cases. The price is a bit steep which is unfortunate since this book is really ideal for advanced undergraduates and graduate students.