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

~ N.G. Van Kampen (Author)
Key Phrases: detailed balance property, asymmetric random walk, factorial cumulants, New York, Academic Press, Statistical Physics (more...)

Editorial Reviews

Product Description

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

Product Details

• Paperback: 464 pages
• Publisher: North Holland; 3 edition (May 7, 2007)
• Language: English
• ISBN-10: 0444529659
• ISBN-13: 978-0444529657
• Product Dimensions: 9 x 6 x 0.8 inches
• Shipping Weight: 1.7 pounds (View shipping rates and policies)
• Average Customer Review: 4.8 out of 5 stars  See all reviews (4 customer reviews)
• Amazon.com Sales Rank: #451,514 in Books (See Bestsellers in Books)

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Customer Reviews

Most Helpful Customer Reviews

5 of 5 people found the following review helpful:

5.0 out of 5 stars Best book on stochastic processes at this level, July 14, 2007

By	K. MCHALE (Pasadena, CA United States) - See all my reviews (REAL NAME)

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!

4 of 4 people found the following review helpful:

5.0 out of 5 stars A rare find , May 19, 2007

By	Purushottam D. Dixit "Purushottam" (Baltimore, MD) - See all my reviews (REAL NAME)

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.

Regards
Purushottam
JHU Chemical Engineering,
Grad student

3 of 3 people found the following review helpful:

4.0 out of 5 stars Excellent book, poorly bound., December 10, 2007

By	D. M. Ortega (Barcelona, CAT, Spain) - See all my reviews (REAL NAME)

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.