(Ebook) From Markov Chains to Non-Equilibrium Particle Systems, Second Edition by Mu-Fa Chen ISBN 9789812388117, 9789812562456, 9812388117, 9812562451

(Ebook) From Markov Chains to Non-Equilibrium Particle Systems, Second Edition by Mu-Fa Chen ISBN 9789812388117, 9789812562456, 9812388117, 9812562451

This book is representative of the work of Chinese probabilists on probability theory and its applications in physics. It presents a unique treatment of general Markov jump processes: uniqueness, various types of ergodicity, Markovian couplings, reversibility, spectral gap, etc. It also deals with a typical class of non-equilibrium particle systems, including the typical Schlögl model taken from statistical physics. The constructions, ergodicity and phase transitions for this class of Markov interacting particle systems, namely, reaction–diffusion processes, are presented. In this new edition, a large part of the text has been updated and two-and-a-half chapters have been rewritten. The book is self-contained and can be used in a course on stochastic processes for graduate students.