Publisher's Synopsis
Stochastic dynamic systems – often simply called ′complex′ systems are characterized through a) many degrees of freedom and b) being far away from a state of equilibrium. Description and modeling of such systems via stochastic processes play an increasingly important role in applications–oriented research in physics, chemistry, biology and meteorology.
This book, based on lectures given in graduate courses in physics, provides the mathematical basis necessary for a comprehensive treatment of complex systems. Besides introducing the concepts, the author discusses numerical methods to simulate stochastic processes and to fit observed processes to stochastic models.
