Stochastic Processes in Physics and Chemistry

Rating:
Summary: Utility and Clarity
Review: 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.

Rating:
Summary: A Classic
Review: 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.