Stochasticity in processes. Fundamentals and applications to chemistry and biology (Q341062)

This book is divided into 5 chapters. The first, containing 81 pages, provides a solid introduction to probability theory. There, the author discusses the history of probability thinking, interpretations of probability, sets and sample spaces, probability measure on countable sample spaces, discrete random variables and distributions, conditional probabilities and independence, probability measure on uncountable sample spaces, limits of series of random variables, Riemann, Stieltjes and Lebesgue integration, continuous random variables and distributions. The second chapter brings in 114 pages probability theory closer to applications. It deals in fact with the link between abstract probability and measurable quantities through statistics. In this chapter, moments are introduced, furthermore generating functions, classical distributions, the central limit theorem, the law of large numbers, the law of the iterated logarithm, sample moments, the maximum likelihood method, Bayesian inference. The third chapter treats stochastic processes in 148 pages (trajectories, stationarity, continuity, differential Chapman-Kolmogorov forward equation, master equations, continuous-time random walks, Levy processes and anomalous diffusion, differential Chapman-Kolmogorov backward equation, backward master equations, backward Poisson process, boundaries and mean first passage times, mathematics of stochastic differential equations, stochastic integrals, integration of stochastic differential equations). After this sound introduction to fundamentals, two chapters devoted to applications to chemistry and to biology follow. The first one, the fourth of the book, contains 222 pages and treats subjects as elementary steps of chemical reactions, reaction network theory, theory of reaction rate parameter, sampling of trajectories, the chemical master equation, stochastic chemical reaction networks, the chemical Langevin equation, the flow reactor, monomolecular or bimolecular chemical reactions, Laplace transform of master equations, autocatalytic reaction, stochastic enzyme kinetics, single molecule enzymology, fluorescence correlation spectroscopy, the Kramers-Moyal expansion, small noise expansion, size expansion of the master equation, from master to Fokker-Planck equations, numerical simulation of chemical master equations. In the fifth chapter, 111 pages, some applications to biology are discussed: autocatalysis in closed or open systems, unlimited growth, logistic equation and selection, master equations and growth processes, birth-and-death processes, Fokker-Planck equation and neutral evolution, logistic birth-and-death and epidemiology, branching processes, the Wright-Fisher and the Moran process, master equation of the Moran process, models of mutation, coalescent theory and phylogenetic reconstruction. There are 585 references, a notation index, an author index and a subject index. The book is extremely well produced. Without any reservation, I do not hesitate to say this is an exceptional piece of work.