Presently I am reading about "Introduction to dynamical process theory and simulation" which uses the notion of Master Equations to solve Markov process. I am very new to this. Can someone provide me the references so that I can learn about master equations from scratch.


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    $\begingroup$ Please see this meta post about how to properly format resource recommendation questions. $\endgroup$ – alemi Aug 12 '14 at 5:40
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    $\begingroup$ I think the most obvious first source would probably be van Kampen's Stochastic Processes in Physics and Chemistry. $\endgroup$ – alarge Aug 12 '14 at 5:42
  • $\begingroup$ @alarge,I was just about to mention van Kampen's great work! Why don't you post it as an answer? $\endgroup$ – wdg Sep 2 '14 at 12:16

Sometimes a brief notes is a better introduction than a whole book, because you directly go to some essential ideas (if the notes are good of course). Then, you can expand your knowledge later. Particularly, I liked some course notes by Raúl Toral, notes that I have found just by chance.


John Baez has freely available book based on a series of internet articles articles. I is very readable and definitely starts from scratch.


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