|
|
1 | (82) |
|
1.1 Fluctuations and Precision Limits |
|
|
2 | (4) |
|
1.2 A History of Probabilistic Thinking |
|
|
6 | (5) |
|
1.3 Interpretations of Probability |
|
|
11 | (5) |
|
1.4 Sets and Sample Spaces |
|
|
16 | (4) |
|
1.5 Probability Measure on Countable Sample Spaces |
|
|
20 | (7) |
|
1.5.1 Probability Measure |
|
|
21 | (3) |
|
1.5.2 Probability Weights |
|
|
24 | (3) |
|
1.6 Discrete Random Variables and Distributions |
|
|
27 | (17) |
|
1.6.1 Distributions and Expectation Values |
|
|
27 | (2) |
|
1.6.2 Random Variables and Continuity |
|
|
29 | (5) |
|
1.6.3 Discrete Probability Distributions |
|
|
34 | (4) |
|
1.6.4 Conditional Probabilities and Independence |
|
|
38 | (6) |
|
1.7 * Probability Measure on Uncountable Sample Spaces |
|
|
44 | (11) |
|
1.7.1 * Existence of Non-measurable Sets |
|
|
46 | (3) |
|
1.7.2 * Borel σ-Algebra and Lebesgue Measure |
|
|
49 | (6) |
|
|
55 | (15) |
|
1.8.1 Limits of Series of Random Variables |
|
|
55 | (4) |
|
1.8.2 Riemann and Stieltjes Integration |
|
|
59 | (4) |
|
1.8.3 Lebesgue Integration |
|
|
63 | (7) |
|
1.9 Continuous Random Variables and Distributions |
|
|
70 | (13) |
|
1.9.1 Densities and Distributions |
|
|
71 | (5) |
|
1.9.2 Expectation Values and Variances |
|
|
76 | (1) |
|
1.9.3 Continuous Variables and Independence |
|
|
77 | (1) |
|
1.9.4 Probabilities of Discrete and Continuous Variables |
|
|
78 | (5) |
|
2 Distributions, Moments, and Statistics |
|
|
83 | (116) |
|
2.1 Expectation Values and Higher Moments |
|
|
83 | (18) |
|
2.1.1 First and Second Moments |
|
|
84 | (7) |
|
|
91 | (4) |
|
2.1.3 * Information Entropy |
|
|
95 | (6) |
|
|
101 | (6) |
|
2.2.1 Probability Generating Functions |
|
|
101 | (2) |
|
2.2.2 Moment Generating Functions |
|
|
103 | (2) |
|
2.2.3 Characteristic Functions |
|
|
105 | (2) |
|
2.3 Common Probability Distributions |
|
|
107 | (17) |
|
2.3.1 The Poisson Distribution |
|
|
109 | (2) |
|
2.3.2 The Binomial Distribution |
|
|
111 | (4) |
|
2.3.3 The Normal Distribution |
|
|
115 | (5) |
|
2.3.4 Multivariate Normal Distributions |
|
|
120 | (4) |
|
2.4 Regularities for Large Numbers |
|
|
124 | (13) |
|
2.4.1 Binomial and Normal Distributions |
|
|
125 | (5) |
|
2.4.2 Central Limit Theorem |
|
|
130 | (3) |
|
2.4.3 Law of Large Numbers |
|
|
133 | (2) |
|
2.4.4 Law of the Iterated Logarithm |
|
|
135 | (2) |
|
2.5 Further Probability Distributions |
|
|
137 | (31) |
|
2.5.1 The Log-Normal Distribution |
|
|
137 | (3) |
|
2.5.2 The χ2-Distribution |
|
|
140 | (3) |
|
2.5.3 Student's t-Distribution |
|
|
143 | (4) |
|
2.5.4 The Exponential and the Geometric Distribution |
|
|
147 | (4) |
|
2.5.5 The Pareto Distribution |
|
|
151 | (3) |
|
2.5.6 The Logistic Distribution |
|
|
154 | (2) |
|
2.5.7 The Cauchy--Lorentz Distribution |
|
|
156 | (3) |
|
2.5.8 The Levy Distribution |
|
|
159 | (2) |
|
2.5.9 The Stable Distribution |
|
|
161 | (5) |
|
2.5.10 Bimodal Distributions |
|
|
166 | (2) |
|
2.6 Mathematical Statistics |
|
|
168 | (31) |
|
|
169 | (4) |
|
2.6.2 Pearson's Chi-Squared Test |
|
|
173 | (7) |
|
2.6.3 Fisher's Exact Test |
|
|
180 | (2) |
|
2.6.4 The Maximum Likelihood Method |
|
|
182 | (8) |
|
|
190 | (9) |
|
|
199 | (148) |
|
3.1 Modeling Stochastic Processes |
|
|
203 | (21) |
|
3.1.1 Trajectories and Processes |
|
|
203 | (5) |
|
3.1.2 Notation for Probabilistic Processes |
|
|
208 | (1) |
|
3.1.3 Memory in Stochastic Processes |
|
|
209 | (5) |
|
|
214 | (2) |
|
3.1.5 Continuity in Stochastic Processes |
|
|
216 | (4) |
|
3.1.6 Autocorrelation Functions and Spectra |
|
|
220 | (4) |
|
3.2 Chapman--Kolmogorov Forward Equations |
|
|
224 | (79) |
|
3.2.1 Differential Chapman--Kolmogorov Forward Equation |
|
|
225 | (10) |
|
3.2.2 Examples of Stochastic Processes |
|
|
235 | (25) |
|
|
260 | (13) |
|
3.2.4 Continuous Time Random Walks |
|
|
273 | (11) |
|
3.2.5 Levy Processes and Anomalous Diffusion |
|
|
284 | (19) |
|
3.3 Chapman--Kolmogorov Backward Equations |
|
|
303 | (16) |
|
3.3.1 Differential Chapman--Kolmogorov Backward Equation |
|
|
305 | (2) |
|
3.3.2 Backward Master Equations |
|
|
307 | (3) |
|
3.3.3 Backward Poisson Process |
|
|
310 | (3) |
|
3.3.4 Boundaries and Mean First Passage Times |
|
|
313 | (6) |
|
3.4 Stochastic Differential Equations |
|
|
319 | (28) |
|
3.4.1 Mathematics of Stochastic Differential Equations |
|
|
321 | (2) |
|
3.4.2 Stochastic Integrals |
|
|
323 | (14) |
|
3.4.3 Integration of Stochastic Differential Equations |
|
|
337 | (10) |
|
4 Applications in Chemistry |
|
|
347 | (222) |
|
4.1 A Glance at Chemical Reaction Kinetics |
|
|
350 | (65) |
|
4.1.1 Elementary Steps of Chemical Reactions |
|
|
351 | (7) |
|
4.1.2 Michaelis--Menten Kinetics |
|
|
358 | (14) |
|
4.1.3 Reaction Network Theory |
|
|
372 | (16) |
|
4.1.4 Theory of Reaction Rate Parameters |
|
|
388 | (19) |
|
4.1.5 Empirical Rate Parameters |
|
|
407 | (8) |
|
4.2 Stochasticity in Chemical Reactions |
|
|
415 | (20) |
|
4.2.1 Sampling of Trajectories |
|
|
416 | (2) |
|
4.2.2 The Chemical Master Equation |
|
|
418 | (7) |
|
4.2.3 Stochastic Chemical Reaction Networks |
|
|
425 | (7) |
|
4.2.4 The Chemical Langevin Equation |
|
|
432 | (3) |
|
4.3 Examples of Chemical Reactions |
|
|
435 | (55) |
|
|
436 | (5) |
|
4.3.2 Monomolecular Chemical Reactions |
|
|
441 | (9) |
|
4.3.3 Bimolecular Chemical Reactions |
|
|
450 | (9) |
|
4.3.4 Laplace Transform of Master Equations |
|
|
459 | (18) |
|
4.3.5 Autocatalytic Reaction |
|
|
477 | (8) |
|
4.3.6 Stochastic Enzyme Kinetics |
|
|
485 | (5) |
|
4.4 Fluctuations and Single Molecule Investigations |
|
|
490 | (19) |
|
4.4.1 Single Molecule Enzymology |
|
|
491 | (9) |
|
4.4.2 Fluorescence Correlation Spectroscopy |
|
|
500 | (9) |
|
4.5 Scaling and Size Expansions |
|
|
509 | (17) |
|
4.5.1 Kramers--Moyal Expansion |
|
|
509 | (3) |
|
4.5.2 Small Noise Expansion |
|
|
512 | (2) |
|
4.5.3 Size Expansion of the Master Equation |
|
|
514 | (7) |
|
4.5.4 From Master to Fokker--Planck Equations |
|
|
521 | (5) |
|
4.6 Numerical Simulation of Chemical Master Equations |
|
|
526 | (43) |
|
|
527 | (4) |
|
4.6.2 Tau-Leaping and Higher-Level Approaches |
|
|
531 | (2) |
|
4.6.3 The Simulation Algorithm |
|
|
533 | (9) |
|
4.6.4 Examples of Simulations |
|
|
542 | (27) |
|
5 Applications in Biology |
|
|
569 | (110) |
|
5.1 Autocatalysis and Growth |
|
|
572 | (13) |
|
5.1.1 Autocatalysis in Closed Systems |
|
|
572 | (3) |
|
5.1.2 Autocatalysis in Open Systems |
|
|
575 | (5) |
|
|
580 | (3) |
|
5.1.4 Logistic Equation and Selection |
|
|
583 | (2) |
|
5.2 Stochastic Models in Biology |
|
|
585 | (64) |
|
5.2.1 Master Equations and Growth Processes |
|
|
585 | (4) |
|
5.2.2 Birth-and-Death Processes |
|
|
589 | (16) |
|
5.2.3 Fokker--Planck Equation and Neutral Evolution |
|
|
605 | (6) |
|
5.2.4 Logistic Birth-and-Death and Epidemiology |
|
|
611 | (20) |
|
5.2.5 Branching Processes |
|
|
631 | (18) |
|
5.3 Stochastic Models of Evolution |
|
|
649 | (24) |
|
5.3.1 The Wright--Fisher and the Moran Process |
|
|
651 | (7) |
|
5.3.2 Master Equation of the Moran Process |
|
|
658 | (7) |
|
|
665 | (8) |
|
5.4 Coalescent Theory and Phylogenetic Reconstruction |
|
|
673 | (6) |
Notation |
|
679 | (4) |
References |
|
683 | (24) |
Author Index |
|
707 | (4) |
Index |
|
711 | |