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Introduction to Stochastic Processes in Physics

ISBN-13: 9780801868672
Publisher: JOHNS HOPKINS UNIVERSITY PRESS
Imprint: JOHNS HOPKINS UNIVERSITY PRESS
By Don S. Lemons
Price: AUD $73.99
Stock: 0 in stock
Availability: This book is temporarily out of stock, order will be despatched as soon as fresh stock is received.
Local release date: 14/08/2002
Format: Paperback 128 pages Weight: 0g
Categories: Popular astronomy & space [WNX]

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This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random walks, and Wiener and Ornstein-Uhlenbeck processes. It includes end-of-chapter problems and emphasizes applications. An Introduction to Stochastic Processes in Physics builds directly upon early-twentieth-century explanations of the ''peculiar character in the motions of the particles of pollen in water'' as described, in the early nineteenth century, by the biologist Robert Brown. Lemons has adopted Paul Langevin's 1908 approach of applying Newton's second law to a ''Brownian particle on which the total force included a random component'' to explain Brownian motion. This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. Students will find this book a useful aid to learning the unfamiliar mathematical aspects of stochastic processes while applying them to physical processes that he or she has already encountered.

Contents:

Preface and Acknowledgments

Chapter 1: Random Variables

Chapter 2: Expected Values

Chapter 3: Random Steps

Chapter 4: Continuous Random Variables

Chapter 5: Normal Variable Theorems

Chapter 6: Einstein's Brownian Motion

Chapter 7: Ornstein-Uhlenbeck Processes

Chapter 8: Langevin's Brownian Motion

Chapter 9: Other Physical Processes

Chapter 10: Fluctuations without Dissipation

Appendix A: ""On the Theory of Brownian Motion,"" by Paul Langevin, translated by Anthony Gythiel

Appendix B: Kinetic Equations

Answers to Problems

References

Index

""Self-contained and provides adequate insight into stochastic processes in physics. It is quite readable and will be useful to students interested in learning about stochastic processes and their relevance in understanding the physical phenomena. It also provides teachers a good approach to communicate the essence of the subject to students.""

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Introduction to Stochastic Processes in Physics