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An Introduction to Stochastic Processes in Physics

Don S. Lemons
containing "On the Theory of Brownian Motion" by Paul Langevin, translated by Anthony Gythiel

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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...

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.

Reviews

Reviews

Students will love this book. It tells them without fuss how to do simple and useful numerical calculations, with just enough background to understand what they are doing... a refreshingly brief and unconvoluted work.

The book is very clearly set out and very easy to read. Undergraduate students and those wishing to learn about stochastic processes for the first time would enjoy the clear pedagogic presentation.

[An Introduction to Stochastic Processes in Physics] presents fundamental ideas with admirable clarity and concision. The author presents in about 100 pages enough material for the student to appreciate the very different natures of stochastic and sure processes and to solve simple but important problems involving noise. Any physicist wondering what noise is about would be well advised to pack Lemons' books for their next train journey.

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.

This is a clear, well-written, and valuable book. It is both original and important because it ties together much disparate material scattered throughout the literature into a coherent and readable form.

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About

Book Details

Publication Date
Status
Available
Trim Size
5.5
x
8.5
Pages
128
ISBN
9780801868672
Illustration Description
27 line drawings
Table of 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

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

Author Bio
Featured Contributor

Don S. Lemons

Don S. Lemons is a professor of physics at Bethel College and the author of Introduction to Stochastic Processes in Physics, also published by Johns Hopkins.