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An Introduction to Stochastic Processes in Physics

Don S. Lemons (Autor)

Buch | Softcover

128 Seiten

2002
Johns Hopkins University Press (Verlag)
978-0-8018-6867-2 (ISBN)

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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.

Don S. Lemons is a professor of physics at Bethel College in Kansas and consults at Los Alamos National Laboratory.

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

Erscheint lt. Verlag	16.8.2002
Zusatzinfo	27 Line drawings, black and white
Verlagsort	Baltimore, MD
Sprache	englisch
Maße	140 x 216 mm
Gewicht	181 g
Themenwelt	Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
	Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
	Naturwissenschaften ► Physik / Astronomie
ISBN-10	0-8018-6867-X / 080186867X
ISBN-13	978-0-8018-6867-2 / 9780801868672
Zustand	Neuware