Introduction to Stochastic Processes in Physics (eBook)

Don S. Lemons (Autor)

eBook Download: EPUB

2003
161 Seiten
Johns Hopkins University Press (Verlag)
978-0-8018-7638-7 (ISBN)

Infos

This "e;lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics"e; (Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory). 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. With an emphasis on applications, it includes end-of-chapter problems. Physicist and author Don S. Lemons builds on Paul Langevin's seminal 1908 paper "e;On the Theory of Brownian Motion"e; and its explanations of classical uncertainty in natural phenomena. Following Langevin's example, Lemons applies Newton's second law to a "e;Brownian particle on which the total force included a random component."e; This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. This volume contains the complete text of Paul Langevin's "e;On the Theory of Brownian Motion,"e; translated by Anthony Gythiel.

Produkt-Details

• Erscheint lt. Verlag: 27.4.2021
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Angewandte Mathematik
• Themenwelt: Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik
• Themenwelt: Naturwissenschaften ► Physik / Astronomie
• ISBN-10: 0-8018-7638-9 / 0801876389
• ISBN-13: 978-0-8018-7638-7 / 9780801876387