An Introduction to Stochastic Processes in Physics

An Introduction to Stochastic Processes in Physics
Author :
Publisher : JHU Press
Total Pages : 132
Release :
ISBN-10 : 080186867X
ISBN-13 : 9780801868672
Rating : 4/5 (672 Downloads)

Book Synopsis An Introduction to Stochastic Processes in Physics by : Don S. Lemons

Download or read book An Introduction to Stochastic Processes in Physics written by Don S. Lemons and published by JHU Press. This book was released on 2002-06-21 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


An Introduction to Stochastic Processes in Physics Related Books

An Introduction to Stochastic Processes in Physics
Language: en
Pages: 132
Authors: Don S. Lemons
Categories: Mathematics
Type: BOOK - Published: 2002-06-21 - Publisher: JHU Press

DOWNLOAD EBOOK

This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random wa
Stochastic Processes for Physicists
Language: en
Pages: 203
Authors: Kurt Jacobs
Categories: Science
Type: BOOK - Published: 2010-02-18 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid unders
An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics
Language: en
Pages: 217
Authors: Horacio S. Wio
Categories: Science
Type: BOOK - Published: 1994-01-01 - Publisher: World Scientific Publishing Company Incorporated

DOWNLOAD EBOOK

Introduction to Stochastic Processes with R
Language: en
Pages: 504
Authors: Robert P. Dobrow
Categories: Mathematics
Type: BOOK - Published: 2016-03-07 - Publisher: John Wiley & Sons

DOWNLOAD EBOOK

An introduction to stochastic processes through the use of R Introduction to Stochastic Processes with R is an accessible and well-balanced presentation of the
Stochastic Processes in Physics and Chemistry
Language: en
Pages: 482
Authors: N.G. Van Kampen
Categories: Science
Type: BOOK - Published: 1992-11-20 - Publisher: Elsevier

DOWNLOAD EBOOK

This new edition of Van Kampen's standard work has been completely revised and updated. Three major changes have also been made. The Langevin equation receives