An introduction to stochastic processes in physics

Don S. Lemons

122 pages, parution le 30/10/2002

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Résumé

In an Introduction to Stochastic Processes in Physics, Don S. Lemons describes the basic mathmatical tools-probability, random walks, and Weiner and Ornstein-Uhlenbeck processes- used by physicists. Lemons builds upon Paul Langevin's 1908 application of Newton's second law to explain Brownian motion, the "peculiar character in the if the particles of pollen in water," as observed by nineteenth-century biologist : Robert Brown. Based on Newtonian dynamics, Lemons's method provides an accessible introduction to anyone approaching the subject for the first time. With its end-of-chapter problems and emphasis on real-world applications this book provides students with a useful aid to learning the unfamiliar mathematical aspects of stochastic processes while applying them to physical processes that they have already encountered.

Contents

Random Variables
Expected Values
Random Steps
Continuous Random Variables
Normal Variable Theorems
Einstein's Brownian Motion
Ornstein-Uhlenbeck Processes
Langevin's Brownian Motion
Other Physical Processes
Fluctuations without Dissipation

L'auteur - Don S. Lemons

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

Caractéristiques techniques

	PAPIER
Éditeur(s)	Johns Hopkins
Auteur(s)	Don S. Lemons
Parution	30/10/2002
Nb. de pages	122
Format	14 x 21,3
Couverture	Broché
Poids	179g
Intérieur	Noir et Blanc
EAN13	9780801868672