Description
Book SynopsisStudents 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.
Trade ReviewStudents 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. -- Vinay Ambegaokar American Journal of Physics 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. -- B.I. Henry The Physicist [ 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. -- Professor S.M. Barnett Contemporary Physics 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. -- Suresh V. Lawande Mathematical Reviews
Table of ContentsContents: 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
