An Introduction to Stochastic Processes in Physics

by Don S. Lemons

This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the 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.

Genres: Physics, Nonfiction

128 pages, Hardcover

First published May 17, 2002

Reviews

[Yifan Gu · Rating 5 out of 5]

I find this elegant 100-page booklet more useful than any other 500-page introductory books on the same topic.