An Introduction to Stochastic Processes in Physics (Johns Hopkins Paperback)

Lemons, Don S.

ISBN 10: 080186867X / ISBN 13: 9780801868672

Published by Johns Hopkins University Press, 2002

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Bibliographic Details

• Title: An Introduction to Stochastic Processes in Physics (Johns Hopkins Paperback)
• Publisher: Johns Hopkins University Press
• Publication Date: 2002
• Language: English
• ISBN 10: 080186867X
• ISBN 13: 9780801868672
• Binding: Paperback
• Condition: new

About this title

Synopsis

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.

About the Author

Don S. Lemons is a professor of physics at Bethel College and the author of Introduction to Stochastic Processes in Physics, also published by Johns Hopkins.