An Introduction to Stochastic Processes in Physics: Containing "On the Theory of Brownian Motion" by Paul Langevin, Translated by Anthony Gythiel

by Don S. Lemons

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...

• Format: Paperback
• Language: English
• ISBN: 080186867X
• ISBN13: 9780801868672
• Release Date: June 2002
• Publisher: Johns Hopkins University Press
• Length: 128 Pages
• Weight: 0.25 lbs.
• Dimensions: 0.4" x 5.7" x 8.5"
• Grade Range: Postsecondary and higher