An Introduction to Stochastic Processes in Physics

An Introduction to Stochastic Processes in Physics
Author :
Publisher : JHU Press
Total Pages : 132
Release :
ISBN-10 : 080186867X
ISBN-13 : 9780801868672
Rating : 4/5 (7X Downloads)

Book Synopsis An Introduction to Stochastic Processes in Physics by : Don S. Lemons

Download or read book An Introduction to Stochastic Processes in Physics written by Don S. Lemons and published by JHU Press. This book was released on 2002-06-21 with total page 132 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


An Introduction to Stochastic Processes in Physics Related Books

An Introduction to Stochastic Processes in Physics
Language: en
Pages: 132
Authors: Don S. Lemons
Categories: Mathematics
Type: BOOK - Published: 2002-06-21 - Publisher: JHU Press

DOWNLOAD EBOOK

This book provides an accessible introduction to stochastic processes in physics and describes the basic mathematical tools of the trade: probability, random wa
Stochastic Processes for Physicists
Language: en
Pages: 203
Authors: Kurt Jacobs
Categories: Science
Type: BOOK - Published: 2010-02-18 - Publisher: Cambridge University Press

DOWNLOAD EBOOK

Stochastic processes are an essential part of numerous branches of physics, as well as in biology, chemistry, and finance. This textbook provides a solid unders
An Introduction to Stochastic Processes and Nonequilibrium Statistical Physics
Language: en
Pages: 217
Authors: Horacio S. Wio
Categories: Science
Type: BOOK - Published: 1994-01-01 - Publisher: World Scientific Publishing Company Incorporated

DOWNLOAD EBOOK

An Introduction to Stochastic Processes
Language: en
Pages: 451
Authors: Edward P.C. Kao
Categories: Computers
Type: BOOK - Published: 2019-12-18 - Publisher: Courier Dover Publications

DOWNLOAD EBOOK

This incorporation of computer use into teaching and learning stochastic processes takes an applications- and computer-oriented approach rather than a mathemati
Stochastic Processes in Science, Engineering and Finance
Language: en
Pages: 438
Authors: Frank Beichelt
Categories: Mathematics
Type: BOOK - Published: 2006-02-22 - Publisher: CRC Press

DOWNLOAD EBOOK

This book presents a self-contained introduction to stochastic processes with emphasis on their applications in science, engineering, finance, computer science,