An Introduction to Stochastic Processes in Physics
By (author) Don Lemons
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Introduction to Stochastic Processes in Physics by Don Lemons
Book DescriptionThis 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.
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Book DetailsISBN: 9780801868672
(215mm x 143mm x 10mm)
Imprint: Johns Hopkins University Press
Publisher: Johns Hopkins University Press
Publish Date: 21-Jun-2002
Country of Publication: United States
Books By Author Don Lemons
Student's Guide to Dimensional Analysis, Hardback (March 2017)
This introduction to dimensional analysis covers the methods, history and formalisation of the field, and provides physics and engineering applications.
Student's Guide to Entropy, Paperback (August 2013)
This book helps readers understand the elusive concept of entropy to supplement undergraduate courses in physics, engineering, chemistry and mathematics.
Mere Thermodynamics, Paperback (December 2008)
The book features end-of-chapter practice problems, an appendix of worked problems, a glossary of terms, and an annotated bibliography.
Perfect Form, Paperback (March 1997)» View all books by Don Lemons
Introduces the basic 'variational' principles of classical physics, develops the mathematical language suited to their application, and presents applications from the physics encountered in introductory course sequences. This book is designed to supplement classical mechanics texts and to present variational principles and methods to students.
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Author Biography - Don Lemons
Don S. Lemons is a professor of physics at Bethel College in Kansas and consults at Los Alamos National Laboratory.
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