Preface and Acknowledgments
Chapter 1. Random Variables
Chapter 2. Expected Values
Chapter 3. Random Steps
Chapter 4. Continuous Random Variables
Chapter 5. Normal Variable Theorems
Chapter 6. Einstein's Brownian Motion
Chapter 7. Ornstein-Uhlenbeck Processes
Chapter 8. Langevin's Brownian Motion
Chapter 9. Other Physical Processes
Chapter 10. Fluctuations without Dissipation
Appendix A. "On the Theory of Brownian Motion," by Paul Langevin,
translated by Anthony Gythiel
Appendix B. Kinetic Equations
Answers to Problems
References
Index
Don S. Lemons is a professor of physics at Bethel College in Kansas and consults at Los Alamos National Laboratory.
Students will love this book. It tells them without fuss how to do
simple and useful numerical calculations, with just enough
background to understand what they are doing . . . a refreshingly
brief and unconvoluted work.
—Vinay Ambegaokar, American Journal of Physics
The book is very clearly set out and very easy to read.
Undergraduate students and those wishing to learn about stochastic
processes for the first time would enjoy the clear pedagogic
presentation.
—B.I. Henry, The Physicist
[An Introduction to Stochastic Processes in Physics] presents
fundamental ideas with admirable clarity and concision. The author
presents in about 100 pages enough material for the student to
appreciate the very different natures of stochastic and sure
processes and to solve simple but important problems involving
noise. Any physicist wondering what noise is about would be well
advised to pack Lemons' books for their next train journey.
—S.M. Barnett, Contemporary Physics
Self-contained and provides adequate insight into stochastic
processes in physics. It is quite readable and will be useful to
students interested in learning about stochastic processes and
their relevance in understanding the physical phenomena. It also
provides teachers a good approach to communicate the essence of the
subject to students.
—Suresh V. Lawande, Mathematical Reviews
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