Synopses & Reviews
Students should find this book a useful aid to learning the unfamiliar mathematical aspects of stochastic processes while applying them to physical processes that they have already encountered.
Synopsis
Includes bibliographical references (p. [107]-108) and index.
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.
Synopsis
"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." -- American Journal of Physics