An Introduction to Stochastic Processes in Physics

Don S. Lemons

Apr 2003 · Johns Hopkins University Press+ORM

About this ebook

This “lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics” (Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory).

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. With an emphasis on applications, it includes end-of-chapter problems.

Physicist and author Don S. Lemons builds on Paul Langevin’s seminal 1908 paper “On the Theory of Brownian Motion” and its explanations of classical uncertainty in natural phenomena. Following Langevin’s example, Lemons applies Newton’s second law to a “Brownian particle on which the total force included a random component.” This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time.

This volume contains the complete text of Paul Langevin’s “On the Theory of Brownian Motion,” translated by Anthony Gythiel.

About the author

Don S. Lemons is a professor of physics at Bethel College in Kansas and consults at Los Alamos National Laboratory.