Introduction to Stochastic Processes in Physics

This &quote;lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics&quote; (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 &quote;On the Theory of Brownian Motion&quote; and its explanations of classical uncertainty in natural phenomena. Following Langevin's example, Lemons applies Newton's second law to a &quote;Brownian particle on which the total force included a random component.&quote; 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 &quote;On the Theory of Brownian Motion,&quote; translated by Anthony Gythiel.