An Introduction to Stochastic Processes in Physics

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 ninete...