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An Introduction to Stochastic Processes in Physics: Containing "On the Theory of Brownian Motion" by Paul Langevin, Translated by Anthony Gythiel

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An Introduction to Stochastic Processes in Physics: Containing "On the Theory of Brownian Motion" by Paul Langevin, Translated by Anthony Gythiel - Lemons, Don S, Professor
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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 ...

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An Introduction to Stochastic Processes in Physics: Containing "On the Theory of Brownian Motion" by Paul Langevin, Translated by Anthony Gythiel 2002, Johns Hopkins University Press, Baltimore

ISBN-13: 9780801868672

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