Introduction to the theory of stochastic processes and Brownian motion problems
by J. L. Garcia-Palacios
Publisher: arXiv 2007
Number of pages: 104
Description:
Contents: Historical introduction; Stochastic variables; Stochastic processes and Markov processes; The master equation: Kramers–Moyal expansion and Fokker–Planck equation; The Langevin equation; Linear response theory, dynamical susceptibilities, and relaxation times (Kramers’ theory); Methods for solving Langevin and Fokker–Planck equations; Derivation of Langevin equations in the bath-of-oscillators formalism.
Download or read it online for free here:
Download link
(1.2MB, PDF)
Similar books
Advanced Topics of Theoretical Physics II: The statistical properties of matterby Peter E. Blöchl - TU Clausthal
The table of contents: Transition-state theory; Diffusion; Monte Carlo Method; Quantum Monte Carlo; Decoherence; Notes on the Interpretation of Quantum Mechanics; Irreversible Thermodynamics; Transport; Interacting Systems and Phase Transitions; etc.
(6323 views)
Elements of Phase Transitions and Critical Phenomenaby Hidetoshi Nishimori, Gerardo Ortiz - Oxford University Press
This book provides an introductory account on the theory of phase transitions and critical phenomena, a subject now recognized to be indispensable for students and researchers from many fields of physics and related disciplines.
(810 views)
Pure State Quantum Statistical Mechanicsby Christian Gogolin - arXiv
A new approach towards the foundations of Statistical Mechanics is explored. The approach is genuine quantum in the sense that statistical behavior is a consequence of objective quantum uncertainties due to entanglement and uncertainty relations.
(9690 views)
Statistical Physics: a Short Course for Electrical Engineering Studentsby Neri Merhav - arXiv
This is a set of lecture notes of a course on statistical physics and thermodynamics, oriented towards electrical engineering students. The main body of the lectures is devoted to statistical physics, whereas much less emphasis is on thermodynamics.
(8671 views)