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

by 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.
(10595 views)

by Flavio S. Nogueira - arXiv
These notes provide a self-contained introduction to field theoretic methods employed in the study of classical and quantum phase transitions. Classical phase transitions occur at a regime where quantum fluctuations do not play an important role.
(9916 views)

by Hans Kroha - University of Bonn
Contents: Introduction and overview; Thermodynamics; Foundations of statistical physics; Ideal systems: some examples; Systems of identical particles; General formulation of statistical mechanics; Interacting systems in thermodyn. equilibrium.
(16298 views)

by A. L. Kuzemsky - arXiv
The thermodynamic limit in statistical thermodynamics of many-particle systems is an important issue. We review the past and present disposition of thermodynamic limiting procedure in the structure of the contemporary statistical mechanics ...
(8460 views)