**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

**Time-related Issues in Statistical Mechanics**

by

**L. S. Schulman**-

**Clarkson University**

Topics covered: The description of apparent of irreversibility; Physical origins of the arrow(s) of time; Two-time boundary value problems; The micro / macro distinction and coarse graining; Quantum mechanics with special states.

(

**11446**views)

**Statistical Physics of Fracture, Friction and Earthquake**

by

**Hikaru Kawamura, et al.**-

**arXiv**

We review our research regarding the dynamics and the statistical properties of earthquakes, mainly from a statistical physical viewpoint. Emphasis is put both on the physics of friction and fracture, and on the statistical physical modelling.

(

**10184**views)

**Statistical Mechanics of Lattice Systems**

by

**Sacha Friedli, Yvan Velenik**-

**Cambridge University Press**

This motivating textbook gives a friendly, rigorous introduction to fundamental concepts in equilibrium statistical mechanics, covering a selection of specific models, including the Curie-Weiss and Ising models, the Gaussian free field, O(n) models.

(

**3585**views)

**Statistical Physics: a Short Course for Electrical Engineering Students**

by

**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.

(

**8865**views)