**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

**The basic paradoxes of statistical classical physics and quantum mechanics**

by

**Oleg Kupervasser**-

**arXiv**

Statistical classical mechanics and quantum mechanics are two developed theories that contain a number of paradoxes. However the given paradoxes can be resolved within the framework of the existing physics, without introduction of new laws.

(

**14044**views)

**Non-Equilibrium Statistical Mechanics**

by

**Gunnar Pruessner**-

**Imperial College London**

This is an attempt to deliver, within a couple of hours, a few key-concepts of non-equilibrium statistical mechanics. The goal is to develop some ideas of contemporary research. Many of the ideas are illustrated or even introduced by examples.

(

**7912**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.

(

**3316**views)

**Lecture notes on Generalised Hydrodynamics**

by

**Benjamin Doyon**-

**arXiv.org**

I overview in a pedagogical fashion the main aspects of the theory of generalised hydrodynamics, a hydrodynamic theory for quantum and classical many-body integrable systems. Only a basic knowledge of hydrodynamics and integrable systems is assumed.

(

**2642**views)