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An Introduction to Stochastic Processes in Physics (Johns Hopkins Paperback) [Paperback]

Don S. Lemons (Author)
4.7 out of 5 stars  See all reviews (6 customer reviews)

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Book Description

May 21, 2002 080186867X 978-0801868672

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 Robert Brown. Lemons has adopted Paul Langevin's 1908 approach of applying Newton's second law to a "Brownian particle on which the total force included a random component" to explain Brownian motion. This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. Students will find this book a useful aid to learning the unfamiliar mathematical aspects of stochastic processes while applying them to physical processes that he or she has already encountered.


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Editorial Reviews

Review

Students will love this book. It tells them without fuss how to do simple and useful numerical calculations, with just enough background to understand what they are doing... a refreshingly brief and unconvoluted work.

(Vinay Ambegaokar American Journal of Physics )

The book is very clearly set out and very easy to read. Undergraduate students and those wishing to learn about stochastic processes for the first time would enjoy the clear pedagogic presentation.

(B.I. Henry The Physicist )

[ An Introduction to Stochastic Processes in Physics] presents fundamental ideas with admirable clarity and concision. The author presents in about 100 pages enough material for the student to appreciate the very different natures of stochastic and sure processes and to solve simple but important problems involving noise. Any physicist wondering what noise is about would be well advised to pack Lemons' books for their next train journey.

(Professor S.M. Barnett Contemporary Physics )

Self-contained and provides adequate insight into stochastic processes in physics. It is quite readable and will be useful to students interested in learning about stochastic processes and their relevance in understanding the physical phenomena. It also provides teachers a good approach to communicate the essence of the subject to students.

(Suresh V. Lawande Mathematical Reviews )

This is a clear, well-written, and valuable book. It is both original and important because it ties together much disparate material scattered throughout the literature into a coherent and readable form.

(Gregory N. Derry, Loyola College )

This book will be much appreciated by those who wish to teach, without going into excessive and demanding mathematical details, a little more than can be covered by analysing a one-dimensional random walk on a lattice or solving the Langevin equation. The author covers a lot of ground in very few pages. The last chapter, entitled 'Fluctuations without Dissipation,' gives his admirably slim volume its own flavor. I will have no hesitation in recommending the book to my students.

(K. Razi Naqvi, Norwegian University of Science and Technology )

This is a lucid, masterfully written introduction to an often difficult subject and a text which belongs on the bookshelf of every student of statistical physics. I have every confidence that the accessibility of the presentation and the insight offered within will make it a classic reference in the field.

(Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory )

Professor Lemons's book has reclaimed the field of stochastic processes for physics. For too long it has been taught as a highly mathematical subject devoid of its roots in the physical sciences. Professor Lemons's book shows how the subject grew historically from early fundamental problems in physics, and how the greater minds, like Einstein, used its methods to solve problems that are still important today. The book is not only a good introduction for students, but an excellent guide for the professional.

(William Peter, Advance Power Technologies, Inc. )

Review

"This is a clear, well-written, and valuable book. It is both original and important because it ties together much disparate material scattered throughout the literature into a coherent and readable form." -- Gregory N. Derry, Loyola College

--This text refers to the Hardcover edition.

Product Details

  • Paperback: 128 pages
  • Publisher: The Johns Hopkins University Press (May 21, 2002)
  • Language: English
  • ISBN-10: 080186867X
  • ISBN-13: 978-0801868672
  • Product Dimensions: 8.4 x 5.5 x 0.4 inches
  • Shipping Weight: 6.4 ounces (View shipping rates and policies)
  • Average Customer Review: 4.7 out of 5 stars  See all reviews (6 customer reviews)
  • Amazon Best Sellers Rank: #316,721 in Books (See Top 100 in Books)

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Customer Reviews

6 Reviews
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Average Customer Review
4.7 out of 5 stars (6 customer reviews)
 
 
 
 
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Most Helpful Customer Reviews

5 of 5 people found the following review helpful:
5.0 out of 5 stars simply amazing, June 2, 2005
By 
LB (New York, NY) - See all my reviews
This review is from: An Introduction to Stochastic Processes in Physics (Johns Hopkins Paperback) (Paperback)
It is a pity that Ito Calculus is never taught in the physics curriculum (graduate or undergraduate), and learning it properly requires more advanced mathematics. This book won't overcome this deficit, however, it'll give the physicist an excellent intro to stochastic processes and practical (ready-to-use) methods for solving stochastic differential equations. I am amazed at how easy it is to read this book, and how clever and concise the presentation is. Definitely worth 5 stars for these 128 pages of text. Well worth the price tag. Get the hardcover if you want the book to last because you may refer to it again and again. It's a shame it took so long for a book of the sort to be made available.
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8 of 11 people found the following review helpful:
5.0 out of 5 stars It is the perfect introduction for a Physicist, January 19, 2003
By 
Francisco Coutinho (Sao Paulo, Sao Paulo Brazil) - See all my reviews
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This review is from: An Introduction to Stochastic Processes in Physics (Johns Hopkins Paperback) (Paperback)
This book is a perfect introduction to Stochastic Process for Physicists.However it is only an introduction.Our friends Economists are much ahead of us Physicists in the use of stochastic process . So for example the book do not explain ITO calculus and therefore the reader never knows that the stochastic differential equation is just symbolic. That the integrals involving paths do not exist and have to be interpreted like ITO or Stratonovich. I recomend another book like the one by Thomas Mikoshch or the one by Fima Klebaner for further studies
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1 of 1 people found the following review helpful:
4.0 out of 5 stars Intro to stochastic process in physics - a short review, October 4, 2010
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This review is from: An Introduction to Stochastic Processes in Physics (Johns Hopkins Paperback) (Paperback)
This is an intersting and worthwhile introduction to stochastic processes that expresses the main ideas in a language familiar to physicists. The book "does exactly what it says on the tin" using fairly basic undergraduate mathematics. The introductry chapters are too long - many of the basic results here are very rudimentary and this takes away from the book. It's chapter 6 before we hit random process properly, defining the Weiner process as a random variable in terms of difference or increment that is normally distributed. In subsequent chapters he covers stochastic differential equations that are important in physics; Ornstein-Ulenbeck etc. Lemons shows us how to integrate these stochastic differential equations using basic mathematical and statistical tools. In this the book is excellent. So, having read the book one will have a familiarity with the elements of continuous time processes but that's all.
I'm not a physicist but on the applied mathematics side the important points are, in my humble opinion, a) the problem of integration of a random curve (i.e. rocket science) - why does ordinary integration not work? and b) what are the constants of motion (e.g. conservation of mass) that are preserved. In a) the question is waved away a bit - the fact that Reimann sums don't actually "sum" means that a new integrator is necessary (e.g. Ito calculus) - a couple of chapters dealing with this would be better than the long intro. For b) martingales are the key as they conserve expectation. This is a language familiar to physics and interpreting this important probability concept into physically meaningful problems would be a great help and steping stone to a deeper understanding of random process.
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Inside This Book (learn more)
First Sentence:
"A quantity that, under given conditions, can assume different values is a random variable." Read the first page
Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
normal sum theorem, sure variables, inductive probabilities, transform theorem, damped harmonic oscillator
Key Phrases - Capitalized Phrases (CAPs): (learn more)
Langevin's Brownian, Einstein's Brownian, Density Fluctuations
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