**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

**Thermodynamics and Statistical Mechanics**

by

**S.B. Santra**-

**Indian Institute of Technology Guwahati**

This text provides a firm grounding in the laws and principles of statistical mechanics and thermodynamics that are essential to the study of physics. It presents the subject in a clear manner, and is based on the up-to-date research in the field.

(

**5468**views)

**Thermodynamics and Statistical Mechanics: An intermediate level course**

by

**Richard Fitzpatrick**-

**Lulu.com**

Set of lecture notes for an upper-division thermodynamics and statistical mechanics course. Covered topics are classical thermodynamics, the thermodynamics of the atmosphere, heat engines, specific heat capacities of gases and solids, etc.

(

**17161**views)

**Statistical Mechanics Notes**

by

**Jed Rembold**-

**New Mexico Tech**

From the table of contents: Fundamental Principles of Statistical Physics; Selected Applications (Classical Systems, Ideal Fermi Gas, Ideal Bose Gas, Black Body Radiation, Relativistic Degenerate Electron Gas); Introduction to Kinetic Theory.

(

**7262**views)

**Novel Dynamical Phenomena In Magnetic Systems**

by

**Soham Biswas**-

**arXiv**

Dynamics of Ising models is a much studied phenomenon and has emerged as a rich field of present-day research. An important dynamical feature commonly studied is the quenching phenomenon below the critical temperature ...

(

**3254**views)