[PDF] Selected Papers On Noise And Stochastic Processes eBook

Author : Nelson Wax
Publisher : Courier Corporation
Page : 355 pages
File Size : 36,29 MB
Release : 2014-08-20
Category : Technology & Engineering
ISBN : 0486798267

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Six classic papers, selected to meet the needs of physicists, applied mathematicians, and engineers, include contributions by S. Chandrasekhar, G. E. Uhlenbeck, L. S. Ornstein, Ming Chen Wang, others. 1954 edition.

Author : William Coffey
Publisher : World Scientific
Page : 436 pages
File Size : 33,93 MB
Release : 1996
Category : Mathematics
ISBN : 9789810216511

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The book is suitable for a lecture course on the theory of Brownian motion, being based on final year undergraduate lectures given at Trinity College, Dublin. Topics that are discussed include: white noise; the Chapman-Kolmogorov equation ? Kramers-Moyal expansion; the Langevin equation; the Fokker-Planck equation; Brownian motion of a free particle; spectral density and the Wiener-Khintchin theorem ? Brownian motion in a potential application to the Josephson effect, ring laser gyro; Brownian motion in two dimensions; harmonic oscillators; itinerant oscillators; linear response theory; rotational Brownian motion; application to loss processes in dielectric and ferrofluids; superparamagnetism and nonlinear relaxation processes.As the first elementary book on the Langevin equation approach to Brownian motion, this volume attempts to fill in all the missing details which students find particularly hard to comprehend from the fundamental papers contained in the Dover reprint ? Selected Papers on Noise and Stochastic Processes, ed. N Wax (1954) ? together with modern applications particularly to relaxation in ferrofluids and polar dielectrics.

Author : R.L. Stratonovich
Publisher : CRC Press
Page : 348 pages
File Size : 20,33 MB
Release : 1967-01-01
Category : Mathematics
ISBN : 9780677007908

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In two main sections, this volume covers peaks of random functions and the effects of noise on relays and nonlinear self-excited oscillations in the presence of noise. Includes bibliographic references and index.

Author : Don S. Lemons
Publisher : Johns Hopkins University Press+ORM
Page : 165 pages
File Size : 16,6 MB
Release : 2003-04-29
Category : Science
ISBN : 0801876389

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This “lucid, masterfully written introduction to an often difficult subject . . . belongs on the bookshelf of every student of statistical physics” (Dr. Brian J. Albright, Applied Physics Division, Los Alamos National Laboratory). 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. With an emphasis on applications, it includes end-of-chapter problems. Physicist and author Don S. Lemons builds on Paul Langevin’s seminal 1908 paper “On the Theory of Brownian Motion” and its explanations of classical uncertainty in natural phenomena. Following Langevin’s example, Lemons applies Newton’s second law to a “Brownian particle on which the total force included a random component.” This method builds on Newtonian dynamics and provides an accessible explanation to anyone approaching the subject for the first time. This volume contains the complete text of Paul Langevin’s “On the Theory of Brownian Motion,” translated by Anthony Gythiel.