MONASH UNIVERSITY FACULTY HANDBOOKS
Science Handbook 1996
Published by Monash University
Clayton, Victoria 3168, Australia
Authorised by Academic Registrar, April 1996
Stochastic
processes in physics
Synopsis Probability, distributions and their measures. Randomness and
fluctuations. Binomial, Poisson and Gaussian distributions. Multivariate
distributions; moment generating functions. Stochastic processes.
Autocorrelations and cross-correlations. The spectral density function.
Wiener-Kinchin theorem. Markov processes. The Master equation. Random walks and
Brownian motion. The Fokker-Planck equation. The Langevin equation. The
Einstein relation. Noise in physics. Characterisation of noise and its
stochastic properties. Energy straggling. Landau's theory. Monte-Carlo methods
and modern developments.
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