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Dynamical Theories of Brownian Motion
About this book
These notes are based on a course of lectures given by Professor Nelson at Princeton during the spring term of 1966. The subject of Brownian motion has long been of interest in mathematical probability. In these lectures, Professor Nelson traces the history of earlier work in Brownian motion, both the mathematical theory, and the natural phenomenon with its physical interpretations. He continues through recent dynamical theories of Brownian motion, and concludes with a discussion of the relevance of these theories to quantum field theory and quantum statistical mechanics.
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Table of contents
- Cover Page
- Title Page
- Copyright Page
- Contents
- § 1. Apology
- § 2. Robert Brown
- § 3. The period before Einstein
- § 4. Albert Einstein
- § 5. Derivation of the Wiener process
- § 6. Gaussian processes
- § 7. The Wiener integral
- § 8. A class of stochastic differential equations
- § 9. The Qrnstein-Uhlenbeck theory of Brownian motion
- §10. Brownian motion in a force field
- §11. Kinematics of stochastic motion
- §12. Dynamics of stochastic motion
- §13. Kinematics of Markoffian motion
- §14. Remarks on quantum mechanics
- §15. Brownian motion in the aether
- §l6. Comparison with quantum mechanics
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Yes, you can access Dynamical Theories of Brownian Motion by Edward Nelson in PDF and/or ePUB format, as well as other popular books in Mathematics & Probability & Statistics. We have over one million books available in our catalogue for you to explore.