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An Introduction to Stochastic
Processes in Physics
An Introduction to
Stochastic Processes
in Physics
Containing “On the Theory of Brownian
Motion” by Paul Langevin, translated by
Anthony Gythiel
DON S. LEMONS
THE JOHNS HOPKINS UNIVERSITY PRESS
BALTIMORE AND LONDON
2002 The Johns Hopkins University Press
All rights reserved. Published 2002
Printed in the United States of America on acid-free paper
987654321
The Johns Hopkins University Press
2715 North Charles Street
Baltimore, Maryland 21218-4363
www.press.jhu.edu
Library of Congress Cataloging-in-Publication Data
Lemons, Don S. (Don Stephen), 1949–
An introduction to stochastic processes in physics / by Don S. Lemons
p. cm.
Includes bibliographical references and index.
ISBN 0-8018-6866-1 (alk. paper) – ISBN 0-8018-6867-X (pbk. : alk. paper)
1. Stochastic processes. 2. Mathematical physics. I. Langevin, Paul, 1872–1946. II. Title.
QC20.7.S8 L45 2001
530.15
923–dc21
2001046459
A catalog record for this book is available from the British Library
Copyright c
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