An Introduction to Stochastic Processes in Physics

American Journal of Physics - Vinay Ambegaokar

Students will love this book. It tells them without fuss how to do simple and useful numerical calculations, with just enough background to understand what they are doing... a refreshingly brief and unconvoluted work.

The Physicist - B.I. Henry

The book is very clearly set out and very easy to read. Undergraduate students and those wishing to learn about stochastic processes for the first time would enjoy the clear pedagogic presentation.

Contemporary Physics - Professor S.M. Barnett

[ An Introduction to Stochastic Processes in Physics] presents fundamental ideas with admirable clarity and concision. The author presents in about 100 pages enough material for the student to appreciate the very different natures of stochastic and sure processes and to solve simple but important problems involving noise. Any physicist wondering what noise is about would be well advised to pack Lemons' books for their next train journey.

Mathematical Reviews - Suresh V. Lawande

Self-contained and provides adequate insight into stochastic processes in physics. It is quite readable and will be useful to students interested in learning about stochastic processes and their relevance in understanding the physical phenomena. It also provides teachers a good approach to communicate the essence of the subject to students.

American Journal of Physics

Students will love this book. It tells them without fuss how to do simple and useful numerical calculations, with just enough background to understand what they are doing... a refreshingly brief and unconvoluted work.

— Vinay Ambegaokar

Mathematical Reviews

Self-contained and provides adequate insight into stochastic processes in physics. It is quite readable and will be useful to students interested in learning about stochastic processes and their relevance in understanding the physical phenomena. It also provides teachers a good approach to communicate the essence of the subject to students.

— Suresh V. Lawande

Contemporary Physics

[ An Introduction to Stochastic Processes in Physics] presents fundamental ideas with admirable clarity and concision. The author presents in about 100 pages enough material for the student to appreciate the very different natures of stochastic and sure processes and to solve simple but important problems involving noise. Any physicist wondering what noise is about would be well advised to pack Lemons' books for their next train journey.

— Professor S.M. Barnett

The Physicist

The book is very clearly set out and very easy to read. Undergraduate students and those wishing to learn about stochastic processes for the first time would enjoy the clear pedagogic presentation.

— B.I. Henry

Gregory N. Derry

This is a clear,well-written,and valuable book. It is both original and important because it ties together much disparate material scattered throughout the literature into a coherent and readable form.

K. Razi Naqvi

This book will be much appreciated by those who wish to teach,without going into excessive and demanding mathematical details,a little more than can be covered by analysing a one-dimensional random walk on a lattice or solving the Langevin equation. The author covers a lot of ground in very few pages. The last chapter,entitled 'Fluctuations without Dissipation,' gives his admirably slim volume its own flavor. I will have no hesitation in recommending the book to my students.

Brian J. Albright

This is a lucid,masterfully written introduction to an often difficult subject and a text which belongs on the bookshelf of every student of statistical physics. I have every confidence that the accessibility of the presentation and the insight offered within will make it a classic reference in the field.

William Peter

Professor Lemons's book has reclaimed the field of stochastic processes for physics. For too long it has been taught as a highly mathematical subject devoid of its roots in the physical sciences. Professor Lemons's book shows how the subject grew historically from early fundamental problems in physics,and how the greater minds,like Einstein,used its methods to solve problems that are still important today. The book is not only a good introduction for students,but an excellent guide for the professional.

From The Critics

A textbook for physics and engineering students that recasts foundational problems in classical physics into the language of random variables. It develops the concepts of statistical independence, expected values, the algebra of normal variables, the central limit theorem, and Wiener and Ornstein-Uhlenbeck processes. Answers are provided for some problems. Annotation c. Book News, Inc., Portland, OR (booknews.com)