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Probability and Stochastic Processes

Chapter
Part of the Handbuch der Physik / Encyclopedia of Physics book series (HDBPHYS, volume 2 / 3 / 2)

Abstract

This essay needs an apology rather than a preface. It is an attempt to present to the physicist a physical approach to the theory of stochastic processes, a field till recently the close preserve of the mathematician. The only justification for the style and form adopted here lies in that the theory of stochastic processes as formulated in abstract mathematical treatises and papers is difficult to read even to those who are trained to a rigorous mathematical discipline. But in many problems where some random element is introduced, the physicist needs a knowledge of the results of stochastic theory and he would like to use them without being diverted by mathematical details or trammelled by the demands of rigour. Such examples are cited, but no pretence is made to completeness, and the emphasis is laid only on the methods used in applying a general theory to particular problems.

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References

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© Springer-Verlag OHG. Berlin · Göttingen · Heidelberg 1959

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