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Physical Processes as Stochastic Processes

  • Ryogo Kubo
  • Morikazu Toda
  • Natsuki Hashitsume
Part of the Springer Series in Solid-State Sciences book series (SSSOL, volume 31)

Abstract

The previous chapter treated Brownian motion as the most typical stochastic process in physics. This chapter goes further to discuss the basic ideas of how statistical problems are treated as stochastic processes. In particular, the concept of Markovian processes plays a very important role in physics and so it is treated in detail, including the conditions for their validity. A fundamental problem is how a physical process is treated when it is no longer regarded as Markovian. It is not possible to discuss this thoroughly but we shall touch on it also.

Keywords

Brownian Motion Markovian Process Boltzmann Equation Master Equation Langevin Equation 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 1985

Authors and Affiliations

  • Ryogo Kubo
    • 1
    • 4
  • Morikazu Toda
    • 2
  • Natsuki Hashitsume
    • 3
  1. 1.Department of Physics, Faculty of Science and TechnologyKeio UniversityKohoku-ku, Yokohama 223Japan
  2. 2.Tokyo University of EducationShibuya-ku, TokyoJapan
  3. 3.Department of Physics, Faculty of ScienceOchanomizu UniversityTokyo 112Japan
  4. 4.University of TokyoJapan

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