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General survey | |
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Introduction | |
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Brownian Movement | |
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Historical origins | |
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(Erroneous) arguments against molecular origin | |
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Visual response: time-dependence of noise | |
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Einstein's analysis: the "random walk" | |
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Atomic diffusion | |
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Brownian Movement and irreversibility | |
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The diffusion equation and viscosity | |
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Electrical Brownian Movement and "shot-noise" | |
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Thermal fluctuations (Brownian Movement) | |
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"Shot-noise" and electronic charge | |
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The observed noise: time-dependence and frequency response | |
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Langevin's analysis | |
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Frequency response | |
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Nyquist's theorem | |
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Campbell's theorem | |
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Concluding Summary | |
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Correlation, frequency spectrum, and distribution function | |
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Statistically stationary variables | |
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The autocorrelation function and the Wiener-Khintchine theorem | |
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Theorem of power-spectrum and displacement | |
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Application to Brownian Movement | |
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Autocorrelation function from Langevin's equation | |
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Power spectrum of velocity or current | |
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Displacement in relation to power spectrum | |
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Power spectrum of electrical fluctuations | |
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A traffic problem | |
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Average "gain" and "loss" of vehicles | |
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Fluctuations (disorder) of vehicles in group | |
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A related electron-beam noise problem | |
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The distribution function and the approach to equilibrium | |
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The "Master Equation" | |
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The Fokker-Planck equation | |
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Diffusion and the equilibrium distribution | |
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The approach to the equilibrium distribution | |
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Displacement and power spectrum | |
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Irreversibility and the "microscopic" force | |
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Conclusion | |
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Noise in electric currents | |
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Noise in vacuum tubes | |
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Transit time effects | |
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Space-charge reduction | |
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"Flicker noise" | |
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"Partition noise" | |
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A random rectangular current | |
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Appendices | |
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The mean and fluctuations of a Bernoulli distribution | |
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Alternative derivation of Einstein's Brownian Movement equation | |
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Proof of Campbell's theorem | |
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The autocorrelation function for a random rectangular current, and the Poisson distribution | |
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References | |
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Index | |