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Noise and Fluctuations An Introduction

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ISBN-10: 0486450295

ISBN-13: 9780486450292

Edition: 2006

Authors: D. K. C. MacDonald

List price: $9.95
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Description:

A concise study of random processes, this volume offers graduate students and research physicists a survey that encompasses both the relationship of Brownian movement with statistical mechanics and the problem of irreversible processes.
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Book details

List price: $9.95
Copyright year: 2006
Publisher: Dover Publications, Incorporated
Publication date: 6/23/2006
Binding: Paperback
Pages: 128
Size: 5.25" wide x 8.25" long x 0.25" tall
Weight: 0.286
Language: English

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