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This book provides an introduction to applied statistical mechanics by considering physically realistic models. It provides a simple and accessible introduction to theories of thermal fluctuations and diffusion, and goes on to apply them in a variety of physical contexts. The first part of the book is devoted to processes in thermal equilibrium, and considers linear systems. Ideas central to the subject, such as the fluctuation dissipation theorem, Fokker-Planck equations and the Kramers-Kroenig relations are introduced during the course of the exposition. The scope is then expanded to includ

Fluctuations (Physics) --- Variations (Physics) --- Stochastic processes --- Fluctuations (Physique) --- Statistical physics

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This book offers a fundamental explanation of nonlinear oscillations in physical systems. Originally intended for electrical engineers, it remains an important reference for the increasing numbers of researchers studying nonlinear phenomena in physics, chemical engineering, biology, medicine, and other fields.Originally published in 1986.The Princeton Legacy Library uses the latest print-on-demand technology to again make available previously out-of-print books from the distinguished backlist of Princeton University Press. These editions preserve the original texts of these important books while presenting them in durable paperback and hardcover editions. The goal of the Princeton Legacy Library is to vastly increase access to the rich scholarly heritage found in the thousands of books published by Princeton University Press since its founding in 1905.

Oscillations. --- Oscillations --- Cycles --- Fluctuations (Physics) --- Vibration --- Electromechanical analogies.

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Nonlinear autonomous oscillations; analytical theory

Oscillations. --- Nonlinear theories. --- Nonlinear problems --- Nonlinearity (Mathematics) --- Calculus --- Mathematical analysis --- Mathematical physics --- Cycles --- Fluctuations (Physics) --- Vibration

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This book is based on a course given at Massachusetts Institute of Technology. It is intended to be a reasonably self-contained introduction to stochastic analytic techniques that can be used in the study of certain problems. The central theme is the theory of diffusions. In order to emphasize the intuitive aspects of probabilistic techniques, diffusion theory is presented as a natural generalization of the flow generated by a vector field. Essential to the development of this idea is the introduction of martingales and the formulation of diffusion theory in terms of martingales. The book will make valuable reading for advanced students in probability theory and analysis and will be welcomed as a concise account of the subject by research workers in these fields.

Diffusion processes. --- Brownian motion processes. --- Wiener processes --- Brownian movements --- Fluctuations (Physics) --- Markov processes --- Diffusion processes

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This invaluable research monograph presents a unified and fascinating theory of generalized functionals of Brownian motion and other fundamental processes such as fractional Brownian motion and Levy process - covering the classical Wiener-Ito class including the generalized functionals of Hida as special cases, among others. It presents a thorough and comprehensive treatment of the Wiener-Sobolev spaces and their duals, as well as Malliavin calculus with their applications. The presentation is lucid and logical, and is based on a solid foundation of analysis and topology. The monograph develop

Brownian motion processes. --- Stochastic processes. --- Random processes --- Probabilities --- Wiener processes --- Brownian movements --- Fluctuations (Physics) --- Markov processes