Fluctuations in Physical SystemsThis book provides an introduction to applied statistical mechanics by considering physically realistic models. |
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8-function analysis analytic approximation assumed assumption auto-correlation function barrier basic Brownian motion Campbell's theorem capacitor plates characteristic functions circuit collision Consequently consider constant correlation function corresponding defined demonstrated derived dielectric function diffusion coefficient diffusion equation diode discussed displacement distribution electric field electron energy ensemble evidently example Exercise expression finite fluctuation-dissipation theorem Fokker-Planck equation foregoing Fourier transform frequency galvanometer Gaussian given giving initial condition instance integral interval introduced joint probability density Kramers-Kronig relations light particle limit Markov process mean-square molecules moment-generating function obtained oscillation particular physical plasma Poisson distribution position power spectrum problem pulses random process random walk realizations result Rxx(t signal simple spatial stationary statistically independent stochastic t₁ t₂ thermal equilibrium thermal fluctuations thermal motion time-stationary tion variable velocity voltage w₁ waves y₁ zero