Abstract
Abstract This chapter introduces and discusses concepts from the theory of stochastic processes. (1) The nature of stochastic processes. (2) Stochastic modeling of physical processes. (3) The random walk problem (time evolution, moments, the probability distribution). (4) Some concepts from the general theory of stochastic processes (distributions and correlation functions, Markovian stochastic processes, Gaussian stochastic processes, a digression on cumulant expansions). (5) Harmonic analysis (the power spectrum, the Wiener–Khinchin theorem, application to absorption, the power spectrum of a randomly modulated harmonic oscillator). (6) Shot noise.
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