Brownian motion

[anirudh215]

I am quite well versed with the random walk problem and am interested in finding out more about Brownian motion. Does anyone have any suggestions for books that explain Brownian motion in detail? I suspect these will be books on statistical mechanics.

[xepma]

I'm not too familiar with this field (at all actually), but some books that seem to get reasonable reviews are:

Lemons (introductory):
http://www.amazon.com/Introduction-Stochastic-Processes-Physics-Paperback/dp/080186867X/ref=sr_1_3?ie=UTF8&s=books&qid=1257176214&sr=8-3

Reichl (more advanced, but not that well-written)
http://www.amazon.com/Modern-Course-Statistical-Physics/dp/3527407820/ref=sr_1_6?ie=UTF8&s=books&qid=1257176298&sr=8-6

Michael Plischke, Birger Bergersen (Reasonable book; has a chapter on stochastic processes, but covers a lot more than that)
http://www.amazon.com/Equilibrium-Statistical-Physics-Michael-Plischke/dp/9812561552/ref=pd_sim_b_9#reader_9812561552

Cheers.

[anirudh215]

I'm not too familiar with this field (at all actually), but some books that seem to get reasonable reviews are:

Lemons (introductory):
http://www.amazon.com/Introduction-Stochastic-Processes-Physics-Paperback/dp/080186867X/ref=sr_1_3?ie=UTF8&s=books&qid=1257176214&sr=8-3

Reichl (more advanced, but not that well-written)
http://www.amazon.com/Modern-Course-Statistical-Physics/dp/3527407820/ref=sr_1_6?ie=UTF8&s=books&qid=1257176298&sr=8-6

Michael Plischke, Birger Bergersen (Reasonable book; has a chapter on stochastic processes, but covers a lot more than that)
http://www.amazon.com/Equilibrium-Statistical-Physics-Michael-Plischke/dp/9812561552/ref=pd_sim_b_9#reader_9812561552



Cheers.

Lemons is along the lines of what I was looking for. Thank you so much Xepma!

[anirudh215]

Okay. I have nearly devoured Lemons. I would now like to know if there is some reading material on random walks with reflection and absorption. Googling seems to turn up very advanced texts and there aren't any topics here on PF.

[anirudh215]

I have tried reading from a book called Probability by William Feller, but I would like something a little less rigorous for now due to wont of time. If anyone has any material about the random walk problem with reflection and absorption, could you please tell me?