The discussion centers around recommendations for books that explain Brownian motion and its relation to statistical mechanics, with a focus on the random walk problem and specific topics like reflection and absorption in random walks.
Participants generally agree on the value of the suggested books, but there is no consensus on specific resources for the more advanced topics of random walks with reflection and absorption.
Some participants express limitations in their familiarity with the field, which may affect the depth of their recommendations. There is also a noted difficulty in finding less rigorous material on specific advanced topics.
Readers interested in Brownian motion, statistical mechanics, random walks, and those seeking book recommendations in these areas may find this discussion beneficial.
xepma said:I'm not too familiar with this field (at all actually), but some books that seem to get reasonable reviews are:
Lemons (introductory):
https://www.amazon.com/dp/080186867X/?tag=pfamazon01-20
Reichl (more advanced, but not that well-written)
https://www.amazon.com/dp/3527407820/?tag=pfamazon01-20
Michael Plischke, Birger Bergersen (Reasonable book; has a chapter on stochastic processes, but covers a lot more than that)
https://www.amazon.com/dp/9812561552/?tag=pfamazon01-20
Cheers.