Brownian motion is the incessant motion of small particles immersed in an ambient medium. It is due to fluctuations in the motion of the medium particles on the molecular scale. The name has been carried over to other fluctuation phenomena. This book treats the physical theory of Brownian motion. The extensive mathematical theory, which treats the subject as a subfield of the general theory of random processes, is touched on but not presented in any detail. Random or stochastic process theory and statistical mechanics are the primary tools. The first eight chapters treat the stochastic theory ... More

Brownian motion is the incessant motion of small particles immersed in an ambient medium. It is due to fluctuations in the motion of the medium particles on the molecular scale. The name has been carried over to other fluctuation phenomena. This book treats the physical theory of Brownian motion. The extensive mathematical theory, which treats the subject as a subfield of the general theory of random processes, is touched on but not presented in any detail. Random or stochastic process theory and statistical mechanics are the primary tools. The first eight chapters treat the stochastic theory and some applications. The next six present the statistical mechanical point of view. Then follows chapters on applications to diffusion, noise, and polymers, followed by a treatment of the motion of interacting Brownian particles. The book ends with a final chapter treating simulation, fractals, and chaos.