Lectures:April 6 - June 2
When: Monday & Wednesday, 10:00 am - 11:20 am
Where: Room LG72, Technological Institute

Syllabus

Lecture Notes

Assignments

References: [password protected pdf's are protected by copyright. do not distribute]

• Stochastic Problems in Physics & Astronomy S. Chandrasekhar, Rev. Mod. Phys. 15, 1 (1943).
• An Introduction to Stochastic Processes in Physics by Don S. Lemons (2002), Johns Hopkins University Press [pdf].
• Selected Papers on Noise and Stochastic Processes ed. by Nelson Wax, Dover Publishing (1954).
• Handbook of Mathematical Functions, by M. Abramowitz & I.A. Stegum, 10th Ed. (1972), U.S. Government Printing Office, Washington D.C. [online version].
• Methods of Theoretical Physics II by P. M. Morse and H. Feschbach, McGraw-Hill Publishing Co., New York, 1953. [pdf].

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