Physical description 
xxiv, 556 pages : illustrations ; 24 cm 
Bibliography 
Includes bibliographical references and index. 
Contents 
Elements of probability theory  Fluctuations close to thermodynamic equilibrium  Elements of Stochastic processes  Irreversibility and the FokkerPlanek equation  Irreversibility and linear response  Introduction to diffusive transport  Diffusion in disordered media  Nonequilibrium statistical mechanics  Metastable and unstable states. 
Summary 
This textbook is the result of the enhancement of several courses on nonequilibrium statistics, stochastic processes, stochastic differential equations, anomalous diffusion and disorder. The target audience includes students of physics, mathematics, biology, chemistry, and engineering at undergraduate and graduate level with a grasp of the basic elements of mathematics and physics of the fourth year of a typical undergraduate course. The littleknown physical and mathematical concepts are described in sections and specific exercises throughout the text, as well as in appendices. Physicalmathematical motivation is the main driving force for the development of this text. It presents the academic topics of probability theory and stochastic processes as well as new educational aspects in the presentation of nonequilibrium statistical theory and stochastic differential equations. In particular it discusses the problem of irreversibility in that context and the dynamics of FokkerPlanck. An introduction on fluctuations around metastable and unstable points are given. It also describes relaxation theory of nonstationary Markov periodic in time systems. The theory of finite and infinite transport in disordered networks, with a discussion of the issue of anomalous diffusion is introduced. Further, it provides the basis for establishing the relationship between quantum aspects of the theory of linear response and the calculation of diffusion coefficients in amorphous systems. 
Subject 
Statistical physics.


Nonequilibrium statistical mechanics.

ISBN 
9783319515526 (print) 

3319515527 (print) 

9783319515533 (electronic bk.) 

3319515535 (electronic bk.) 
