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Random Processes in Physics and Finance

Melvin Lax, Wei Cai, and Min Xu

Published in print:
2006
Published Online:
January 2010
ISBN:
9780198567769
eISBN:
9780191718359
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567769.001.0001
Subject:
Physics, Theoretical, Computational, and Statistical Physics

This book discusses random processes in physics, from basic probability theory to the Fokker-Planck process and Langevin equation for the Fokker Planck process and diffusion. It includes diverse ... More


Transport and evolution of classical and quantum ensembles

Sandip Tiwari

in Semiconductor Physics: Principles, Theory and Nanoscale

Published in print:
2020
Published Online:
November 2020
ISBN:
9780198759867
eISBN:
9780191820830
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198759867.003.0008
Subject:
Physics, Condensed Matter Physics / Materials

This chapter explores the evolution of an ensemble of electrons under stimulus, classically and quantum-mechanically. The classical Liouville description is derived, and then reformed to the quantum ... More


Analytical solution of the elastic transport equation

Melvin Lax, Wei Cai, and Min Xu

in Random Processes in Physics and Finance

Published in print:
2006
Published Online:
January 2010
ISBN:
9780198567769
eISBN:
9780191718359
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567769.003.0014
Subject:
Physics, Theoretical, Computational, and Statistical Physics

An example of a random process is the propagation of a particle (or photons, or acoustic wave) in a turbid medium, where particles undergo multiple scattering by randomly distributed scatterers in ... More


TRANSPORT PROPERTIES OF CHARGE CARRIERS AT LOW TEMPERATURE

A.F. Borghesani

in Ions and electrons in liquid helium

Published in print:
2007
Published Online:
January 2008
ISBN:
9780199213603
eISBN:
9780191707421
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199213603.003.0005
Subject:
Physics, Condensed Matter Physics / Materials

This chapter describes the main experimental techniques used to measure the drift velocity in superfluid 4He at low temperature. The experimental results are then presented by showing the ... More


Movement of charge carriers in electric and magnetic fields

Hermann Kolanoski and Norbert Wermes

in Particle Detectors: Fundamentals and Applications

Published in print:
2020
Published Online:
September 2020
ISBN:
9780198858362
eISBN:
9780191890710
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198858362.003.0004
Subject:
Physics, Atomic, Laser, and Optical Physics, Particle Physics / Astrophysics / Cosmology

For the detection of charged particles many detector principles exploit the ionisation in sensing layers and the collection of the generated charges by electrical fields on electrodes, from where the ... More


NEGATIVE IONS IN NORMAL LIQUID 3HE FOR T < 1 K

A.F. Borghesani

in Ions and electrons in liquid helium

Published in print:
2007
Published Online:
January 2008
ISBN:
9780199213603
eISBN:
9780191707421
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199213603.003.0021
Subject:
Physics, Condensed Matter Physics / Materials

This chapter discusses the studies of the electron bubble mobility in normal liquid 3He. The high temperature measurements are extended into the milliKelvin range down to the superfluid transition at ... More


Scattering-constrained dynamics

Sandip Tiwari

in Semiconductor Physics: Principles, Theory and Nanoscale

Published in print:
2020
Published Online:
November 2020
ISBN:
9780198759867
eISBN:
9780191820830
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198759867.003.0009
Subject:
Physics, Condensed Matter Physics / Materials

This chapter discusses the statics and dynamics of particle ensemble evolution under multiple stimuli—electrical, magnetic and thermal, particularly (thermoelectromagnetic interaction)—by developing ... More


Random walk of light in turbid media

Melvin Lax, Wei Cai, and Min Xu

in Random Processes in Physics and Finance

Published in print:
2006
Published Online:
January 2010
ISBN:
9780198567769
eISBN:
9780191718359
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198567769.003.0013
Subject:
Physics, Theoretical, Computational, and Statistical Physics

The random motion of particles in a turbid medium, due to multiple elastic scattering, obeys the classic Boltzmann transport equation. This chapter shows how the center position and the diffusion ... More


Remote processes

Sandip Tiwari

in Semiconductor Physics: Principles, Theory and Nanoscale

Published in print:
2020
Published Online:
November 2020
ISBN:
9780198759867
eISBN:
9780191820830
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198759867.003.0019
Subject:
Physics, Condensed Matter Physics / Materials

This chapter discusses remote processes that influence electron transport and manifest themselves in a variety of properties of interest. Coulomb and phonon-based interactions have appeared in many ... More


Quantum Theory of Electrical Transport in Dilute Alloys

J. B. Ketterson

in The Physics of Solids

Published in print:
2016
Published Online:
December 2016
ISBN:
9780198742906
eISBN:
9780191821523
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780198742906.003.0042
Subject:
Physics, Condensed Matter Physics / Materials

The discussion of electron transport in Chapter 19 was based on the semi-classical Boltzmann transport equation. Other than implicitly assuming plane-wave-like electron states, as numbered via their ... More


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