Stochastic processes for a physicist?

In summary: Thanks for the input!In summary, a course in basic stochastic processes may be useful for someone pursuing a career in physics, but it's hard to say if it's necessary.
  • #1
Rube
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I was wondering how useful a course in basic stochastic processes is if you want to pursue a career in physics? And especially for a theoretical physicist or astronomer.

Im going to have to choose two courses next semester and I think I'm going to choose Special relativity and Mathematical physics. Since I don't think I can handle all three at the same time I was wondering if I should read Stochastic processes on my own over the summer, but I would like to know if it's useful first. I know it's hard to answer without knowing exactly what's in the course but just some opinions would be nice.
 
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  • #2
Tough call, what specific problems interest you? I would say that usually stochastic processes in physics are covered well by statistical mechanics, but I've certainly seen exceptions (Markov processes are ubiquitous in biological/chemical physics, for instance).
 
  • #3
Arsenic&Lace said:
Tough call, what specific problems interest you? I would say that usually stochastic processes in physics are covered well by statistical mechanics, but I've certainly seen exceptions (Markov processes are ubiquitous in biological/chemical physics, for instance).

I think theoretical particle physics and astronomy would be interesting fields. Mathematical physics also seems very interesting. I don't know if that's specific enough but that's all I got at the moment.
 
  • #4
Well if you work on quantum gravity stochastic processes probably won't help you much (from what I know anyway, and I'm no expert on QG). However stochastic processes are absolutely found in astrophysical problems. I would say it probably doesn't matter which you take in the long run, as you'll take extra courses or teach yourself what you need in graduate school. Stochastic processes won't hurt at any rate, so take what you find more interesting.
 
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  • #5
Arsenic&Lace said:
Well if you work on quantum gravity stochastic processes probably won't help you much (from what I know anyway, and I'm no expert on QG). However stochastic processes are absolutely found in astrophysical problems. I would say it probably doesn't matter which you take in the long run, as you'll take extra courses or teach yourself what you need in graduate school. Stochastic processes won't hurt at any rate, so take what you find more interesting.

Yes okey, that's nice to hear.
 

Related to Stochastic processes for a physicist?

1. What is a stochastic process?

A stochastic process is a mathematical model that describes the random evolution of a system over time. It is used to study systems that exhibit randomness and uncertainty, such as stock prices, weather patterns, and quantum mechanical phenomena.

2. How is a stochastic process different from a deterministic process?

A deterministic process follows a well-defined set of rules and produces the same outcome every time it is repeated. In contrast, a stochastic process involves randomness and produces different outcomes each time it is repeated. This makes it more suitable for modeling complex, unpredictable systems.

3. What types of stochastic processes are commonly used in physics?

There are several types of stochastic processes used in physics, including random walks, Markov processes, and Gaussian processes. These processes are used to model a wide range of phenomena, from the movement of particles in a gas to the behavior of financial markets.

4. How are stochastic processes applied in physics?

Stochastic processes are used in physics to make predictions about the behavior of complex systems that cannot be accurately described using deterministic models. They are also used to analyze experimental data and estimate the probability of certain outcomes.

5. What are some real-world applications of stochastic processes in physics?

Stochastic processes have numerous applications in physics, such as modeling the diffusion of particles, predicting the growth of populations, and simulating the behavior of quantum mechanical systems. They are also used in fields such as economics, biology, and engineering to model and analyze complex systems with inherent randomness.

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