This textbook presents an exposition of stochastic dynamics and irreversibility. It comprises the principles of probability theory and the stochastic dynamics in continuous spaces, described by Langevin and Fokker-Planck equations, and in discrete spaces, described by Markov chains and master equations. Special concern is given to the study of irreversibility, both in systems that evolve to equ…
Erratic or irregular movements, which we call unpredictable or random, occur spontaneously and are essential part of microscopic and macroscopic worlds. When superimposed to the predictable movements, they make up the random fluctuations sometimes called noise. Heat and temperature are macroscopic manifestations of these fluctuations at the microscopic level, and statistical physics constit…