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Brownian Functionals in Physics and Computer Science
[article]
2005
arXiv
pre-print
This is a brief review on Brownian functionals in one dimension and their various applications, a contribution to the special issue "The Legacy of Albert Einstein" of Current Science. After a brief description of Einstein's original derivation of the diffusion equation, this article provides a pedagogical introduction to the path integral methods leading to the derivation of the celebrated Feynman-Kac formula. The usefulness of this technique in calculating the statistical properties of
arXiv:cond-mat/0510064v1
fatcat:5z6a5b4jynghnb2a4h7m74c35m