Noise Theory and Application to Physics From Fluctuations to Inf
In many situations, physical quantities are perturbed or evolve in a not fully predictable way. We then speak about noise or fluctuations and we are generally faced to different questions such as: What are the correct physical models to describe them? Wha
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Advanced Texts in Physics This program of advanced texts covers a broad spectrum of topics that are of current and emerging interest in physics. Each book provides a comprehensive and yet accessible introduction to a field at the forefront of modern research. As such, these texts are intended for senior undergraduate and graduate students at the M.S. and Ph.D. levels; however, research scientists seeking an introduction to particular areas of physics will also benefit from the titles in this collection.
Philippe Refregier
Noise Theory and Application to Physics From Fluctuations to Information
With 80 Figures
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Springer
Philippe Refn!gier Institut Fresnel D.U. St ]erome 13397 Marseille cedex 20 France [email protected]
Translated by Stephen Lyle, Andebu, 09240 Alzen, France
Library of Congress Cataloging-in-Publication Data Refregier, Philippe. Noise theory and application to physics : from fluctuations to information / Philippe Refregier. p. cm. - (Advanced texts in physics) Inc1udes bibliographical references and index. ISBN 978-1-4419-1896-3 ISBN 978-0-387-22526-5 (eBook) DOI 10.1007/978-0-387-22526-5 1. Fluctuations (Physics) 2. Entropy (Information theory) 1. Title. II. Series. QC6.4.FS8R44 2003 S30.1S'92-dc22 2003060458 ISBN 978-1-4419-1896-3
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© 2004 Springer Science+Business Media New York Originally Jlublished by Springer-Verlag New York, LLC in 2004
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SPIN 10949207
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To the memory of my Father
Foreword
I had great pleasure in reading Philippe Refregier's book on the theory of noise and its applications in physics. The main aim of the book is to present the basic ideas used to characterize these unwanted random signals that obscure information content. To this end, the author devotes a sigificant part of his book to a detailed study of the probabilistic foundations of fluctuation theory. Following a concise and accurate account of the basics of probability theory, the author includes a detailed study of stochastic processes, emphasizing the idea of the correlation function, which plays a key role in many areas of physics. Physicists often assume that the noise perturbing a signal is Gaussi
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