Brownian Functionals in Physics and Computer Science

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dc.creatorMajumdar, Satya N.
dc.date2005-10-04
dc.date.accessioned2026-07-07T06:26:44Z
dc.date.available2026-07-07T06:26:44Z
dc.descriptionThis 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 Brownian functionals is illustrated with several examples in physics and probability theory, with particular emphasis on applications in computer science. The statistical properties of "first-passage Brownian functionals" and their applications are also discussed.
dc.description21 pages, 5 .eps figures included
dc.identifierhttps://arxiv.org/abs/cond-mat/0510064
dc.identifierhttp://arxiv.org/abs/cond-mat/0510064
dc.identifierCurrent Science, vol-89, 2076 (2005).
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/97197
dc.subjectStatistical Mechanics
dc.subjectDisordered Systems and Neural Networks
dc.subjectData Structures and Algorithms
dc.titleBrownian Functionals in Physics and Computer Science
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