The history of noise

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 5473, Issue , 2004, Pages 85-109

  Cohen, Leon ^a  

^a CITY UNIVERSITY OF NEW YORK   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COLORED NOISES; LANGEVIN EQUATIONS; MACROSCOPIC NOISES; MODERN COMMUNICATION THEORY;

ALGORITHMS; AMPLITUDE MODULATION; BROWNIAN MOVEMENT; COMPUTER SIMULATION; ELECTRICAL ENGINEERING; ELECTROMAGNETISM; ELECTRON TUBES; EQUATIONS OF MOTION; FREQUENCY MODULATION; GALAXIES; INFORMATION THEORY; SIGNAL TO NOISE RATIO; SOLAR SYSTEM;

SHOT NOISE;

EID: 4344679824     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.547847     Document Type: Conference Paper

References (28)

1. R. Furth, Investigations on the theory of the Brownian movement, Dover, 1956. This is the classic collection of Einstein's papers on Brownian motion. It is edited by R. Furth who was a major contributor to the field. Also, Furth writes a commentary which is very interesting. It was first published in German in 1926 and then translated and published by Dover since 1956. Also, all of Einstein's works have been collected, published, and translated by Princeton University Press. In addition I point to Paul A. Schlepp, Albert Einstein: Philosopher-Scientist, Harper Torchbooks, volume one and two, 1959, (originally published in 1949). The greats of science living at that time have written articles and Einstein himself wrote "autobiographical notes"in volume one and "Reply to criticisms"in volume two.
2. R. Furth, Investigations on the theory of the Brownian movement, Dover, 1956. This is the classic collection of Einstein's papers on Brownian motion. It is edited by R. Furth who was a major contributor to the field. Also, Furth writes a commentary which is very interesting. It was first published in German in 1926 and then translated and published by Dover since 1956. Also, all of Einstein's works have been collected, published, and translated by Princeton University Press. In addition I point to Paul A. Schlepp, Albert Einstein: Philosopher-Scientist, Harper Torchbooks, volume one and two, 1959, (originally published in 1949). The greats of science living at that time have written articles and Einstein himself wrote "autobiographical notes"in volume one and "Reply to criticisms"in volume two.
3. Nelson Wax, Selected Papers on Noise and Stochastic Processes, Dover, 1954. This is the standard collection in the field that everyone reads. The reprinted articles are by the famous review articles by Chandrasekhar; the classic papers by Ornstein and Uhlenbeck, Wang and Uhlenbeck, Rice, Kac, and Doob. Dover used to publish the book at their usual bargain prices but now it is published in hardcover.
4. Machu S. Gupta, Electrical Noise: Fundamentals and Sources, IEEE Press, 1977. An amazing collection with many classic articles, including a number of review articles. There is also a collection by Gupta called Noise in Circuits and Systems which is a more specialized collection of articles as the title indicates, but none the less many of the articles deal with fundamental stochastic processes issues.
5. I. Oppenheim, K. E. Shuler, and G. H. Weiss, "Stochastic Processes in Chemical Physics: The Master Equation", MIT Press, 1977. A collection of papers on stochastic processes with an emphasis on the Fokker-Planck equation. There is an excellent introduction to stochastic processes.
6. Paul H. Cootner, The Random Character of Stock Market Prices, MIT press, 1964. The classic papers but more importantly Bachelier's paper is here in English. Also, Cootner writes an introduction to different papers that are insightful, particular the one on Bachelier. In regard to Bachelier, I mention here the excellent article by Courtault et. all., "Louis Bachelier on the centenary of Theorie de la Speculation", Mathematical Finance, 10, 341, 2000.
7. Paul H. Cootner, The Random Character of Stock Market Prices, MIT press, 1964. The classic papers but more importantly Bachelier's paper is here in English. Also, Cootner writes an introduction to different papers that are insightful, particular the one on Bachelier. In regard to Bachelier, I mention here the excellent article by Courtault et al., "Louis Bachelier on the centenary of Theorie de la Speculation", Mathematical Finance, 10, 341, 2000.
8. R. Lindsay, Early concepts of Energy in Atomic Physics, Dowden, Hutchinson & Ross, 1979. This volume contains many of the historical papers including the 1828 paper by Brown on Brownian motion. It also has the Langevin paper translated into English.
9. David Middleton, Introduction to Statistical Communication Theory, McGraw-Hill, 1960.
10. Athanasios Papoulis, Probability, Random Variables and Stochastic Processes. McGraw Hill, 1984. This book is more than classic in engineering. There are a number of editions and recently a new one has been brought out with S. Unnikrishna Pillai as coauthor. (Papoulis recently passed away).
11. C. W. Gardiner, Handbook of stochastic methods, Springer, 1983.
12. J. L. Doob, Stochastic Processes, Wiley & Sons Inc., 1958.
13. M. S. Bartlett, Introduction to Stochastic Processes: With Special Reference to Methods and Applications, Cambridge University Press, 1961.
14. D. K. C. MacDonald, Noise and Fluctuations, J. Wiley, 1962. Extraordinary! See also: "The Brownian motion and spontaneous fluctuations of electricity"Res. Appl. in Industry, vol. 1. 194-203, 1948. (Reprinted in Gupta mentioned above)
15. D. K. C. MacDonald, Noise and Fluctuations, J. Wiley, 1962. Extraordinary! See also: "The Brownian motion and spontaneous fluctuations of electricity"Res. Appl. in Industry, vol. 1. 194-203, 1948. (Reprinted in Gupta mentioned above)
16. N. van Kampen, Stochastic Processes in Physics and Chemistry, North Holland, 1981.
17. W. B. Davenport, Jr., Probability and Random Processes: An Introduction for Applied Scientists and Engineers, McGraw-Hill Inc., 1970. Also: W. B. Davenport, Jr. and W. L. Root, An Introduction to the Theory of Random Signals and Noise, McGraw Hill, 1987.
18. W. B. Davenport, Jr., Probability and Random Processes: An Introduction for Applied Scientists and Engineers, McGraw-Hill Inc., 1970. Also: W. B. Davenport, Jr. and W. L. Root, An Introduction to the Theory of Random Signals and Noise, McGraw Hill, 1987.
19. S. Chandrasekhar, "Stochastic Problems in Physics and Astronomy", Reviews of Modern Physics, 15, 1, 1943; (reprinted in Wax above).
20. M. C. Wang and G. E. Uhlenbeck, "On the theory of Brownian motion", Reviews of Modern Physics, 17, 323, 1945. Not a review article can be read as such. (reprinted in Wax mentioned above).
21. J. B. Johnson, "Electronic noise, the first two decades,"IEEE Spectrum, February, 1971. (Reprinted in Gupta mentioned above)
22. Stephen G. Brush, Statistical Physics and the Atomic Theory of Matter, Princeton Univ Press, 1983.
23. David Lindley, Boltzmann's Atom: The Great Debate That Launched A Revolution In Physics, Free Press, 2001.
24. Bernard Pullman, The Atom in the History of Human Thought, Oxford University Press, 1998. Pullman was a major contributor to quantum chemistry. Most of the quotes I give regarding anti-atomists come from this book.
25. Mary Jo Nye, Molecular reality; a perspective on the scientific work of Jean Perrin, Macdonald American Elsevier, 1972.
26. Bruce J. Hunt, The Maxwellians, Cornell University Press, 1991.
27. Paul J. Nahin, The Science of Radio, Springer-Verlag, 2001.
28. Paul J. Nahin, Oliver Heaviside, Sage in Solitude, IEEE Press, 1988.