[PDF] An introduction to stochastic processes in physics, containing On the theory of Brownian notion Don S. Lemons

A textbook for physics and engineering students that recasts foundational problems in classical physics into the language of random variables. It develops the concepts of statistical independence, expected values, the algebra of normal variables, the central limit theorem, and Wiener and Ornstein-Uhlenbeck processes. Answers are provided for some problems.