Stochastic Phenomenon:Autocorrelation Function Approach

It is shown how the autocorrelation function theory based on the Wiener-Khintchine Theorem (WKT) is used to analyze stochastically fluctuating phenomena. This theory might be called "time-dependent statistical mechanics" since it permits to describe fluctuations that are outside the scope of the equilibrium statistical mechanics. It is of prime importance in the investigations of noise problems. Are analyzed here the Drag and Brownian motion and electric noises. It will be also briefly shown how these phenomena can be understood taking into account the Fluctuation-Dissipation Theorem (FDT). Key words: stochastically fluctuating phenomena; noise