1. A readable, interesting treatment of Brownian motion can be found in the translation of Einstein’s original papers. (A. Einstein, Investigations on the Theory of Brownian Movement, Dover Publications, New York, 1956.)
2. For an advanced, complete treatment which deals more with mathematics and less with physical phenomena, see N. Wax (ed.), Selected Papers on Noise and Stochastic Processes, Dover Publications, New York, 1954.
3. For further reading on the random walk problem, G. Gamov, One, Two, Three … Infinity, Viking Press (1947), Chap. 8, gives a very readable introduction.
4. J. Manning, Diffusion Kinetics for Atoms in Crystals, Van Nostrand, 1968, gives a more detailed discussion of its use in diffusion problems.
5. A solution of this type is given in the first few pages of B. S. Chandrasekhar, Revs. Modern Phys., 15 (1943) 1.