Physics - Physical Applications of Stochastic Processes (English)

   Wednesday, May 14, 2025   

Starting a new Lecture Notes Series on Physics - Physical Applications of Stochastic Processes

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Physics - Physical Applications of Stochastic Processes By Lecture Notes together!

Lecture 1: Mod-01 Lec-01 Discrete probability distributions (Part 1)

Lecture 2: Mod-01 Lec-02 Discrete probability distributions (Part 2)

Lecture 3: Mod-01 Lec-03 Continuous random variables

Lecture 4: Mod-01 Lec-04 Central Limit Theorem

Lecture 5: Mod-01 Lec-05 Stable distributions

Lecture 6: Mod-01 Lec-06 Stochastic processes

Lecture 7: Mod-01 Lec-07 Markov processes (Part 1)

Lecture 8: Mod-01 Lec-08 Markov processes (Part 2)

Lecture 9: Mod-01 Lec-09 Markov processes (Part 3)

Lecture 10: Mod-01 Lec-10 Birth-and-death processes

Lecture 11: Mod-01 Lec-11 Continous Markov processes

Lecture 12: Mod-01 Lec-12 Langevin dynamics (Part 1)

Lecture 13: Mod-01 Lec-13 Langevin dynamics (Part 2)

Lecture 14: Mod-01 Lec-14 Langevin dynamics (Part 3)

Lecture 15: Mod-01 Lec-15 Langevin dynamics (Part 4)

Lecture 16: Mod-01 Lec-16 Ito^ and Fokker-Planck equations for diffusion processes

Lecture 17: Mod-01 Lec-17 Level-crossing statistics of a continuous random process

Lecture 18: Mod-01 Lec-18 Diffusion of a charged particle in a magnetic field

Lecture 19: Mod-01 Lec-19 Power spectrum of noise

Lecture 20: Mod-01 Lec-20 Elements of linear response theory

Lecture 21: Mod-01 Lec-21 Random pulse sequences

Lecture 22: Mod-01 Lec-22 Dichotomous diffusion

Lecture 23: Mod-01 Lec-23 First passage time (Part 1)

Lecture 24: Mod-01 Lec-24 First passage time (Part 2)

Lecture 25: Mod-01 Lec-25 First passage and recurrence in Markov chains

Lecture 26: Mod-01 Lec-26 Recurrent and transient random walks

Lecture 27: Mod-01 Lec-27 Non-Markovian random walks

Lecture 28: Mod-01 Lec-28 Statistical aspects of deterministic dynamics (Part 1)

Lecture 29: Mod-01 Lec-29 Statistical aspects of deterministic dynamics (Part 2)