Physical Applications of Stochastic Processes

Video Lectures

Displaying all 29 video lectures.
Lecture 1
Discrete Probability Distributions (Part 1)
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Discrete Probability Distributions (Part 1)
Lecture 2
Discrete Probability Distributions (Part 2)
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Discrete Probability Distributions (Part 2)
Lecture 3
Continuous Random Variables
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Continuous Random Variables
Lecture 4
Central Limit Theorem
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Central Limit Theorem
Lecture 5
Stable Distributions
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Stable Distributions
Lecture 6
Stochastic Processes
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Stochastic Processes
Lecture 7
Markov Processes (Part 1)
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Markov Processes (Part 1)
Lecture 8
Markov Processes (Part 2)
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Markov Processes (Part 2)
Lecture 9
Markov Processes (Part 3)
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Markov Processes (Part 3)
Lecture 10
Birth-and-Death Processes
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Birth-and-Death Processes
Lecture 11
Continuous Markov Processes
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Continuous Markov Processes
Lecture 12
Langevin Dynamics (Part 1)
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Langevin Dynamics (Part 1)
Lecture 13
Langevin Dynamics (Part 2)
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Langevin Dynamics (Part 2)
Lecture 14
Langevin Dynamics (Part 3)
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Langevin Dynamics (Part 3)
Lecture 15
Langevin Dynamics (Part 4)
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Langevin Dynamics (Part 4)
Lecture 16
Ito and Fokker-Planck Equations for Diffusion Processes
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Ito and Fokker-Planck Equations for Diffusion Processes
Lecture 17
Level-Crossing Statistics of a Continuous Random Process
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Level-Crossing Statistics of a Continuous Random Process
Lecture 18
Diffusion of a Charged Particle in a Magnetic Field
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Diffusion of a Charged Particle in a Magnetic Field
Lecture 19
Power Spectrum of Noise
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Power Spectrum of Noise
Lecture 20
Elements of Linear Response Theory
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Elements of Linear Response Theory
Lecture 21
Random Pulse Sequences
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Random Pulse Sequences
Lecture 22
Dichotomous Diffusion
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Dichotomous Diffusion
Lecture 23
First Passage Time (Part 1)
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First Passage Time (Part 1)
Lecture 24
First Passage Time (Part 2)
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First Passage Time (Part 2)
Lecture 25
First Passage and Recurrence in Markov Chains
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First Passage and Recurrence in Markov Chains
Lecture 26
Recurrent and Transient Random Walks
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Recurrent and Transient Random Walks
Lecture 27
Non-Markovian Random Walks
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Non-Markovian Random Walks
Lecture 28
Statistical Aspects of Deterministic Dynamics (Part 1)
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Statistical Aspects of Deterministic Dynamics (Part 1)
Lecture 29
Statistical Aspects of Deterministic Dynamics (Part 2)
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Statistical Aspects of Deterministic Dynamics (Part 2)