Physical Applications of Stochastic Processes

Video Lectures

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