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Random Walk - Simplest example of a Markov Process
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Classroom Contents
Introduction to Random Walks and Markov Processes - Preparatory Lecture 1
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- 1 Preparatory Lecture 1
- 2 Random Walk - Simplest example of a Markov Process
- 3 Continuous space time limit
- 4 Space Discrete/Time Continuous
- 5 Probability that Walker is at
- 6 Evolution Equation for PX,n
- 7 Solution of the evolution equations
- 8 Homework: Try solving by double fourier transform
- 9 Discrete time/Space Case
- 10 Assignments
- 11 Time is Continuous
- 12 Master equation
