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Introduction to Random Walks and Markov Processes - Preparatory Lecture 1

Introduction to Random Walks and Markov Processes - Preparatory Lecture 1

International Centre for Theoretical Sciences via YouTube Direct link

Time is Continuous

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Time is Continuous

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Introduction to Random Walks and Markov Processes - Preparatory Lecture 1

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

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