Learn · Physical Applications of Stochastic Processes
Lecture 29 of 29Physical Applications of Stochastic Processes
Statistical aspects of deterministic dynamics (Part 2)
Prof. V. Balakrishnan · IIT Madras
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All the lectures
- Discrete probability distributions (Part 1)
- Discrete probability distributions (Part 2)
- Continuous random variables
- Central Limit Theorem
- Stable distributions
- Stochastic processes
- Markov processes (Part 1)
- Markov processes (Part 2)
- Markov processes (Part 3)
- Birth-and-death processes
- Continuous Markov processes
- Langevin dynamics (Part 1)
- Langevin dynamics (Part 2)
- Langevin dynamics (Part 3)
- Langevin dynamics (Part 4)
- Itˆo and Fokker-Planck equations for di?usion processes
- Level-crossing statistics of a continuous random process
- Diffusion of a charged particle in a magnetic field
- Power spectrum of noise
- Elements of linear response theory
- Random pulse sequences
- Dichotomous di?usion
- First passage time (Part 1)
- First passage time (Part 2)
- First passage and recurrence in Markov chains
- Recurrent and transient random walks
- Non-Markovian random walks
- Statistical aspects of deterministic dynamics (Part 1)
- Statistical aspects of deterministic dynamics (Part 2)