18.366 | Fall 2006 | Graduate

Random Walks and Diffusion

Lecture Notes

lec02.pdf

Description:

Includes topics: The?position?of?a random?walk, moments?and cumulants, and additivity of cumulants.

Resource Type:
Lecture Notes

Course Info

Instructor
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Fall 2006
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Problem Sets with Solutions
Exams with Solutions
Lecture Notes