18.366 | Fall 2006 | Graduate

Random Walks and Diffusion

Study Materials

lec07.pdf

Description:

This file is a resource which contains information on The Bernoulli Random Walk -Integral Representation, Saddle Point Asymptotics of the Bernoulli Random Walk, Performance of the Saddle Point Approximation and The Bernoulli Random Walk -Numerical Results.

Course Info

Fall 2006
Exam Solutions
Exams
Lecture Notes
Problem Set Solutions
Problem Sets