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

Instructor
Departments
As Taught In
Fall 2006
Level
Learning Resource Types
Problem Sets with Solutions
Exams with Solutions
Lecture Notes