18.366 | Fall 2006 | Graduate

Random Walks and Diffusion

Lecture Notes

lec09.pdf

Description:

Includes topics: Continuum approximation of the position of?a?random?walk, recursive substitution in the Kramers-Moyall expansion, and Gram-Charlier expansion for?the green function.

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lec09.pdf
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Fall 2006

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Graduate

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