18.366 | Fall 2006 | Graduate

Random Walks and Diffusion

Lecture Notes

lec14_06.pdf

Description:

This resource contains information about - The Reflection Principle and path counting, Deriving the arcsine distribution, Obtaining a continuum result as n gets large, Relationship to continuum approach, The image method.

Resource Type:
Lecture Notes

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Fall 2006
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Problem Sets with Solutions
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Lecture Notes