18.366 | Fall 2006 | Graduate

Random Walks and Diffusion

Lecture Notes

lec20.pdf

Description:

This file includes the following topics: Overview and simple models, simplest models, random walk with correlated steps, and exponentially decaying correlations.

Resource Type:
Lecture Notes

Course Info

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