Physical Applications of Stochastic Processes

Lecture 1 - Discrete probability distributions - Part 1

Lecture 2 - Discrete probability distributions - Part 2

Lecture 3 - Continuous random variables

Lecture 4 - Central Limit Theorem

Lecture 5 - Stable distributions

Lecture 6 - Stochastic processes

Lecture 7 - Markov processes - Part 1

Lecture 8 - Markov processes - Part 2

Lecture 9 - Markov processes - Part 3

Lecture 10 - Birth-and-death processes

Lecture 11 - Continuous Markov processes

Lecture 12 - Langevin dynamics - Part 1

Lecture 13 - Langevin dynamics - Part 2

Lecture 14 - Langevin dynamics - Part 3

Lecture 15 - Langevin dynamics - Part 4

Lecture 16 - Itˆo and Fokker-Planck equations for di?usion processes

Lecture 17 - Level-crossing statistics of a continuous random process

Lecture 18 - Diffusion of a charged particle in a magnetic field

Lecture 19 - Power spectrum of noise

Lecture 20 - Elements of linear response theory

Lecture 21 - Random pulse sequences

Lecture 22 - Dichotomous di?usion

Lecture 23 - First passage time (Part 1)

Lecture 24 - First passage time (Part 2)

Lecture 25 - First passage and recurrence in Markov chains

Lecture 26 - Recurrent and transient random walks

Lecture 27 - Non-Markovian random walks

Lecture 28 - Statistical aspects of deterministic dynamics (Part 1)

Lecture 29 - Statistical aspects of deterministic dynamics (Part 2)