Random Walks

Complexity Explorer
Online

Free

Important information

  • Course
  • Online
  • When:
    Flexible
Description

Note that Complexity Explorer tutorials are meant to introduce students to various important techniques and to provide illustrations of their application in complex systems. A given tutorial is not meant to offer complete coverage of its topic or substitute for an entire course on that topic.

Important information
Venues

Where and when

Starts Location
Flexible
Online

What you'll learn on the course

Distribution
Square Displacement
Spatial Dimension
Central Limit Theorem
First Passage Phenomena
Final Remarks
Applications of First Passage Phenomena
Diffusion Equation
Passage Phenomena

Course programme

Syllabus
  1. Introduction
  2. Root Mean Square Displacement
  3. Role of the Spatial Dimension
  4. Probability Distribution and Diffusion Equation
  5. Central Limit Theorem
  6. First Passage Phenomena
  7. Elementary Applications of First Passage Phenomena
  8. Final Remarks
  9. Homework

This tutorial is designed for more advanced math students.  Math prerequisites for this course are an understanding of calculus, basic probability, and Fourier transforms.