Mediaspace scheduled maintenance: Aug 25, 2026 07:00 - 12:00 AM. During this time, videos will be temporarily unavailable. Check status updates.

Concept

Random walk

Related lectures (30)

Maximum Entropy Principle: Stochastic Differential Equations

Explores the application of randomness in physical models, focusing on Brownian motion and diffusion.

Plasma Physics: Impact Ionisation and Random Walk

Explores impact ionisation in plasma physics and the random walk model as a key challenge in understanding plasma confinement.

Birth and Death Chains

Explores transience and recurrence in Markov chains, emphasizing birth and death chains and random walks.

Random Processes and Monte Carlo Simulation

Explores random processes with given probabilities and Monte Carlo simulation, emphasizing the Metropolis algorithm and stochastic matrices.

Human Travel Scaling Laws

Explores human travel scaling laws, bank note dispersal, random walks, Levy flights, and laser cooling applications.

Levy Flights & Brownian Motion

Explores Levy Flights and Brownian Motion, focusing on probability distributions and divergences in lag time.

Diffusion in Fluids: Understanding Mass Transport

Covers diffusion, focusing on mass transport in fluids and its mathematical formulation.

Levy Flights and Central Limit Theorem

Covers Levy flights, Central Limit Theorem, and Mesoscopic Master Equation with transition rates in an assurance system.

Spatial Ergodicity for SPDEs

Explores spatial ergodicity for SPDEs, covering basic formulations, initial data effects, and results on ergodicity and CLT.

Roulette with Curves and Surfaces

Explores building a roulette, probability distributions on curves, and properties of random surface models, including the groundbreaking Schramm-Loewner evolution processes.

Brownian Motion: Theory and Applications

Covers the theory of Brownian motion, diffusion, and random walks, with a focus on Einstein's theory for one-dimensional motion.

Brownian Motion: From Molecules to Cells

Explores the core concepts of Brownian motion, from molecules to cells, including its history, hypothesis versus description, Langevin's solution, and methods for measuring Brownian motion.

Introduction to Data Science

Introduces data science topics, evaluation methods, and course organization for the semester.

Self-Avoiding Random Walks

Explores self-avoiding random walks and their mathematical models, emphasizing the importance of paths that are self-avoiding.

Expected Number of Visits in State

Covers the criterion for recurrence in infinite chains based on the expected number of visits in a state.

Conformal Loop Ensembles: Perspectives and Applications

Covers conformal loop ensembles and their applications in conformal field theory and quantum gravity.

Markov Chains: Definition and Examples

Covers the definition and properties of Markov chains, including transition matrix and examples.

Doob's Decomposition Theorem

Covers Doob's decomposition theorem for submartingales and explores Brownian motion properties, quadratic variation, and continuous martingales.

Random Field Ising Model

Covers the Random Field Ising Model, discussing the concept of disorder and the process of finding the ground state.

Luria-Delbrück Experiment

Explores the implications of the Luria-Delbrück experiment on evolutionary mechanisms and the importance of probabilities in understanding biological data.