Shahid Beheshti University

Department of Physics

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Stochastic Processes (Winter-Spring 2018)

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Advanced course on Stochastic Processes for Ph.D. and MS students  (Winter-Spring 2018)

This course is devoted to advanced and more recent topics in stochastic processes and fields.

Some topics to teach are as follows:

  • Multivariate PDF and associated transformations
  • Weighted and Un-weighted Two-Point correlation function of different features
  • Master equations
  • Fokker-Planck equation
  • Covariant form of Fokker-Planck equation
  • Topological and geometrical features of Stochastic fields
  • Perturbative approach for Non-Gaussian fields
  • Effective Theory for perturbations

 

Mid-term with answer-key: (Download)

 

ش دانشجویی midterm/60
96516002 28
96416013 30.5
96416049 45
96416052 33.5
96516014 36
96416087 11.5
96416090 23
96416091 غایب

 

Exercises:                             Thanks to Mr. Kargaran and Ms. Bagheri to provide answer key

# Set 1 (Download) data (Download)  ************ Answer key set 1 (Download)


# Set 2 (Download) *************************** Answer key set 2 (Download)


# Set 3 (Download) data (Download) ************* Answer key set 3 (Download)


# Set 4 (Download) *************************** Answer key set 4 (Download)


# Set 5 (Download) *************************** Answer key set 5 (Download)


# Set 6 (Download) *************************** Answer key set 6 (Download)


# Set 7 (Download) *************************** Answer key set 7 (Download)

 

Last Updated on Saturday, 04 August 2018 11:31  

About Me


Tomb of Cyrus the great (Pasargadae, IRAN)

Associate Prof. of Physics,
Shahid Beheshti University,
Tehran, IRAN.

And

Resident researcher,
School of Physics,
Institute for research in fundamental sciences (IPM),

Tehran, IRAN.

And

Junior Associate of ICTP,
International Center for Theoretical Physics,
Trieste, ITALY (2009-2016)

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