Shahid Beheshti University

Department of Physics

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Stochastic Processes (Winter-Spring 2019)

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Advanced course on Stochastic Processes for Ph.D. and MS students  (Winter-Spring 2019)

The new time for final exam will be 10:00 am on Friday 31 Khordad 1398 (21 June 2019)

Deadline for course project will be 15 Tir 1398 (6 July 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

 

 

 

Exercises:                           

# Set 1 (Download) data (Download)

# Set 2 (Download)

# Set 3 (Download)

# Set 4 (Download) data (Download)

# Set 5 (Download)

# Set 6 (Download)

# Set 7 (Download)

# Set 8 (Download)

Last Updated on Thursday, 13 June 2019 10:10  


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