About this document
Stochastic Processes in Natural Sciences by utkubah is a document available to read on EtoBox.
The lecture notes cover stochastic processes and simulation in the natural sciences, focusing on discrete-time and continuous-time Markov chains. Key topics include the introduction to stochastic processes, classification of states, convergence to stationarity, and applications such as random walks and hidden Markov models. The document also discusses advanced concepts like Brownian motion, Gaussian processes, and diffusion processes.
- Author
- utkubah
- Language
- EN