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Results tagged with pr.probability
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user 31429
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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From Brownian Motion to the Heat Equation
Consider a set of N balls that start at the origin. In a given unit of time, $\delta t$, the balls have a probability $p = 0.5$ of jumping a distance $\delta x$ to the right, and the same probability …
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From Brownian Motion to the Heat Equation
This was resolved. I had made a mistake in the diffusion constant (by a factor of 2). Once it's corrected, the analytical vs. stochastic result is bang on. See here.
- 593