Brownian motion and stochastic processes - Département de Physique de l'Ecole Normale supérieure

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Brownian motion and stochastic processes

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Next student seminar :
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Here you can find information about your internships:
Experimental Internship - Undergraduate program
Master ICFP first year Internship

News : ICFP Research seminars
November 14 - 18, 2022 :
All information about the program

Contact us - Student support and Graduate School office :
Tél : 01 44 32 35 60
enseignement@phys.ens.fr

Quick links

Next student seminar :
Access to the program

Here you can find information about your internships:
Experimental Internship - Undergraduate program
Master ICFP first year Internship

News : ICFP Research seminars
November 14 - 18, 2022 :
All information about the program

Contact us - Student support and Graduate School office :
Tél : 01 44 32 35 60
enseignement@phys.ens.fr

Enseignants : Olivier Benichou (LPTMC, Université Pierre et Marie Curie) Raphaël Voituriez (LPTMC, Université Pierre et Marie Curie)

Chargé de TD :

Nombre d’ECTS : 3

Langue d’enseignement :

Description :

These lectures will be centred on random walks and will discuss selected applications
in physics.
The main topics tackled include :
(a) Normal diffusion and central limit theorem.
(b) Anormal diffusion induced by long waiting times and generalized central limit theorem.
(c) Anormal diffusion induced by long-range correlations.
(d) Explicit calculations on random walks (discrete in space and time).
(e) First definitions on stochastic processes (Gaussian, stationary, Markovian
processes). Markov process evolution equations: Chapman Kolmogorov differential
equations (forward and backward)
(f) Applications: calculations of first-passage times ; target search processes.

Quick links

Next student seminar :
Access to the program

Here you can find information about your internships:
Experimental Internship - Undergraduate program
Master ICFP first year Internship

News : ICFP Research seminars
November 14 - 18, 2022 :
All information about the program

Contact us - Student support and Graduate School office :
Tél : 01 44 32 35 60
enseignement@phys.ens.fr