Stochastic processes in physics

Dr. Dragan Jakimovski, Professor

Course content:  

1. Necessity and randomness in physics

2. Random events, Binomial and Poisson distribution, Correlation functions

3. Brownian motion according to Langevin

4. Markov processes, Chapman-Kolmogorov equation, Markov chains

5. Master equation

6. Fokker-Planck equation, Brownian movement

7. Diffusion and unstable systems

8. Fluctuations

9. Noise

Предметот е вклучен во следните насоки:

Професор

Следни испити од овој предмет:

Материјали