Introduction to Stochastic Processes

by Dr. Bryan Zaldivar

1001-Primera-1-1-1 - Paterna. Seminario (Universe)

1001-Primera-1-1-1 - Paterna. Seminario



Stochastic Processes are omnipresent in physics and natural phenomena, but their statistical treatment is rarely introduced to physicists. This formalism allows us to gain a deeper understanding of many problems, including:

[Physics] Particle decays and any counting experiment, the spatial distribution of stars, galaxies and astrophysical objects in general, diffusion processes of any kind, and even more theoretical problems as the interpretation of quantum fields as a statistical mechanical system, etc.

[Other] Failure of equipments, the arrival of vehicles/customers, queueing theory, the spatial distribution of trees/plants or diseases, the values of financial products, among many others.  

In this short series of lectures, the aim is to introduce the theory and implementation (code) of some of the most important stochastic processes appearing in nature.


The course will consist of 4 (+1?) lectures, 2hour-lecture per day. The outline is the following:

1. Poisson Processes, homogeneous and non-homogeneous ==> [Mon. 11:30-13:30]. IFIC's seminar room (1-1-1)

2. Spatial point processes. Interacting processes  ==> [Tue. 14:30-16:30]. IFIC's seminar room (1-1-1)

3. Markov Processes and Markov Random Fields. Hammersley-Clifford theorem.  ==> [Wed. 14:30-16:30]. IFIC's seminar room (1-1-1)

4. Brownian motion. Diffusion processes. Itô calculus.  ==> [Thu. 11:00-13:00]. IFIC's seminar room (1-1-1)

5. Diffusion processes II  ==> [Mon. 14:30-16:30]. IFIC's seminar room (1-1-1)

Bryan Zaldivar
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