Stochastic Processes: Data Analysis and Computer Simulation

Week2: Distribution function and random number

2.1. Stochastic variable and distribution functions

  • Video [ Go ]
  • PPT Slide [ Go ]
  • Exercise [ Go ]
  • Handout and programing resources [ Download ]

2.2. Generating random numbers with Gaussian distribution

  • Video [ Go ]
  • iPython notebook [ Go ]
  • Exercise [ Go ]
  • Handout and programing resources [ Download ]

2.3. The central limiting theorem

  • Video [ Go ]
  • iPython notebook [ Go ]
  • Exercise [ Go ]
  • Handout and programing resources [ Download ]

2.4. Random walk

  • Video [ Go ]
  • iPython notebook [ Go ]
  • Exercise [ Go ]
  • Handout and programing resources [ Download ]

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