Advanced course on Stochastic Processes for Ph.D. and MS students (Winter-Spring 2019)
The preliminary marks
| فرآیندهای تصادفی | ||
| شماره دانشجویی | میان ترم از 70 | پایان ترم از 60 |
| 97416002 | 0 | 5 |
| 97516004 | 15 | 42 |
| 97416014 | 47 | 32 |
| 97516008 | 45 | 55 |
| 96416031 | 43 | 45 |
| 97416027 | 16 | 35 |
| 97416097 | 34 | 37 |
| 97516010 | 55 | 42 |
| 97416040 | 24 | 17 |
| 97416041 | 33 | 31 |
| 97416043 | 0 | 0 |
| 97516014 | 36 | 38 |
| 97416067 | 0 | 0 |
| 97416080 | 26 | 22 |
| 96416091 | 38 | 47 |
| 97416092 | 4 | 15 |
| 97416102 | 28 | 29 |
| 96416027 | 27 | 20 |
| 97416039 | 41 | 49 |
| 97416073 | 37 | 47 |
| 97416076 | 43 | 58 |
| 97416089 | 0 | 0 |
The new time for final exam will be 10:00 am on Friday 31 Khordad 1398 (21 June 2019)
Deadline for course project will be 15 Tir 1398 (6 July 2018)
This course is devoted to advanced and more recent topics in stochastic processes and fields.
Some topics to teach are as follows:
- Multivariate PDF and associated transformations
- Weighted and Un-weighted Two-Point correlation function of different features
- Master equations
- Fokker-Planck equation
- Covariant form of Fokker-Planck equation
- Topological and geometrical features of Stochastic fields
- Perturbative approach for Non-Gaussian fields
- Effective Theory for perturbations
- Course subjects and program (Download)
- Stochastic fields: Definition and classification (Download)
- Statistics of smoothed cosmic fields in perturbation theory I: Formulation and useful formulas in second-order perturbation theory (Download)
- Some good books are written by Adler:
1)The Geometry of Random Fields, https://doi.org/10.1137/1.9780898718980
2) Random Fields and Geometry
3) Topological Complexity of Smooth Random Functions - My note about Topological an Geometrical feature of stochastic fields (Download)
- A good book for statistical properties of signals, "Independent Component Analysis", Aapo Hyvärinen, Juha Karhunen, Erkki Oja
- A good text for commands in Fortran, C++, Matlab (Download)
- VPython
- Some necessary things for programming skills (Download)
- Online numerical recipes (http://www.nr.com)
- My lecture concerning Errors and PDF (Download) (Download)
- Some of my Python programs (Download)
- Visualization by Matlab (link)
- Discretization approaches (Download)
- A good Reference for errors https://archive.org/details/TaylorJ.R.IntroductionToErrorAnalysis2ed/page/n149
Exercises:
# Set 1 (Download) data (Download)
# Set 2 (Download)
# Set 3 (Download)
# Set 4 (Download) data (Download)
# Set 5 (Download)
# Set 6 (Download)
# Set 7 (Download)
# Set 8 (Download)