title: NFTSD Lecture Notes

Nonequilibrium Field Theories and Stochastic Dynamics: Lecture Notes

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• Random walk
• Gillespie algorithm, master equation, generating function
• The fundamental equation of a Markov process
• Peron-Frobenius theorem, steady state and delicate equilibrium
• Continuous Markov Processes and Fock-Planck Equations
• Brownian motion
• Monte Carlo sampling
• Langevin equations and fluctuation-dissipation theorem
• Fock-Planck equation and Boltzmann distribution
• Path integral of a stochastic process
• Path integral of a system with multiplicative noise