Nonequilibrium Field Theories and Stochastic Dynamics: Lecture Notes

Click the following chaper to read the corrosponding PDF:

• 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