November 10
Clip 1 - averages
Averages, moments (version of Nov 12, 2020; 45 min)
November 10
Clip 2 - why Gaussian?
It's the maximum entropy distribution (version of Nov 12, 2020; 8 min)
November 12
Clip 3 - diffusion
Fokker-Planck density evolution (version of Nov 12, 2020; 43 min)
November 12
Clip 4 - Langevin equation
I don't like it (version of Nov 12, 2020; 3 min)
November 12
Clip 5 - noise
noise is your friend (version of Nov 12, 2020; 23 min)
November 12
Clip 6 - negative dimensions
a way to impose constraints while keeping a symmetry (version of Nov 12, 2020; 6 min)
November 12
Discussion 1 - a random walk from stochastic to quantum mechanics
Density is evaluated in configuration space, but the Laplacian is diagonalized in the Fourier space; a random walk from stochastic to quantum mechanics; Wiener path integrals; Schr{\"o}dinger harmonic oscillator is imaginary time relative of the Ornstein-Uhlenbeck; Liouville theorem; Predrag's lecturing is a Gaussian process - on average you learn zero. (version of Nov 12, 2020; 20 min)