Video Zip Files
- All Videos (727.9 MB)
Lecture Notes
Further Reading
- Random Walks in Biology, H. C. Berg, Princeton University Press, 1993.
- Aspects and Applications of the Random Walk, G. H Weiss, North-Holland, 1994.
- Random Walks and Random Environments (vol. 1) B. D. Hughes, Clarendon Press, Oxford, 1995.
- Elements of the Random Walk: An introduction for Advanced Students and Researchers, J. Rudnick and G. Gaspari, Cambridge Univ. Press, 2004.
- An Introduction to Probability Theory and its Applications, W. Feller, John S. Wiley & Sons, 1968.
- Stochastic Processes in Physics and Chemistry (3rd Ed.), N. G. van Kampen, North-Holland, 1992.
- A Guide to First-Passage Processes, S. Redner, Cambridge University Press, 2001.
Fourier Transform
An understanding of Fourier Transforms is necessary to get the most out of this tutorial on Random Walks. Notes on the Fourier Transform by Sid Redner can be found here: Fourier pdf.
There are many resources online to help you review or learn about Fourier Transforms - type in "Fourier Transforms Tutorial" and find the pages that work best for you. As an example of the results you may find, here are some of the top links from that search: