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Stochastic Processes: Data Analysis and Computer Simulation †

Week5:Brownian motion 3: data analyses †

5.1. Distribution function for particle’s position and velocity †

• Video [ Go ]
• Exercise [ Go ]
• Handout and programing resources [ Download ]

5.2. Mean square displacement and diffusion constant †

• Video [ Go ]
• Exercise [ Go ]
• Handout and programing resources [ Download ]

5.3. Auto correlation function and spectral density †

• Video [ Go ]
• Exercise [ Go ]
• Handout and programing resources [ Download ]

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