All Posts With Tag: stochastic
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The standard diffusion equation assumes a finite mean waiting time and a finite jump variance. When either assumption fails, as it does for tracer particles in turbulent plasmas with long trapping events and large radial jumps, the central limit theorem no longer applies and the diffusion equation is replaced by a fractional diffusion equation derived from a heavy-tailed continuous-time random walk.
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Notes from 'Monte Carlo Methods in Financial Engineering' by Paul Glasserman. These Notes are subject to be constantly updated as I read through more of the textbook.
- Lorem Ipsum Generator 2025-05-14
We explore transition matrices by making a simple Lorem Ipsum generator that accepts any root text. This a test article and is subject to be updated to test the implementation of new features on this blog. This article is incomplete in its explanation.