Random Systems¶

The Nature of Mathematical Modeling (draft)¶

• random variables
• probability distributions
• expectations
• moments
• transforms
• joint distributions
• correlation
• Bayes
• Central Limit Theorem
• entropy
• Wiener-Khinchin
• Markov
• stochastic differential equations
• RNG
• LFSR
• random algorithms

Problems¶

1. Gaussian generator
2. LFSR age of universe
3. simulate vs solve diffusion equation