Concept

Lévy process

Related lectures (27)

Explores Levy Flights and Brownian Motion, focusing on probability distributions and divergences in lag time.

Covers Levy flights, Central Limit Theorem, and Mesoscopic Master Equation with transition rates in an assurance system.

Martingales and Brownian Motion: Drift and Exit Time

Explores Brownian motion with drift, exit probabilities, and average exit times from intervals.

Conditional Gaussian Generation

Explores the generation of multivariate Gaussian distributions and the challenges of factorizing covariance matrices.

Taylor's Formula: Interpretation and Applications

Covers the Taylor's formula, its interpretation, and applications in mathematics.

Derivability on an Interval: Rolle's Theorem

Covers derivability on an interval, including Rolle's Theorem and practical applications in function analysis.

Stochastic Differential Equations

Covers Stochastic Differential Equations, Wiener increment, Ito's lemma, and white noise integration in financial modeling.

IT Strategy: Best Practice Processes

Explores best practice IT processes, including ITIL 4 and COBIT 2019 frameworks.

Chemical Engineering Balances

Covers the principles of chemical engineering balances in steady-state two-unit processes.

Fourier Transform and Spectral Densities

Covers the Fourier transform, spectral densities, Wiener-Khinchin theorem, and stochastic processes.

Derivability and Tangents

Covers derivability, tangents, Rolle's theorem, and linear approximation of functions.

Human Travel Scaling Laws

Explores human travel scaling laws, bank note dispersal, random walks, Levy flights, and laser cooling applications.

Product System and Front-Back Distinction

Introduces the concept of product system and the front-back distinction in life cycle inventory calculation.

Poisson processes

Covers the properties and construction of Poisson processes from i.i.d. Exp(X) random variables, emphasizing the importance of the process rate and jump time distributions.

Thermodynamics and Energetics I

Explores fundamental thermodynamics concepts, laws, energy transfer, and system analysis.

Central Limit Theorem: Characteristic Functions

Explores an alternative proof of the Central Limit Theorem using characteristic functions to show the emergence of the Gaussian distribution.

Martingales and Brownian Motion Construction

Explores the construction of Brownian motion with continuous trajectories and the dimension of its zero set.

Derivatives and Continuity

Covers derivatives, continuity, and reciprocal functions with examples of exponential and trigonometric functions.

Chemical Reactions: Methane to Formaldehyde

Explores chemical reactions converting methane to formaldehyde, emphasizing stoichiometry and mass balances.

Elements of Statistics: Memorylessness and Stationary Processes

Covers memorylessness, stationary processes, MLE estimation, and random walks.