Short Course Description
Title: An introduction to stochastic phenomena
Language: The course will be given in English
Lecturer: Dr. Shlomi Reuveni
Credit: 3 points
Prerequisites: Introduction to probability + first and second year courses in math for Chemistry/Physics students (or equivalent). A course in statistical thermodynamics (in parallel also ok).
Course Objective/Goals: The course will introduce the students to the mathematical modeling and analysis of stochastic phenomena in the natural and life sciences.
Course Syllabus: See detailed course syllabus online.
Bibliography: First Steps in Random Walks: From Tools to Applications, J. Klafter and I. M. Sokolov + Recent Papers & Course Notes.
Course requirements and grade: Home assignments will be given every week. Solving at least 70% of the assignments is a pass/fail requirement. An exam will be held at the end of the course. The grade in the course will be determined based on the home assignments and the exam.