PHYS 10471: Random Processes in Physics

The material for this course has already migrated to Blackboard. If anyone is still using this page because they cannot get access to Blackboard, please let me know:

Syllabus and textbooks. Many textbooks cover the basics of probability at about the right level, but Jordan & Smith Mathematical Techniques is particularly recommended. No textbook covers absolutely everything in the course.

Scans of transparencies, with annotations and occasional additions. These will normally be available shortly after the lecture. Italicized items are ones that haven't been released yet.

Lecture 1 (Week 1)
Lecture 2 (Week 1)
Lecture 3 (Week 2)
Lecture 4 (Week 2)
Lectures 5 and 6 (Week 3) used as problems sessions (see solutions to Examples 1)
Lecture 7 (Week 4) and correction.
Lecture 8 (Week 4)
Lecture 9 (Week 5). See also an example (estimate of mean free path of a nitrogen molecule)
Lecture 10 (Week 5)
Lecture 11 (Week 7) used as problems session (see solutions to Examples 2)
Lecture 12 (Week 7)
Lecture 13 (Week 8)
Lectures 14 (Week 8) and 15 (Week 9) used as problems sessions (see solutions to Examples 3)
Lecture 16 (Week 9)
Lecture 17 (Week 10)
Lecture 18 (Week 10)
Lecture 19 (Week 11)
Lecture 20 (Week 11)
Lectures 21 and 22 (Week 12) used as problems sessions (see solutions to Examples 4)

Examples sheets and worked solutions. The examples sheets are usually available here first, before they are handed out at a lecture.

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