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Assignments

40% of the course grade is based on the problem sets.

Problem Set 1: Random walks of Rayleigh and Cauchy. (PDF)

Problem Set 2: Continuum approximations of non-stationary random walks, random walk in a harmonic well, steps with fat tails, saddle-point asymptotics. (PDF)

Problem Set 3: Asymptotics of percentile order statistics, non-reversing random walk, self-trapping random walk, self-avoiding random walk. (PDF)

Problem Set 4: Green function for the Telegrapher's Equation, a peristent Levy flight, fraction of time spent in a region, a decaying random walk to model inelastic diffusion. (PDF)

Problem Set 5: Shape of the limiting distribution for unbiased, subdiffusive CTRW; Mean escape time from a symmetric potential well, low temperature asymptotics. (PDF)