2
votes
0answers
79 views

Reference for stochastic processes which helps moving from a basic level to a measure theory one

I'm looking for a reference (books, notes, lectures) which helps a physicist to understand the language of measure theory in the context of stochastic processes (in particular markov chains). I've ...
5
votes
2answers
519 views

What is the probability density function over time for a 1-D random walk on a line with boundaries?

If a single particle sits on an infinite line and undergoes a 1-D random walk, the probability density of its spatio-temporal evolution is captured by a 1-D gaussian distribution. \begin{align} ...
0
votes
1answer
97 views

Is this hypo-theoretical model of future prediction feasible? [closed]

First let me state that I am not, nor ever have I been, a physics student. I am working on an idea for a book I'm writing. This is a thought experiment that posits the existence of a computer system ...
12
votes
2answers
200 views

Random Walk Randomly Reflected

Hi I am not specialist in probability so I will not be surprised if the answer for this question is just a simple consequence of well known results from the random walk theory. In this case, I will ...