Stochastic Processes Articles

Page 1 of 1 (3 articles)

4/22/2026 • EN

Brownian Motion

Explores Brownian motion by deriving its marginal distribution from a discrete-time random walk, blending physics and probability theory.

Brownian Motion Marginal Distribution Probability Random Walk Stochastic Processes

Richard Feynman

5/22/2025 • EN

Discrete Diffusion: Continuous-Time Markov Chains

Explores continuous-time Markov chains as a foundation for understanding discrete diffusion models in machine learning.

Continuous Time Diffusion Models Machine Learning Markov Chains Stochastic Processes

Ferenc Huszár

11/8/2017 • EN

Means of maximums

A mathematical exploration of bounds for the expected maximum of random variables, covering inequalities, norms, and chaining techniques for stochastic processes.

Chaining Mathematical Statistics Norm Inequalities Probability Theory Stochastic Processes

Thomas Lumley

Stochastic Processes Articles

Brownian Motion

Discrete Diffusion: Continuous-Time Markov Chains

Means of maximums

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