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StochasticProcesses

Some interesting applications of Stochastic Processes using Jupyter Notebooks for descriptive and instructive illustrations are included in this repository and can be summarized in the following list:

Contents

  1. Markov Chains
  2. Random Walks
  3. Markov Chain Monte Carlo (MCMC) Sampling
  4. Monte Carlo Approximations
  5. Ergodic Theorem
  6. Ising Model
  7. Travelling Salesman Problem

Highlights

Markov Chains

Modelling a tennis match using Markov Chains.

Random Walk

Two dimensional Random Walk.

Monte Carlo Approximations

Approximating the value of 𝛑 using Monte Carlo Estimates.

Ising Model

Monte Carlo simulation of the two dimensional Ising Model.

Travelling Salesman Problem

Solving the Travelling Salesman Problem usng the Simulated Annealing Algorithm.

References

[1] https://repository.kallipos.gr/handle/11419/6003

[2] http://math.ntua.gr/~loulakis/info/python_codes_files