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Title: Passeig aleatori
Author: Jovaní Bertran, Marc
Director/Tutor: Rovira Escofet, Carles
Keywords: Atzar
Treballs de fi de grau
Rutes aleatòries (Matemàtica)
Processos estocàstics
Moviment brownià
Teoremes de límit (Teoria de probabilitats)
Bachelor's theses
Random walks (Mathematics)
Stochastic processes
Brownian movements
Limit theorems (Probability theory)
Issue Date: 21-Jun-2020
Abstract: [en] In this project first we will study the Markov chains, a type of stochastic process in discrete time, that will be useful to us to study the random walk, which is a type of Markov chain, form which will see some important results. We are also going to see the Brownian Motion, an stochastic process in continuous time, and we are going to study the relation between the random walk and the Brownian motion. Finally we will show some simulations related with the processes that we have seen.
Note: Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2020, Director: Carles Rovira Escofet
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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