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This is lecture notes on the course "Stochastic Processes". In this format, the course was taught in the spring semesters 2017 and 2018 for third-year bachelor students of the Department of Control and Applied Mathematics, School of Applied…

We give a overview of stochastic models of evolution that have found applications in genetics, ecology and linguistics for an audience of nonspecialists, especially statistical physicists. In particular, we focus mostly on neutral models in…

Statistical Mechanics · Physics 2009-11-13 R. A. Blythe , A. J. McKane

The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in different contexts. Here we propose a generative model to capture the essential dynamics of survival analysis,…

Physics and Society · Physics 2015-06-18 Trevor Fenner , Mark Levene , George Loizou

Many cellular behaviors are regulated by gene regulation networks, kinetics of which is one of the main subjects in the study of systems biology. Because of the low number molecules in these reacting systems, stochastic effects are…

Quantitative Methods · Quantitative Biology 2011-04-26 Jinzhi Lei

These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…

Statistics Theory · Mathematics 2026-04-27 Eddie Aamari , Arthur Stéphanovitch

These are lecture notes for a mini-course on stochastic sewing, taught at the University of Edinburgh and Beijing Institute of Technology in Spring/Summer 2025. The aim is to introduce the reader to stochastic sewing techniques and to show…

Probability · Mathematics 2025-10-15 Oleg Butkovsky

These notes provide a review of basic stochastic population models including branching processes and models of population genetics. Measure-valued population models including superprocesses and Fleming-Viot processes are also introduced…

Probability · Mathematics 2017-05-11 Donald A. Dawson

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Statistical Mechanics · Physics 2013-12-13 Tobias Brett , Tobias Galla

The past decade has seen a revived interest in the unavoidable or intrinsic noise in biochemical and genetic networks arising from the finite copy number of the participating species. That is, rather than modeling regulatory networks in…

Molecular Networks · Quantitative Biology 2015-03-17 Aleksandra M. Walczak , Andrew Mugler , Chris H. WIggins

It is well established that gene expression can be modeled as a Markovian stochastic process and hence proper observables might be subjected to large fluctuations and rare events. Since dynamics is often more than statics, one can work with…

Biological Physics · Physics 2019-09-11 Pegah Torkaman , Farhad H. Jafarpour

These are notes for a set of 7 two-hour lectures given at the 2010 Summer School on Quantitative Evolutionary and Comparative Genomics at OIST, Okinawa, Japan. The emphasis is on understanding how biological systems process information. We…

Molecular Networks · Quantitative Biology 2010-06-23 Gašper Tkačik

The dynamics of biological systems, from proteins to cells to organisms, is complex and stochastic. To decipher their physical laws, we need to bridge between experimental observations and theoretical modeling. Thanks to progress in…

Soft Condensed Matter · Physics 2024-06-05 Pierre Ronceray

This paper deals with the analysis of stochastic systems which can be described by a Langevin equation. By the method presented in this paper drift and diffusion terms of the corresponding Fokker-Planck equation can be extracted from the…

Condensed Matter · Physics 2009-10-31 S. Siegert , R. Friedrich , J. Peinke

These notes are based on a series of lectures given first at the University of Warwick in spring 2008 and then at the Courant Institute, Imperial College London, and EPFL. It is an attempt to give a reasonably self-contained presentation of…

Probability · Mathematics 2023-07-04 Martin Hairer

This review maps developments in stochastic modeling, highlighting non-standard approaches and their applications to biology and epidemiology. It brings together four strands: (1) core models for systems that evolve with randomness; (2)…

Dynamical Systems · Mathematics 2025-10-24 Yassine Sabbar , Kottakkaran Sooppy Nisar

Stochastic fluctuations of molecule numbers are ubiquitous in biological systems. Important examples include gene expression and enzymatic processes in living cells. Such systems are typically modelled as chemical reaction networks whose…

Quantitative Methods · Quantitative Biology 2017-01-13 David Schnoerr , Guido Sanguinetti , Ramon Grima

In modern science, computer models are often used to understand complex phenomena, and a thriving statistical community has grown around analyzing them. This review aims to bring a spotlight to the growing prevalence of stochastic computer…

This manuscript contains nothing new, but synthesizes known results: For the theoretical population geneticist with a probabilistic background, we provide a summary of some key results on stochastic differential equations. For the…

Populations and Evolution · Quantitative Biology 2020-08-25 Peter Czuppon , Arne Traulsen

The recent interest in human dynamics has led researchers to investigate the stochastic processes that explain human behaviour in various contexts. Here we propose a generative model to capture the dynamics of survival analysis,…

Physics and Society · Physics 2015-09-30 Trevor Fenner , Mark Levene , George Loizou

These are introductory lecture notes on Mather's theory for Tonelli Lagrangian and Hamiltonian systems. They are based on a series of lectures given by the author at Universit\`a degli Studi di Napoli "Federico II" (April 2009), at…

Dynamical Systems · Mathematics 2010-11-03 Alfonso Sorrentino
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