I was reading a book on PDCA the day before and come across a Japanese web page
on thinking cycle of growth.
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鬼速PDCA工作術
富田和成 / 2017
第一章
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Random Walks in Lattice Grid
A problem introduced to me by Professor Peter Yum. Consider random walk on
integers. The simplest one is on
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Generating Multivariate Gaussian Distribution
Multivariate normal distribution has the following p.d.f.:
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Stochastic PDE for Poisson jump processes
I studied this 10+ years ago. But I just saw a very concise derivation from stack exchange
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