Physical Applications of Stochastic Processes by V. Balakrishnan (source code)

= Physical Applications of Stochastic Processes by V. Balakrishnan
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https://archive.nptel.ac.in/content/storage2/courses/115106089/STOCHASTIC_PROCESSES_NPTEL.pdf

NPTEL author lecture notes, Lecture 4, section 2.11, printed pages 35–39: fixed-length isotropic independent steps, characteristic function and diffusion limit. Only lecture exposition used.