Scripts related to my undergraduate final project on discrete time stochastic processes as a Physics Student at Universidade de Brasília (UnB)
Function to calculate the coefficients of the omega function power series from the statistical moments of a random variable for the sum of identically distributed reduced random variables.
PID_omega_coeffs.py calculates new coefficients, which are saved to Kcoeffs_list.txt, so they never have to be calculated again.
We simulate the discretized langevin equation on langevin.py, which plots the final position and velocity distributions and their variances evolutions. OS_fluid.py does the same, considering the addition of a harmonic potential to the langevin equation. The necessary calculations are a bit involved and are developed with Mathematica (OS_fluid.nb).