Abordando a difusão através da aproximação em passeios aleatórios

Abstract

This work begins with a theoretical introduction to basic concepts of stochastic processes. We set out to explore the properties of discrete random walks, establishing the basis for understanding their transition to Brownian motion and their connections with the phenomenon of diffusion. Several basic properties that arise in the simplest models will be highlighted, given their importance for analyzing both the emerging behaviors and the applicability of such models. Finally, we will illustrate how it is possible to use this type of modeling to approximate diffusive phenomena. A behavior that arises naturally from these models.