- Additional Authors
- Sokolov, Igor M., 1958-
- Description
- 1 online resource (vi, 152 p.) : ill.
- Summary
- "The name "random walk" for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question posed to readers of "Nature". The same year, a similar problem was formulated by Albert Einstein in one of his Annus Mirabilis works. Even earlier such a problem was posed by Louis Bachelier in his thesis devoted to the theory of financial speculations in 1900. Nowadays the theory of random walks has proved useful in physics and chemistry (diffusion, reactions, mixing in flows), economics, biology (from animal spread to motion of subcellular structures) and in many other disciplines. The random walk approach serves not only as a model of simple diffusion but of many complex sub- and super-diffusive transport processes as well. This book discusses the main variants of random walks and gives the most important mathematical tools for their theoretical description"--
- Uniform Title
- First steps in random walks (Online)
- Alternative Title
- First steps in random walks (Online)
- Subject
- Random walks (Mathematics)
- Bibliography (note)
- Includes bibliographical references and index.
- Access (note)
- Access restricted to authorized users.
- Contents
- Machine generated contents note: -- 1. Characteristic Functions -- 2. Generating Functions and Applications -- 3. Continuous Time Random Walks -- 4. CTRW and Aging Phenomena -- 5. Master Equations -- 6. Fractional Diffusion and Fokker-Planck Equations for Subdiffusion -- 7. Levy Flights -- 8. Coupled CTRW and Levy Walks -- 9. Simple Reactions: A+B->B -- 10. Random Walks on Percolation Structures.
- LCCN
- 2011023454
- OCLC
- ssj0000871499
- Author
Klafter, J. (Joseph)
- Title
First steps in random walks [electronic resource] : from tools to applications / J. Klafter and I.M. Sokolov.
- Imprint
Oxford ; New York : Oxford University Press, 2011.
- Bibliography
Includes bibliographical references and index.
- Access
Access restricted to authorized users.
- Connect to:
- Added Author
Sokolov, Igor M., 1958-