First Steps in Random Walks : From Tools to Applications.

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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...

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Bibliographic Details
Call Number:Libro Electrónico
Main Author: Klafter, J.
Other Authors: Sokolov, I. M.
Format: Electronic eBook
Language:Inglés
Published: Oxford : OUP Oxford, 2011.
Subjects:
Random walks (Mathematics)
Marches aléatoires (Mathématiques)
MATHEMATICS > Applied.
MATHEMATICS > Probability & Statistics > General.
Online Access:Texto completo
Table of Contents:
  • 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. Lévy flights
  • 8. Coupled CTRW and Lévy walks
  • 9. Simple reactions : A+B->B
  • 10. Random walks on percolation structures.

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