
[PDF/Kindle] First Steps in Random Walks: From Tools to Applications by J. Klafter, I. M. Sokolov
First Steps in Random Walks: From Tools to Applications by J. Klafter, I. M. Sokolov
 First Steps in Random Walks: From Tools to Applications
 J. Klafter, I. M. Sokolov
 Page: 160
 Format: pdf, ePub, mobi, fb2
 ISBN: 9780198754091
 Publisher: Oxford University Press
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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 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 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 superdiffusive transport processes as well. This book discusses the main variants of random walks and gives the most important mathematical tools for their theoretical description.
First steps in random walks : from tools to applications (Book, 2011
First steps in random walks : from tools to applications. [J Klafter; Igor M Sokolov]  "The name "random walk" for a problem of a displacement of a point in a First Steps in Random Walks  Oxford Scholarship
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