First steps in random walks from tools to applications /

"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...

Πλήρης περιγραφή

Αποθηκεύτηκε σε:
Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Klafter, J. (Joseph)
Συγγραφή απο Οργανισμό/Αρχή: ebrary, Inc
Άλλοι συγγραφείς: Sokolov, Igor M., 1958-
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:Αγγλικά
Έκδοση: Oxford : Oxford University Press, 2011.
Θέματα:
Διαθέσιμο Online:An electronic book accessible through the World Wide Web; click to view
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Περιγραφή
Περίληψη:"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"--
Φυσική περιγραφή:vi, 152 p. : ill.
Βιβλιογραφία:Includes bibliographical references and index.