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...

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Bibliographic Details
Main Author: Klafter, J. (Joseph)
Corporate Author: ebrary, Inc
Other Authors: Sokolov, Igor M., 1958-
Format: Electronic eBook
Language:English
Published: Oxford : Oxford University Press, 2011.
Subjects:
Online Access:An electronic book accessible through the World Wide Web; click to view
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050 1 4 |a QA274.73  |b .K53 2011eb 
082 0 4 |a 519.2/82  |2 23 
100 1 |a Klafter, J.  |q (Joseph) 
245 1 0 |a First steps in random walks  |h [electronic resource] :  |b from tools to applications /  |c J. Klafter and I.M. Sokolov. 
260 |a Oxford :  |b Oxford University Press,  |c 2011. 
300 |a vi, 152 p. :  |b ill. 
504 |a Includes bibliographical references and index. 
505 0 |a 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. L�evy flights -- 8. Coupled CTRW and L�evy walks -- 9. Simple reactions : A+B->B -- 10. Random walks on percolation structures. 
520 |a "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"--  |c Provided by publisher. 
533 |a Electronic reproduction.  |b Palo Alto, Calif. :  |c ebrary,  |d 2013.  |n Available via World Wide Web.  |n Access may be limited to ebrary affiliated libraries. 
650 0 |a Random walks (Mathematics) 
655 7 |a Electronic books.  |2 local 
700 1 |a Sokolov, Igor M.,  |d 1958- 
710 2 |a ebrary, Inc. 
856 4 0 |u http://site.ebrary.com/lib/daystar/Doc?id=10691670  |z An electronic book accessible through the World Wide Web; click to view 
999 |c 193084  |d 193084