02536cam a2200361 i 4500
16806571
OSt
20140113173444.0
110602s2011 enka b 001 0 eng
2011023454
015803716
Uk
9780199234868 (hardback : acidfree paper)
0199234868 (hardback : acidfree paper)
(OCoLC)ocn714724924
DLC
DLC
YDX
BTCTA
YDXCP
UKMGB
CDX
BWX
DLC
pcc
QA274.73
.K53 2011
519.2/82
23
SCI055000
MAT003000
MAT008000
bisacsh
Klafter, J.
(Joseph)
First steps in random walks :
from tools to applications /
J. Klafter and I.M. Sokolov.
Oxford ;
Oxford University Press,
2011.
vi, 152 pages :
illustrations (black and white) ;
26 cm
rdacontent
text
rdamedia
unmediated
rdacarrier
volume
Includes bibliographical references and index.
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.
"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"--
Provided by publisher.
Random walks (Mathematics)
3448
Sokolov, Igor M.,
1958-
ddc
BK
21453
21453
0
0
ddc
0
0
BK
STP
STP
LIB
2014-01-13
1
519.24 KLA
11865
2016-10-18
2014-01-13
2014-01-13
BK