FIRST STEPS IN RANDOM WALKS by Joseph Klafter, I. M. Sokolov ( 9780199234868 )

Item Details

Title:

FIRST STEPS IN RANDOM WALKS
FROM TOOLS TO APPLICATIONS

By:

Joseph Klafter, I. M. Sokolov

Format:

Hardback

List price:

£71.00

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£62.13

Discount:

12.5% off

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£8.87

ISBN 10:

0199234868

ISBN 13:

9780199234868

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Publisher:

OXFORD UNIVERSITY PRESS

Pub. date:

18 August, 2011

Pages:

160

Description:

Random walks proved to be a useful model of many complex transport processes at the micro and macroscopical level in physics and chemistry, economics, biology and other disciplines. The book discusses the main variants of random walks and gives the most important mathematical tools for their theoretical description.

Synopsis:

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.

Illustrations:

38 line drawings

Publication:

Imprint:

Oxford University Press

Returns:

Returnable

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