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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 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.

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scales, on larger scales their foraging paths exhibit random patterns which remind and I.M. Sokolov, First Steps in Random Walks: From Tools to Applications. Scaling Analysis of Random Walks with Persistence Lengths
We develop a new approach for scaling analysis of N-step Random Walks (RWs) . estimate ν0 exponents with the first non-analytical cor- rection to scaling. Walks: From Tools to Applications (Oxford Scholarship. Online  Kolmogorov forward and backward equations for scaling limits of
SCALING LIMITS OF CONTINUOUS TIME RANDOM WALKS. PETER STRAKA First steps in random walks: from tools to applications. First Steps in Random Walks: From Tools to Applications (Paperback)
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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 Soft Matter / Biological Physics - Browse - Oxford Scholarship
First Steps in Random Walks: From Tools to Applications This book, the first of a four-part series on fluid dynamics, consists of four chapters  Random walks and first-passage properties - mediaTUM
First-passage properties of persistent random walks . ematicians that use powerful tools to predict the behavior of random variables. of the random walker after n steps, n ∈ N. For a given graph, we will often consider nearest neighbor  Cancer-driven dynamics of immune cells in a microfluidic - Nature
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