First steps in random walks : from tools to applications / J. Klafter and I.M. Sokolov.

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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 ear...

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Bibliographic Details
Main Author: Klafter, J. (Joseph)
Other Authors: Sokolov, Igor M., 1958-
Language:English
Published: Oxford ; New York : Oxford University Press, 2011.
Subjects:
Random walks (Mathematics)
Physical Description:vi, 152 pages : illustrations ; 26 cm
Format: Book
Contents:
  • 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.