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100   $a20110602d2011      uy             0
101 0 $aeng
135   $aur|||||||||||
200 10$aFirst steps in random walks$b[electronic resource] $efrom tools to applications /$fJ. Klafter and I.M. Sokolov
210   $aOxford $cOxford University Press$d2011
215   $avi, 152 p. $cill
320   $aIncludes bibliographical references and index.
327   $a1. 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.
330   $a"The name "random walk" for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question posed to readers of "Nature". The same year, a similar problem was formulated by Albert Einstein in one of his Annus Mirabilis works. Even earlier such a problem was posed by Louis Bachelier in his thesis devoted to the theory of financial speculations in 1900. Nowadays the theory of random walks has proved useful in physics and chemistry (diffusion, reactions, mixing in flows), economics, biology (from animal spread to motion of subcellular structures) and in many other disciplines. The random walk approach serves not only as a model of simple diffusion but of many complex sub- and super-diffusive transport processes as well. This book discusses the main variants of random walks and gives the most important mathematical tools for their theoretical description"--$cProvided by publisher.
606   $aRandom walks (Mathematics)
615  0$aRandom walks (Mathematics)
676   $a519.2/82
700   $aKlafter$b J$g(Joseph)$01519557
701   $aSokolov$b Igor M.$f1958-$01519558
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910795854203321
996   $aFirst steps in random walks$93757750
997   $aUNINA