First Steps in Random Walks - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook First Steps in Random Walks write by J. Klafter. This book was released on 2011-08-18. First Steps in Random Walks available in PDF, EPUB and Kindle. 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.
First Steps in Random Walks
First Steps in Random Walks - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook First Steps in Random Walks write by Klafter, Joseph Klafter. This book was released on 2011. First Steps in Random Walks available in PDF, EPUB and Kindle. 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"
First Steps in Random Walks
First Steps in Random Walks - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook First Steps in Random Walks write by J. Klafter. This book was released on 2011-08-18. First Steps in Random Walks available in PDF, EPUB and Kindle. 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.
Two-Dimensional Random Walk
Two-Dimensional Random Walk - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Two-Dimensional Random Walk write by Serguei Popov. This book was released on 2021-03-18. Two-Dimensional Random Walk available in PDF, EPUB and Kindle. A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.
Stopped Random Walks
Stopped Random Walks - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stopped Random Walks write by Allan Gut. This book was released on 2013-04-17. Stopped Random Walks available in PDF, EPUB and Kindle. My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then recent book Stochastic Processes by Professor N.D. Prabhu was one of the requirements. Later, my teacher, Professor Carl-Gustav Esseen, gave me some problems in this area for a possible thesis, the result of which was Gut (1974a). Over the years I have, on and off, continued research in this field. During this time it has become clear that many limit theorems can be obtained with the aid of limit theorems for random walks indexed by families of positive, integer valued random variables, typically by families of stopping times. During the spring semester of 1984 Professor Prabhu visited Uppsala and very soon got me started on a book focusing on this aspect. I wish to thank him for getting me into this project, for his advice and suggestions, as well as his kindness and hospitality during my stay at Cornell in the spring of 1985. Throughout the writing of this book I have had immense help and support from Svante Janson. He has not only read, but scrutinized, every word and every formula of this and earlier versions of the manuscript. My gratitude to him for all the errors he found, for his perspicacious suggestions and remarks and, above all, for what his unusual personal as well as scientific generosity has meant to me cannot be expressed in words.
