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

"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...

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Bibliographic Details
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TeilnehmendeR:
Year of Publication:2011
Language:English
Online Access:
Physical Description:vi, 152 p. :; ill.
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Table of Contents:
  • 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.