First Steps in Random Walks From Tools to Applications
First Steps in Random Walks From Tools to Applications by J. Klafter, published by OUP Oxford on August 18, 2011, is an illustrated edition comprising 152 pages in English. This book explores the concept of random walks, a mathematical framework that describes the displacement of a point through a series of independent random steps. The origins of this theory can be traced back to early 20th-century contributions from notable figures such as Karl Pearson and Albert Einstein, highlighting its relevance across various scientific fields.
Readers will find a comprehensive discussion on the main variants of random walks, along with essential mathematical tools for their theoretical description. The book emphasizes the applicability of random walks in diverse areas such as physics, chemistry, biology, and economics, illustrating their significance in modeling processes like diffusion and complex transport phenomena. This edition serves as a valuable resource for those interested in the intersection of mathematics and its applications in the life sciences and beyond.
Official synopsis Publisher
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.
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