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First Steps in Random Walks: From Tools to Applications

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First Steps in Random Walks: From Tools to Applications - Klafter, J., and Sokolov, I. M.
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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 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 ...

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First Steps in Random Walks: From Tools to Applications 2015, Oxford University Press, Oxford

ISBN-13: 9780198754091

Paperback

First Steps in Random Walks: From Tools to Applications 2011, Oxford University Press, Oxford

ISBN-13: 9780199234868

Hardcover