Random Walks and Random Environments

Volume 1: Random Walks
Erscheinungsjahr 1995
ISBN: 978-0-19-853788-5
Verlag: OUP Oxford

Buch, Englisch, 652 Seiten, Print PDF, Format (B × H): 157 mm x 235 mm, Gewicht: 1201 g

This is the first volume of a two-volume work devoted to probability theory in physics, physical chemistry and engineering. This volume provides an introduction to the problem of "random walk" and its applications. In its simplest form, the random walk describes the motion of an idealized drunkard and is a discrete analogue of the diffusion through a medium with traps, laser speckle and the conformations of polymers in dilute solution. Prior knowledge of probability theory is helpful, but not assumed.

Autoren/Hrsg.

Highes, Barry D.

Hughes, Barry D.

Hughes, B. D.

Fachgebiete

• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Angewandte Mathematik, Mathematische Modelle
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Computeranwendungen in der Mathematik
• Mathematik | Informatik Mathematik Stochastik Mathematische Statistik
• Mathematik | Informatik Mathematik Stochastik Wahrscheinlichkeitsrechnung

Inhaltsverzeichnis

- 1: Introduction

- 2: Random walks and random flights

- 3: Random Walks on a Lattice

- 4: Random walks in the continuum limit

- 5: Continuous-time random walks

- 6: Exploration and Trapping

- 7: The Self-Avoiding Walk

- Appendices: Special Functions for Random Walk Problems; Mellin Transforms and Asymptotic Expansions; Green Functions for Lattice Walks