First Steps In Random Walks
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First Steps In Random Walks
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Author : J. Klafter
language : en
Publisher: Oxford University Press
Release Date : 2011-08-18
First Steps In Random Walks written by J. Klafter and has been published by Oxford University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-18 with Business & Economics categories.
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
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Author : Klafter, Joseph Klafter
language : en
Publisher:
Release Date : 2011
First Steps In Random Walks written by Klafter, Joseph Klafter and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011 with Electronic books categories.
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"
Stopped Random Walks
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Author : Allan Gut
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-04-17
Stopped Random Walks written by Allan Gut and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-04-17 with Mathematics categories.
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.
Random Walk In Random And Non Random Environments Third Edition
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Author : Revesz Pal
language : en
Publisher: World Scientific
Release Date : 2013-03-06
Random Walk In Random And Non Random Environments Third Edition written by Revesz Pal and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-03-06 with Mathematics categories.
The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results — mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first and second editions were published in 1990 and 2005, a number of new results have appeared in the literature. The first two editions contained many unsolved problems and conjectures which have since been settled; this third, revised and enlarged edition includes those new results. In this edition, a completely new part is included concerning Simple Random Walks on Graphs. Properties of random walks on several concrete graphs have been studied in the last decade. Some of the obtained results are also presented.
Two Dimensional Random Walk
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Author : Serguei Popov
language : en
Publisher: Cambridge University Press
Release Date : 2021-03-18
Two Dimensional Random Walk written by Serguei Popov and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-03-18 with Mathematics categories.
A visual, intuitive introduction in the form of a tour with side-quests, using direct probabilistic insight rather than technical tools.
Random Walks And Diffusion
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Author : Open University Course Team
language : en
Publisher:
Release Date : 2009-10-21
Random Walks And Diffusion written by Open University Course Team and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-10-21 with Diffusion categories.
This block explores the diffusion equation which is most commonly encountered in discussions of the flow of heat and of molecules moving in liquids, but diffusion equations arise from many different areas of applied mathematics. As well as considering the solutions of diffusion equations in detail, we also discuss the microscopic mechanism underlying the diffusion equation, namely that particles of matter or heat move erratically. This involves a discussion of elementary probability and statistics, which are used to develop a description of random walk processes and of the central limit theorem. These concepts are used to show that if particles follow random walk trajectories, their density obeys the diffusion equation.
Stopped Random Walks
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Author : Allan Gut
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-04-03
Stopped Random Walks written by Allan Gut and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-04-03 with Mathematics categories.
Classical probability theory provides information about random walks after a fixed number of steps. For applications, however, it is more natural to consider random walks evaluated after a random number of steps. Examples are sequential analysis, queuing theory, storage and inventory theory, insurance risk theory, reliability theory, and the theory of contours. Stopped Random Walks: Limit Theorems and Applications shows how this theory can be used to prove limit theorems for renewal counting processes, first passage time processes, and certain two-dimenstional random walks, and to how these results are useful in various applications. This second edition offers updated content and an outlook on further results, extensions and generalizations. A new chapter examines nonlinear renewal processes in order to present the analagous theory for perturbed random walks, modeled as a random walk plus "noise."
Intersections Of Random Walks
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Author : Gregory F. Lawler
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-11-06
Intersections Of Random Walks written by Gregory F. Lawler and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2012-11-06 with Mathematics categories.
A central study in Probability Theory is the behavior of fluctuation phenomena of partial sums of different types of random variable. One of the most useful concepts for this purpose is that of the random walk which has applications in many areas, particularly in statistical physics and statistical chemistry. Originally published in 1991, Intersections of Random Walks focuses on and explores a number of problems dealing primarily with the nonintersection of random walks and the self-avoiding walk. Many of these problems arise in studying statistical physics and other critical phenomena. Topics include: discrete harmonic measure, including an introduction to diffusion limited aggregation (DLA); the probability that independent random walks do not intersect; and properties of walks without self-intersections. The present softcover reprint includes corrections and addenda from the 1996 printing, and makes this classic monograph available to a wider audience. With a self-contained introduction to the properties of simple random walks, and an emphasis on rigorous results, the book will be useful to researchers in probability and statistical physics and to graduate students interested in basic properties of random walks.
Random Walks On Infinite Groups
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Author : Steven P. Lalley
language : en
Publisher: Springer Nature
Release Date : 2023-05-08
Random Walks On Infinite Groups written by Steven P. Lalley and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-05-08 with Mathematics categories.
This text presents the basic theory of random walks on infinite, finitely generated groups, along with certain background material in measure-theoretic probability. The main objective is to show how structural features of a group, such as amenability/nonamenability, affect qualitative aspects of symmetric random walks on the group, such as transience/recurrence, speed, entropy, and existence or nonexistence of nonconstant, bounded harmonic functions. The book will be suitable as a textbook for beginning graduate-level courses or independent study by graduate students and advanced undergraduate students in mathematics with a solid grounding in measure theory and a basic familiarity with the elements of group theory. The first seven chapters could also be used as the basis for a short course covering the main results regarding transience/recurrence, decay of return probabilities, and speed. The book has been organized and written so as to be accessible not only to students in probability theory, but also to students whose primary interests are in geometry, ergodic theory, or geometric group theory.
An Unbounded Experience In Random Walks With Applications
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Author : Michael F Shlesinger
language : en
Publisher: World Scientific
Release Date : 2021-06-29
An Unbounded Experience In Random Walks With Applications written by Michael F Shlesinger and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-06-29 with Mathematics categories.
This volume comprises the author's account of the development of novel results in random walk theory and its applications during the fractal and chaos revolutions. The early history of probability is presented in an engaging manner, and peppered with pitfalls and paradoxes. Readers will find the introduction of Paul Lévy's work via Mandelbrot's Lévy flights which are featured uniquely as Weierstrass and Riemann random walks.Generalizations to coupled memories, internal states and fractal time are introduced at the level for graduate students. Mathematical developments are explained including Green's functions, inverse Mellin transforms, Jacobians, and matrix methods. Applications are made to anomalous diffusion and conductivity in amorphous semiconductors and supercooled liquids. The glass transition is discussed especially for pressure effects.All along the way, personal stories are recounted and special appreciations are made to Elliott Montroll and Harvey Scher for their ever-expanding influence on the field of non-equilibrium anomalous processes that now are found in topics including disordered materials, water table processes, animal foraging, blinking quantum dots, rotating flows, optical lattices, dynamical strange attractors and strange kinetics.