First Steps In Random Walks
DOWNLOAD
Download First Steps In Random Walks PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get First Steps In Random Walks book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page
First Steps In Random Walks
DOWNLOAD
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
DOWNLOAD
Author : J. Klafter
language : en
Publisher: OUP Oxford
Release Date : 2011-08-18
First Steps In Random Walks written by J. Klafter and has been published by OUP Oxford this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-08-18 with Science 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 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.
First Steps In Random Walks
DOWNLOAD
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"
Very First Steps In Random Walks
DOWNLOAD
Author : Norbert Henze
language : en
Publisher: Springer Nature
Release Date : 2025-02-11
Very First Steps In Random Walks written by Norbert Henze and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-02-11 with Mathematics categories.
With this book, which is based on the third edition of a book first written in German about random walks, the author succeeds in a remarkably playful manner in captivating the reader with numerous surprising random phenomena and non-standard limit theorems related to simple random walks and related topics. The work stands out with its consistently problem-oriented, lively presentation, which is further enhanced by 100 illustrative images. The text includes 53 self-assessment questions, with answers provided at the end of each chapter. Additionally, 74 exercises with solutions assist in understanding the material deeply. The text frequently engages in concrete model-building, and the resulting findings are thoroughly discussed and interconnected. Students who have tested this work in introductory seminars on stochastics were particularly fascinated by the interplay of geometric arguments (reflection principle), combinatorics, elementary stochastics, and analysis. This book is a translation of an original German edition. The translation was done with the help of artificial intelligence. A subsequent human revision was done primarily in terms of content, so that the book will read stylistically differently from a conventional translation.
An Unbounded Experience In Random Walks With Applications
DOWNLOAD
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.
Principles Of Random Walk
DOWNLOAD
Author : Frank Spitzer
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-03-14
Principles Of Random Walk written by Frank Spitzer 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 2013-03-14 with Mathematics categories.
In this edition a large number of errors have been corrected, an occasional proof has been streamlined, and a number of references are made to recent pro gress. These references are to a supplementary bibliography, whose items are referred to as [S1] through [S26]. A thorough revision was not attempted. The development of the subject in the last decade would have required a treatment in a much more general con text. It is true that a number of interesting questions remain open in the concrete setting of random walk on the integers. (See [S 19] for a recent survey). On the other hand, much of the material of this book (foundations, fluctuation theory, renewal theorems) is now available in standard texts, e.g. Feller [S9], Breiman [S1], Chung [S4] in the more general setting of random walk on the real line. But the major new development since the first edition occurred in 1969, when D. Ornstein [S22] and C. J. Stone [S26] succeeded in extending the recurrent potential theory in· Chapters II and VII from the integers to the reals. By now there is an extensive and nearly complete potential theory of recurrent random walk on locally compact groups, Abelian ( [S20], [S25]) as well as non Abelian ( [S17], [S2] ). Finally, for the non-specialist there exists now an unsurpassed brief introduction to probabilistic potential theory, in the context of simple random walk and Brownian motion, by Dynkin and Yushkevich [S8].
Random Walks And Electric Networks
DOWNLOAD
Author : Peter G. Doyle
language : en
Publisher: American Mathematical Soc.
Release Date : 1984-12-31
Random Walks And Electric Networks written by Peter G. Doyle and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 1984-12-31 with Electric network topology categories.
Probability theory, like much of mathematics, is indebted to physics as a source of problems and intuition for solving these problems. Unfortunately, the level of abstraction of current mathematics often makes it difficult for anyone but an expert to appreciate this fact. Random Walks and electric networks looks at the interplay of physics and mathematics in terms of an example—the relation between elementary electric network theory and random walks —where the mathematics involved is at the college level.
Random Walk And The Heat Equation
DOWNLOAD
Author : Gregory F. Lawler
language : en
Publisher: American Mathematical Soc.
Release Date : 2010-11-22
Random Walk And The Heat Equation written by Gregory F. Lawler and has been published by American Mathematical Soc. this book supported file pdf, txt, epub, kindle and other format this book has been release on 2010-11-22 with Mathematics categories.
The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an approach that has brought many significant results and a deep understanding of the equation and its solutions. By studying the heat equation and considering the individual random particles, however, one gains further intuition into the problem. While this is now standard for many researchers, this approach is generally not presented at the undergraduate level. In this book, Lawler introduces the heat equations and the closely related notion of harmonic functions from a probabilistic perspective. The theme of the first two chapters of the book is the relationship between random walks and the heat equation. This first chapter discusses the discrete case, random walk and the heat equation on the integer lattice; and the second chapter discusses the continuous case, Brownian motion and the usual heat equation. Relationships are shown between the two. For example, solving the heat equation in the discrete setting becomes a problem of diagonalization of symmetric matrices, which becomes a problem in Fourier series in the continuous case. Random walk and Brownian motion are introduced and developed from first principles. The latter two chapters discuss different topics: martingales and fractal dimension, with the chapters tied together by one example, a random Cantor set. The idea of this book is to merge probabilistic and deterministic approaches to heat flow. It is also intended as a bridge from undergraduate analysis to graduate and research perspectives. The book is suitable for advanced undergraduates, particularly those considering graduate work in mathematics or related areas.
Random Walks And Random Environments
DOWNLOAD
Author : B. D. Hughes
language : en
Publisher:
Release Date : 2023
Random Walks And Random Environments written by B. D. Hughes and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023 with Chemistry, Physical and theoretical categories.
This volume is devoted to probability theory in physics, physical chemistry and engineering. It provides an introduction to the problem of "random walk" and its applications. A prior knowledge of probability theory is helpful, but not assumed.
Conformal Invariance An Introduction To Loops Interfaces And Stochastic Loewner Evolution
DOWNLOAD
Author : Malte Henkel
language : en
Publisher: Springer Science & Business Media
Release Date : 2012-04-05
Conformal Invariance An Introduction To Loops Interfaces And Stochastic Loewner Evolution written by Malte Henkel 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 2012-04-05 with Science categories.
Conformal invariance has been a spectacularly successful tool in advancing our understanding of the two-dimensional phase transitions found in classical systems at equilibrium. This volume sharpens our picture of the applications of conformal invariance, introducing non-local observables such as loops and interfaces before explaining how they arise in specific physical contexts. It then shows how to use conformal invariance to determine their properties. Moving on to cover key conceptual developments in conformal invariance, the book devotes much of its space to stochastic Loewner evolution (SLE), detailing SLE’s conceptual foundations as well as extensive numerical tests. The chapters then elucidate SLE’s use in geometric phase transitions such as percolation or polymer systems, paying particular attention to surface effects. As clear and accessible as it is authoritative, this publication is as suitable for non-specialist readers and graduate students alike.