First steps in random walks: from tools to applications

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...

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Detalles Bibliográficos
Autores principales: Klafter, J, Sokolov, I M
Lenguaje:eng
Publicado: Oxford University Press 2011
Materias:
Mathematical Physics and Mathematics
Acceso en línea:https://dx.doi.org/10.1093/acprof:oso/9780199234868.001.0001
http://cds.cern.ch/record/1618994
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author Klafter, J
Sokolov, I M
author_facet Klafter, J
Sokolov, I M
author_sort Klafter, J
collection CERN
description 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 andchemistry (diffusion, reactions, mixing in flows), economics, biology (from animal spread to motion of subcel
id cern-1618994
institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2011
publisher Oxford University Press
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spelling cern-16189942021-04-21T21:56:55Zdoi:10.1093/acprof:oso/9780199234868.001.0001http://cds.cern.ch/record/1618994engKlafter, JSokolov, I MFirst steps in random walks: from tools to applicationsMathematical Physics and MathematicsThe 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 andchemistry (diffusion, reactions, mixing in flows), economics, biology (from animal spread to motion of subcelOxford University Pressoai:cds.cern.ch:16189942011
spellingShingle Mathematical Physics and Mathematics
Klafter, J
Sokolov, I M
First steps in random walks: from tools to applications
title First steps in random walks: from tools to applications
title_full First steps in random walks: from tools to applications
title_fullStr First steps in random walks: from tools to applications
title_full_unstemmed First steps in random walks: from tools to applications
title_short First steps in random walks: from tools to applications
title_sort first steps in random walks: from tools to applications
topic Mathematical Physics and Mathematics
url https://dx.doi.org/10.1093/acprof:oso/9780199234868.001.0001
http://cds.cern.ch/record/1618994
work_keys_str_mv AT klafterj firststepsinrandomwalksfromtoolstoapplications
AT sokolovim firststepsinrandomwalksfromtoolstoapplications

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