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Elements of random walk and diffusion processes

Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes pro...

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Autor principal: Ibe, Oliver C
Lenguaje:eng
Publicado: Wiley 2013
Materias:
Acceso en línea:http://cds.cern.ch/record/1625353
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author Ibe, Oliver C
author_facet Ibe, Oliver C
author_sort Ibe, Oliver C
collection CERN
description Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic
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institution Organización Europea para la Investigación Nuclear
language eng
publishDate 2013
publisher Wiley
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spelling cern-16253532021-04-21T21:42:19Zhttp://cds.cern.ch/record/1625353engIbe, Oliver CElements of random walk and diffusion processesMathematical Physics and Mathematics Presents an important and unique introduction to random walk theory Random walk is a stochastic process that has proven to be a useful model in understanding discrete-state discrete-time processes across a wide spectrum of scientific disciplines. Elements of Random Walk and Diffusion Processes provides an interdisciplinary approach by including numerous practical examples and exercises with real-world applications in operations research, economics, engineering, and physics. Featuring an introduction to powerful and general techniques that are used in the application of physical and dynamic Wileyoai:cds.cern.ch:16253532013
spellingShingle Mathematical Physics and Mathematics
Ibe, Oliver C
Elements of random walk and diffusion processes
title Elements of random walk and diffusion processes
title_full Elements of random walk and diffusion processes
title_fullStr Elements of random walk and diffusion processes
title_full_unstemmed Elements of random walk and diffusion processes
title_short Elements of random walk and diffusion processes
title_sort elements of random walk and diffusion processes
topic Mathematical Physics and Mathematics
url http://cds.cern.ch/record/1625353
work_keys_str_mv AT ibeoliverc elementsofrandomwalkanddiffusionprocesses