Jump to ContentJump to Main Navigation
First Steps in Random Walks
Users without a subscription are not able to see the full content.

First Steps in Random Walks: From Tools to Applications

J. Klafter and I. M. Sokolov

Abstract

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 problem was posed by Louis Bachelier in his thesis devoted to the theory of financial speculations in 1900. Nowadays theory of random walks was proved useful in physics and chemistry (diffusion, reactions, mixing in flows), economics, biology (from animal spread to motion of subcellular structur ... More

Keywords: random walks, continuous time random walks, Levy walks and Levy flights, fluctuation‐dominated kinetics, percolation

Bibliographic Information

Print publication date: 2011 Print ISBN-13: 9780199234868
Published to Oxford Scholarship Online: December 2013 DOI:10.1093/acprof:oso/9780199234868.001.0001

Authors

Affiliations are at time of print publication.

J. Klafter, author
Heinemann Chair of Physical Chemistry, Tel Aviv University

I. M. Sokolov, author
Chair for Statistical Physics and Nonlinear Dynamics, Humboldt University, Berlin