Random Walks and Random Environments: Volume 1: Random Walks

ISBN-13: 9780198537885 / Angielski / Twarda / 1995 / 654 str.

B. D. Hughes; Barry D. Highes; Barry D. Hughes

Opis

This is the first of two volumes devoted to probability theory in physics, physical chemistry, and engineering, providing an introduction to the problem of the random walk and its applications. In its simplest form, the random walk describes the motion of an idealized drunkard and is a discreet analogy of the diffusion process. A thorough account is given of the theory of random walks on discreet spaces (lattices or networks) and in continuous spaces, including those processed with random waiting time between steps. Applications discussed include dielectric relaxation, charge transport in the xerographic process, turbulent dispersion, diffusion through a medium with traps, laser speckle and the conformations of polymers in dilute solution. Prior knowledge of probability theory would be helpful, but not assumed. An extensive bibliography concludes the book.

Recenzje

This is the book on random walks.[]Every attempt has been made to make the book accessible to physicists and chemists with interests in its area, without in any way sacrificing mathematical rigour. Both volumes are clearly essential purchases for serious reference libraries in probability theory.