Elements of the random walk: an introduction for advanced students and researchers

Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. Elements of the Random Walk is an introduction to some of the most powerful and general techniques used in the application of these ideas. The mathematical construct that runs t...

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Bibliographic Details
Main Author: Rudnick, Joseph Alan 1944- (Author)
Format: Electronic eBook
Language:English
Published: Cambridge Cambridge University Press 2004
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Online Access:BSB01
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Summary:Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. Elements of the Random Walk is an introduction to some of the most powerful and general techniques used in the application of these ideas. The mathematical construct that runs through the analysis of the topics covered in this book, unifying the mathematical treatment, is the generating function. Although the reader is introduced to analytical tools, such as path-integrals and field-theoretical formalism, the book is self-contained in that basic concepts are developed and relevant fundamental findings fully discussed. Mathematical background is provided in supplements at the end of each chapter, when appropriate. This text will appeal to graduate students across science, engineering and mathematics who need to understand the applications of random walk techniques, as well as to established researchers
Item Description:Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Physical Description:1 online resource (xv, 329 pages)
ISBN:9780511610912
DOI:10.1017/CBO9780511610912

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