Aspects and applications of the random walk
著者
書誌事項
Aspects and applications of the random walk
(Random materials and processes)
North-Holland, 1994
大学図書館所蔵 全30件
  青森
  岩手
  宮城
  秋田
  山形
  福島
  茨城
  栃木
  群馬
  埼玉
  千葉
  東京
  神奈川
  新潟
  富山
  石川
  福井
  山梨
  長野
  岐阜
  静岡
  愛知
  三重
  滋賀
  京都
  大阪
  兵庫
  奈良
  和歌山
  鳥取
  島根
  岡山
  広島
  山口
  徳島
  香川
  愛媛
  高知
  福岡
  佐賀
  長崎
  熊本
  大分
  宮崎
  鹿児島
  沖縄
  韓国
  中国
  タイ
  イギリス
  ドイツ
  スイス
  フランス
  ベルギー
  オランダ
  スウェーデン
  ノルウェー
  アメリカ
注記
Includes bibliographical references and index
内容説明・目次
内容説明
Both the formalism and many of the attendant ideas related to the random walk lie at the core of a significant fraction of contemporary research in statistical physics. In the language of physics the random walk can be described as a microscopic model for transport processes which have some element of randomness. The starting point of nearly all analyses of transport in disordered media is to be found in one or another type of random walk model. Mathematical formalism based on the theory of random walks is not only pervasive in a number of areas of physics, but also finds application in many areas of chemistry. The random walk has also been applied to the study of a number of biological phenomena. This book provides an introduction to the subject which should be of interest to students and more senior researchers who have had no prior contact with the field; the author has focused on simpler aspects of the subject, mainly on Markovian models, or models closely related to a Markovian formulation. Such models are exemplified by the continuous-time random walk which has both Markovian and non-Markovian aspects.
Considerable emphasis has been placed on asymptotic properties of random walks because their universal properties are the ones that permit such a wide range of applications of the mathematical formalism. Attention is also given to an introductory account of Abelian and Tauberian theorems.
目次
- Introductory comments
- the ubiquitous characteristic function
- asymptotic properties and the diffusion limit
- lattice walks
- boundaries and constraints
- multistate random walks
- selected applications.
「Nielsen BookData」 より