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Elements of the Random Walk: An introduction for Advanced Students and Researchers

by: Joseph Rudnick, George Gaspari
(17 May 2004)


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yaroslavvb has 0 private notes og 1 public note for this article.
  • p.14 number of random walks as differential equation=>exp formula
  • p.28 gentle intro to generating functions
  • generating function of random walks and SAW's as path integral
yaroslavvb (public ) - 2008-01-04 19:24:27

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Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. This book is an introduction to some of the most powerful and general techniques used in the application of these ideas. Its self-contained 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.


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