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

Description

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 modern 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 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.

Joseph Rudnick earned his PhD in 1970. He has held faculty positions at Tufts University and the University of California, Santa Cruz. He has held a visiting position at Harvard University. He is currently a Professor in the Department of Physics and Astronomy at the University of California, Los Angeles. George Gaspari has been a Research Associate at the University of Rochester and has held visiting positions at the University of Bristol, UK, Stanford University and the University of California, Los Angeles. He has been a Sloan Foundation Fellow.

'I warmly recommend a most rewarding and challenging textbook.' Contemporary Physics '... an excellent starting point for those wanting a relatively simple and straightforward introduction to these topics.' Journal of Statistical Physics '... an excellent introduction to emerging topics such as fractals, scaling and path integrals.' International Statistical Institute