Elements of random walk and diffusion processes
Brownian motiondiffusionfractional calculusfractional processLévy flightLévy processLévy walkpercolationrandom walk
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Fractional processes, including fractional Brownian motion (60G22) Sums of independent random variables; random walks (60G50) Processes with independent increments; Lévy processes (60G51) Diffusion processes (60J60) Brownian motion (60J65) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
The author gives an overview on basic facts about one- and two-dimensional random walks, diffusions, and Lévy processes, as well as fractional calculus, fractional processes, and percolations. He does so from the point of view of possible applications, supplying numerous explicit practical examples or references to applications in a large diversity of fields of the natural sciences, engineering, computer science, economics, operations research, social sciences, and medicine. Several chapters also offer exercise problems. Proofs are given only as far as they can be kept within the framework of elementary calculus and probability. Facts needed from probability theory are collected in an introductory chapter.NEWLINENEWLINE The book should be helpful for any researcher faced with a dynamic phenomenon of the real world to which a stochastic model is the only practicable or at least the most reasonable approach, and for whom working through a large bulk of abstract mathematical literature, before getting started on the problem at hand, is no realistic option.
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- Design of biased random walks on a graph with application to collaborative recommendation
- Exponential and Weibull models for spherical and spherical-shell diffusion-controlled release systems with semi-absorbing boundaries
- The distribution of first hitting times of randomwalks on Erdős-Rényi networks
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- The rate of convergence of the Hurst index estimate for a stochastic differential equation
- An unbounded experience in random walks with applications
- Analytical results for the distribution of cover times of random walks on random regular graphs
- The distribution of first hitting times of non-backtracking random walks on Erdos-Rényi networks
- Analytical results for the distribution of first hitting times of random walks on random regular graphs
- Random walks on quasi-one-dimensional lattices
- A stochastic method for solving time-fractional differential equations
- Random walk and diffusion models. An introduction for life and behavioral scientists
- Stochastic growth tree networks with an identical fractal dimension: construction and mean hitting time for random walks
- Impact of local navigation rules on biased random walks in multiplex Markov chains
- Toward efficient online estimation of dynamic structural equation models: a case study
- Random walks and consensus problem on tree network with an identical degree distribution
- Power levy motion. I: Diffusion
- Random walk models of advection-diffusion in layered media
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