Name: Elements Of Random Walk And Diffusion Processes
Price: 2085.00 ZAR
Availability: InStock
Author: Oliver C. Ibe
ISBN: 9781118618097

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portada Elements Of Random Walk And Diffusion Processes

Elements Of Random Walk And Diffusion Processes

Type

Physical Book

Publisher

Wiley

Author

Oliver C. Ibe

Topic

Applied Probability & Statistics

Collection

Us Gr

Pages

276

Dimensions

15.56 x 23.50 cm.

ISBN

1118618092

ISBN13

9781118618097

Synopsis "Elements Of Random Walk And Diffusion Processes"

This Book Features An Introduction To Powerful And General Techniques That Are Used In The Application Of Physical And Dynamic Processes And Presents The Connections Between Diffusion Equations And Random Motion. Stochastic Calculus, A Prerequisite For Understanding Some Of The Modern Concepts Of Diffusion Processes, Is Also Introduced. The Book Includes Standard Methods And Applications Of Brownian Motion And Discusses Levy Motion, Which Has Become Popular In Random Searches In Ecology, Finance, And Other Fields. Fractional Calculus Is Also Addressed As It Is Necessary For Understanding Anomalous Diffusion And Fractional Brownian Motion. Finally, The Book Introduces Percolation Theory And Its Relationship To Diffusion Processes. Topical Coverage Includes: Review Of Probability Theory; Review Of Stochastic Processes; One - Dimensional Random Walk; Two - Dimensional Random Walk; Brownian Motion; Introduction To Stochastic Calculus; Diffusion Process; Levy Walk; Fractional Calculus And Its Applications; And Percolation Theory