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First Steps in Random Walks: From Tools to Applications

J. Klafter and I. M. Sokolov

Published in print:
2011
Published Online:
December 2013
ISBN:
9780199234868
eISBN:
9780191775024
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199234868.001.0001
Subject:
Physics, Soft Matter / Biological Physics

The name “random walk” for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question posed to readers of “Nature”. The same ... More


Continuous-time random walks

J. Klafter and I.M. Sokolov

in First Steps in Random Walks: From Tools to Applications

Published in print:
2011
Published Online:
December 2013
ISBN:
9780199234868
eISBN:
9780191775024
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199234868.003.0003
Subject:
Physics, Soft Matter / Biological Physics

Up to now the book has considered the displacement and the return properties of a walker as functions of the number of steps. In physics and chemistry we however are mostly interested in the behavior ... More


Hölder Regularity for Generalized Master Equations with Rough Kernels

Luis Caffarelli and Luis Silvestre

Charles Fefferman, Alexandru D. Ionescu, D. H. Phong, Stephen Wainger, Charles Fefferman, Alexandru D. Ionescu, D. H. Phong, and Stephen Wainger (eds)

in Advances in Analysis: The Legacy of Elias M. Stein

Published in print:
2014
Published Online:
October 2017
ISBN:
9780691159416
eISBN:
9781400848935
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691159416.003.0004
Subject:
Mathematics, Numerical Analysis

This chapter studies evolution problems that are related to continuous time random walks (CTRW), having a discontinuous path for which both the jumps and the time elapsed in between them are random. ... More


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