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Aspects and Applications of the Random Walk.
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1995
Year
EngineeringRandom WalksDiscrete ProbabilityStochastic ProcessesMarkov ProcessesDiffusion ProcessProbability TheoryStochastic PhenomenonIntroductory CommentsRandom WalkRandomized AlgorithmMathematical Statistical PhysicAnomalous DiffusionStochastic Geometry
Introductory comments the ubiquitous characteristic function asymptotic properties and the diffusion limit lattice walks boundaries and constraints multistate random walks selected applications.