Random Walk

A random process consisting of a sequence of discrete steps of fixed length. The random thermal perturbations in a liquidare responsible for a random walk phenomenon known as Brownian motion, and thecollisions of molecules in a gas are a random walk responsible for diffusion. Random walkshave interesting mathematical properties that vary greatly depending on the dimension in which the walk occurs and whetherit is confined to a lattice.

References

Random Walks

Barber, M. N. and Ninham, B. W. Random and Restricted Walks: Theory and Applications. New York: Gordon and Breach, 1970.

Chandrasekhar, S. In Selected Papers on Noise and Stochastic Processes (Ed. N. Wax). New York: Dover, 1954.

Doyle, P. G. and Snell, J. L. Random Walks and Electric Networks. Washington, DC: Math. Assoc. Amer, 1984.

Dykin, E. B. and Uspenskii, V. A. Random Walks. New York: Heath, 1963.

Feller, W. An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd ed. New York: Wiley, 1968.

Gardner, M. ``Random Walks.'' Ch. 6-7 in Mathematical Circus: More Puzzles, Games, Paradoxes, and Other Mathematical Entertainments. Washington, DC: Math. Assoc. Amer., 1992.

Hughes, B. D. Random Walks and Random Environments, Vol. 1: Random Walks. New York: Oxford University Press, 1995.

Hughes, B. D. Random Walks and Random Environments, Vol. 2: Random Environments. New York: Oxford University Press, 1996.

Lawler, G. F. Intersections of Random Walks. Boston, MA: Birkhäuser, 1996.

Spitzer, F. Principles of Random Walk, 2nd ed. New York: Springer-Verlag, 1976.

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