First Steps in Random Walks

DOI10.1093/ACPROF:OSO/9780199234868.001.0001zbMath1328.60001OpenAlexW575708337MaRDI QIDQ5899619

Igor M. Sokolov, Joseph Klafter

Publication date: 6 January 2016

Full work available at URL: https://doi.org/10.1093/acprof:oso/9780199234868.001.0001

zbMATH Keywords

characteristic functioncontinuous time random walkcentral limit theoremTauberian theoremrandom walkreactionLévy flight

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Random walks on graphs (05C81)

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