Titlebook: Random Walk and Diffusion Models; An Introduction for Wolf Schwarz Textbook 2022 Springer Nature Switzerland AG 2022 Correlated random wal

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书目名称Random Walk and Diffusion Models网络公开度学科排名




书目名称Random Walk and Diffusion Models被引频次




书目名称Random Walk and Diffusion Models被引频次学科排名




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书目名称Random Walk and Diffusion Models年度引用学科排名




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书目名称Random Walk and Diffusion Models读者反馈学科排名

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health, and human decision making.Aims the exposition at a l.This book offers an accessible introduction to random walk and diffusion models at a level consistent with the typical background of students in the life sciences. In recent decades these models have become widely used in areas far beyond

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Discrete Random Walks,nent, we show how to derive in an elementary manner basic quantities such as absorption probabilities and (conditional) mean first-passage times, and we explain the role of generating functions in that context. We then show how these analyses generalize to more complex processes such as correlated r

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Small Steps at High Speed: The Diffusion Limit, discrete eventually tend to diffusion processes which are continuous in time and space. This continuous framework permits us to cover, in a streamlined manner, processes that are more general than simple random walks. We indicate how the continuous treatment leads more directly to information about

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More General Diffusion Processes,ies. In some contexts, these assumptions can be too restrictive, and then more flexible models incorporating possibly state-dependent drift or variance terms are more suitable. We describe the conceptual extensions needed to this end and present formal techniques to deal with this more general situa

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