First Steps in Random Walks

Most statistical physics books treat Brownian motion, but do not introduce the student to the many examples of anomalous diffusion. This is the void the Klafter-Sokolov book fills, to bring the student into contact with modern work on random walks with a unified approach. The power here is that straightforward mathematics can be employed to tackle a rich selection of problems in anomalous diffusion. One does not need to introduce many different techniques, but to successively generalize one method and apply it to topics in physics, chemistry, and biology. * Michael Shlesinger, Office of Naval Research, USA *
Klafter and Sokolov give us a systematic introduction to the mathematics of random walks, ranging from simple one-dimensional walks through Lévy flights to walks on percolation structures and fractals. "First Steps " should be required reading for physicists, theoretical chemists and biologists, and applied mathematicians interested in stochastic processes. * Robert C. Hilborn, The University of Texas at Dallas, USA *