Random Walks and Random Environments - Böcker
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This is the first volume of a two-volume work devoted to probability theory in physics, physical chemistry and engineering. This volume provides an introduction to the problem of "random walk" and its applications. In its simplest form, the random walk describes the motion of an idealized drunkard and is a discrete analogue of the diffusion through a medium with traps, laser speckle and the conformations of polymers in dilute solution. Prior knowledge of probability theory is helpful, but not assumed.
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This is the second volume of a two-volume work devoted to probability theory in physical chemistry, and engineering. Rather than dealing explicitly with the idea of an ongoing random walk, each chaotic step taking place at fixed time intervals, this volume addresses models in which the disorder is frozen in space-random environments.The volume begins with a largely self-contained introduction to the geometry of random environments, emphasizing Bernoulli percolation models. The scope of the investigation then widens as we ask how structural disorder affects the transport process. The final chapters confront the interplay of two different forms of randomness; spatial randomness frozen into the environment and temporal randomness associated with the choices for next steps made by a random walker. The book ends with a discussion of "the ant in the labyrinth" problems. It is supported by an extensive bibliography and very little prior knowledge is assumed.