Here D 0 is the unrestricted diffusion coefficient. The condition (1) means that, at each point r m of the membrane, the density ψ of random walkers experiences a jump proportional to the component of ...

Random walks in random environments constitute a pivotal area of research at the interface of probability theory, statistical physics and mathematical modelling. This field investigates stochastic ...

IN 1905, Albert Einstein published five papers that shook the world of physics. His elegant arguments and conclusions were marvels of physical intuition that addressed dilemmas raised by experimental ...

Continuous time random walks, which generalize random walks by adding a stochastic time between jumps, provide a useful description of stochastic transport at mesoscopic scales. The continuous time ...

Journal of Applied Probability, Vol. 28, No. 4 (Dec., 1991), pp. 717-726 (10 pages) Recent results on the winding angle of the ordinary two-dimensional random walk on the integer lattice are reviewed.