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.
1. Introduction ; 2. Random walks and random flights ; 3. Random Walks on a Lattice ; 4. Random walks in the continuum limit ; 5. Continuous-time random walks ; 6. Exploration and Trapping ; 7. The Self-Avoiding Walk