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Introduction

In: Random Walk and Diffusion Models

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  • Wolf Schwarz

    (University of Potsdam, Research Methods in Human Sciences)

Abstract

The cumulative process of successive random movements first observed by the botanist Robert Brown in 1827 represents a prototype of a scenario in which a quantity of interest moves in an at least partly unpredictable fashion across time, although superimposed systematic trends may be present as well. Randomly evolving processes of this type are often described in terms of quantitative concepts technically known as random walk and diffusion models, which are the main topic of this book. Originally developed in physics, other researchers sought to apply these models to processes of more interest to, for example, biologists or sports scientists. The present chapter describes basic historical examples (Galton’s board, the law of Fick) that serve to illustrate their conceptual background.

Suggested Citation

  • Wolf Schwarz, 2022. "Introduction," Springer Books, in: Random Walk and Diffusion Models, chapter 0, pages 1-12, Springer.
    • Handle: RePEc:spr:sprchp:978-3-031-12100-5_1
    DOI: 10.1007/978-3-031-12100-5_1
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