date:
5 Jun 2006
Enrico Scalas: A quick and dirty introduction to continuous-time random walks (CTRWs)
Abstract - Continuous-time random walks (CTRWs) is the name given by physicists to some compound renewal processes. These processes were introduced in Physics by Montroll and Weiss as models of diffusion on a lattice, but they had already been in use for decades in insurance ruin theory. This talk will be a heuristic introduction to some elementary properties of uncoupled CTRWs.
Monday March 13th
