Random walk models
In this chapter we have considered a class of models that complement and illuminate the compound form of the K process discussed in Chapter 6. These models have in the main grown out of the optics literature, and tend to highlight the role played by individual scatterers, rather than a speckle process modulated by the partially resolved structure of the sea surface. Consequently, they provide a useful vehicle for the discussion of sea spikes and bursts generated by breaking waves; this analysis allows us to draw together the K, Class A and BEMs into a consistent whole. The formulation of the K process in terms of FP and SDEs has also been discussed; the impetus lent to this methodology by its application in financial modelling and other areas may yet result in this formulation being of practical as well as academic interest.
Random walk models, Page 1 of 2
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