The history of random walks goes back to two classical scientific recognitions.
In 1827 Robert Brown, the English botanist published his observation about
the irregular movement of small pollen grains in a liquid under his microscope.
He not only described the irregular movement but also pointed out that it was
caused by some inanimate property of Nature. The irregular and odd series
produced by gambling, e.g., while tossing a coin or throwing a dice raised the
interest of the mathematicians Pascal, Fermat and Bernoulli as early as in the
mid-16*'' century. Let us start with the physical motivation and then let us
recall some milestones in the history of the research on random walks.