  Random walk is a fundamental concept with applications ranging from quantum
physics to econometrics. Remarkably, one specific model of random walks appears
to be ubiquitous across many fields as a tool to analyze transport phenomena in
which the dispersal process is faster than dictated by Brownian diffusion. The
L\'{e}vy walk model combines two key features, the ability to generate
anomalously fast diffusion and a finite velocity of a random walker. Recent
results in optics, Hamiltonian chaos, cold atom dynamics, bio-physics, and
behavioral science demonstrate that this particular type of random walks
provides significant insight into complex transport phenomena. This review
provides a self-consistent introduction to L\'{e}vy walks, surveys their
existing applications, including latest advances, and outlines further
perspectives.
