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The analysis of the characteristics of walks on ordinals is a powerful new technique for building mathematical structures, developed by the author over the last twenty years. This is the first book-length exposition of this method. Particular emphasis is placed on applications which are presented in a unified and comprehensive manner and which stretch across several areas of mathematics such as set theory, combinatorics, general topology, functional analysis, and general algebra. The intended audience for this book are graduate students and researchers working in these areas interested in mastering and applying these methods.