In this chapter, we first recall (in Section 2.1) a few properties of the most usual laser cooling schemes, which involve a friction force. In such standard situations, the motion of the atom in momentum space is a Brownian motion which reaches a steady-state, and the recoil momentum of an atom absorbing or emitting a single photon appears as a natural limit for laser cooling. We then describe in Section 2.2 some completely different laser cooling schemes, based on inhomogeneous random walks in momentum space. These schemes, which are investigated in the present study, allow the ‘recoil limit’ to be overcome. They are associated with non-ergodic statistical processes which never reach a steady-state. Section 2.3 is devoted to a brief survey of various quantum descriptions of subrecoil laser cooling, which become necessary when the ‘recoil limit’ is reached or overcome. The most fruitful one, in the context of this work, is the ‘quantum jump description’ which will allow us in Section 2.4 to replace the microscopic quantum description of subrecoil cooling by a statistical study of a related classical random walk in momentum space. It is this simpler approach that will be used in the subsequent chapters to derive some quantitative analytical predictions, in cases where the quantum microscopic approach is unable to yield precise results, in particular in the limit of very long interaction times, and/or for a momentum space of dimension D higher than 1.