UID:
almahu_9948233682402882
Format:
1 online resource (xii, 364 pages) :
,
digital, PDF file(s).
ISBN:
9780511750854 (ebook)
Series Statement:
Cambridge studies in advanced mathematics ; 123
Content:
Random walks are stochastic processes formed by successive summation of independent, identically distributed random variables and are one of the most studied topics in probability theory. This contemporary introduction evolved from courses taught at Cornell University and the University of Chicago by the first author, who is one of the most highly regarded researchers in the field of stochastic processes. This text meets the need for a modern reference to the detailed properties of an important class of random walks on the integer lattice. It is suitable for probabilists, mathematicians working in related fields, and for researchers in other disciplines who use random walks in modeling.
Note:
Title from publisher's bibliographic system (viewed on 05 Oct 2015).
,
Introduction -- Local central limit theorem -- Approximation by Brownian motion -- The Green's function -- One-dimensional walks -- Potential theory -- Dyadic coupling -- Additional topics on simple random walk -- Loop measures -- Intersection probabilities for random walks -- Loop-erased random walk.
Additional Edition:
Print version: ISBN 9780521519182
Language:
English
Subjects:
Mathematics
Keywords:
Lehrbuch
;
Lehrbuch
URL:
https://doi.org/10.1017/CBO9780511750854
URL:
Volltext
(URL des Erstveröffentlichers)
