ENGLISH

Random Walk: A Modern Introduction

By Gregory F. Lawler , Vlada Limic

Book information

Publisher
Cambridge University Press
ISBN
0521519187, 9780521519182, 9780511744655
Language
english
Format
PDF
Filesize
2 MB (1617053 bytes)
Series
Cambridge Studies in Advanced Mathematics 123
Pages
378\378
Time added
2012-02-04 16:00:00
Математика;Теория вероятностей и математическая ст

Description

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.

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