Random Walk: A Modern Introduction
A Modern Introduction
1st Edition
Published on 31. May 2010
978-0-511-74103-6 (ISBN)
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.
Reviews / Votes
'... this excellent introduction for researchers precisely presents many classical results in an excellently written and easy-to-follow manner.' Alexander Tzanov, Computing Reviews 'This book is a beautiful introduction to the theory of random walks for researchers as well as graduate students.' Zentralblatt MATHMore details
Series
Language
English
Place of publication
Cambridge
United Kingdom
Publishing group
Cambridge University Press
Target group
Professional and scholarly
Illustrations
Worked examples or Exercises; 1 Halftones, black and white; 6 Line drawings, black and white
File size
1,58 MB
ISBN-13
978-0-511-74103-6 (9780511741036)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions
Book
06/2010
Cambridge University Press
€112.20
Shipment within 15-20 days
Persons
Gregory F. Lawler is Professor of Mathematics and Statistics at the University of Chicago. He received the George Polya Prize in 2006 for his work with Oded Schramm and Wendelin Werner. Vlada Limic works as a researcher for Centre National de la Recherche Scientifique (CNRS) at Universite de Provence, Marseilles.
Content
Preface; 1. Introduction; 2. Local central limit theorem; 3. Approximation by Brownian motion; 4. Green's function; 5. One-dimensional walks; 6. Potential theory; 7. Dyadic coupling; 8. Additional topics on simple random walk; 9. Loop measures; 10. Intersection probabilities for random walks; 11. Loop-erased random walk; Appendix; Bibliography; Index of symbols; Index.
