Random walk [electronic resource] : a modern introduction / Gregory F. Lawler, Vlada Limic.
"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...
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| Language: | English |
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Cambridge ; New York :
Cambridge University Press,
2010.
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| Series: | Cambridge studies in advanced mathematics ;
123 |
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| Variant Title: |
Random Walk: A Modern Introduction |
| Format: | Electronic eBook |
Contents:
- Machine generated contents note: 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.