Random Walk: A Modern Introduction by Gregory F Lawler

Random Walk: A Modern Introduction by Gregory F Lawler

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.

'… 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 MATH

Gregory F. Lawler is Professor of Mathematics and Statistics at the University of Chicago. He received the George Pólya 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 Université de Provence, Marseilles.

SKU	Non disponible
ISBN 13	9780521519182
ISBN 10	0521519187
Titre	Random Walk: A Modern Introduction
Auteur	Gregory F Lawler
Série	Cambridge Studies In Advanced Mathematics
État	Non disponible
Type de reliure	Hardback
Éditeur	Cambridge University Press
Année de publication	2010-06-24
Nombre de pages	376
Note de couverture	La photo du livre est présentée à titre d'illustration uniquement. La reliure, la couverture ou l'édition réelle peuvent varier.
Note	Non disponible