Random Walk: A Modern Introduction
Random Walk: A Modern Introduction
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Summary
A random walk is one of the most studied topics in probability theory and has many important applications outside of mathematics. Ideal for graduate students, this text develops the theory from basic definitions through to current research problems. It is also suitable for mathematicians working in related fields.
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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
'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 | Unavailable |
| ISBN 13 | 9780521519182 |
| ISBN 10 | 0521519187 |
| Title | Random Walk: A Modern Introduction |
| Author | Gregory F Lawler |
| Series | Cambridge Studies In Advanced Mathematics |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | Cambridge University Press |
| Year published | 2010-06-24 |
| Number of pages | 376 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |