Random walk in random and non-random environments / Pal Revesz.

Format:

Book

Author/Creator:

Révész, Pál.

Language:

English

Subjects (All):

Random walks (Mathematics).

Physical Description:

1 online resource (397 p.)

Edition:

2nd ed.

Place of Publication:

Hackensack, N.J. : World Scientific, c2005.

Language Note:

English

Summary:

The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results - mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.

Contents:

Preface to the First Edition; Preface to the Second Edition; Contents; Introduction; I. SIMPLE SYMMETRIC RANDOM WALK IN Z1; II.SIMPLE SYMMETRIC RANDOM WALK IN Zd; III. RANDOM WALK IN RANDOM ENVIRONMENT; References; Author Index; Subject Index

Notes:

Description based upon print version of record.

Includes bibliographical references (p. 357-373) and indexes.

ISBN:

9786611905767

9781281905765

1281905763

9789812703361

9812703365

OCLC:

476064360