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Lectures on contemporary probability / Gregory F. Lawler, Lester N. Coyle.
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View online- Format:
- Book
- Author/Creator:
- Lawler, Gregory F., 1955- author.
- Series:
- Student mathematical library ; v. 2.
- Student mathematical library. IAS/Park City mathematical subseries
- The Student Mathematical Library ; v. 2
- Language:
- English
- Subjects (All):
- Stochastic processes.
- Probabilities.
- Physical Description:
- 1 online resource (xii, 97 pages) : illustrations.
- Other Title:
- Student Mathematical Library.
- Place of Publication:
- Providence, RI : American Mathematical Society, [1999]
- System Details:
- text file
- Contents:
- Chapter 1. Simple random walk and Stirling's formula Chapter 2. Simple random walk in many dimensions Chapter 3. Self-avoiding walk Chapter 4. Brownian motion Chapter 5. Shuffling and random permutations Chapter 6. Seven shuffles are enough (sort of) Chapter 7. Markov chains on finite sets Chapter 8. Markov chain Monte Carlo Chapter 9. Random walks and electrical networks Chapter 10. Uniform spanning trees Chapter 11. Random walk simulations Chapter 12. Other simulations Chapter 13. Simulations in finance Problems
- Notes:
- Includes bibliographical references.
- Electronic reproduction. Providence, Rhode Island : American Mathematical Society. 2012
- Description based on print version record.
- Other Format:
- Print version: Lawler, Gregory F., 1955- Lectures on contemporary probability /
- ISBN:
- 9781470421236
- Access Restriction:
- Restricted for use by site license.
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