000 02287nam a2200373 i 4500
001 CR9780511750854
003 UkCbUP
005 20240919173418.0
006 m|||||o||d||||||||
007 cr||||||||||||
008 100412s2010||||enk o ||1 0|eng|d
020 _a9780511750854 (ebook)
020 _z9780521519182 (hardback)
040 _aUkCbUP
_beng
_erda
_cUkCbUP
050 0 0 _aQA274.73
_b.L384 2010
082 0 0 _a519.2/82
_222
100 1 _aLawler, Gregory F.,
_d1955-
_eauthor.
245 1 0 _aRandom walk :
_ba modern introduction /
_cGregory F. Lawler, Vlada Limic.
264 1 _aCambridge :
_bCambridge University Press,
_c2010.
300 _a1 online resource (xii, 364 pages) :
_bdigital, PDF file(s).
336 _atext
_btxt
_2rdacontent
337 _acomputer
_bc
_2rdamedia
338 _aonline resource
_bcr
_2rdacarrier
490 1 _aCambridge studies in advanced mathematics ;
_v123
500 _aTitle from publisher's bibliographic system (viewed on 05 Oct 2015).
505 0 _aIntroduction -- Local central limit theorem -- Approximation by Brownian motion -- The Green's function -- One-dimensional walks -- Potential theory -- Dyadic coupling -- Additional topics on simple random walk -- Loop measures -- Intersection probabilities for random walks -- Loop-erased random walk.
520 _aRandom 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.
650 0 _aRandom walks (Mathematics)
700 1 _aLimic, Vlada,
_eauthor.
776 0 8 _iPrint version:
_z9780521519182
830 0 _aCambridge studies in advanced mathematics ;
_v123.
856 4 0 _uhttps://doi.org/10.1017/CBO9780511750854
942 _2ddc
_cEB
999 _c9512
_d9512