Random walk : a modern introduction /
"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 Chi...
Clasificación: | Libro Electrónico |
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Autor principal: | |
Otros Autores: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Cambridge ; New York :
Cambridge University Press,
©2010.
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Colección: | Cambridge studies in advanced mathematics ;
123. |
Temas: | |
Acceso en línea: | Texto completo |
Sumario: | "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"-- |
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Descripción Física: | 1 online resource (xii, 364 pages) : illustrations |
Bibliografía: | Includes bibliographical references (page 360) and index. |
ISBN: | 9780511750113 0511750110 9780511743566 0511743564 9780511744655 051174465X 9780511750854 0511750854 9780511742491 0511742495 |