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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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Lawler, Gregory F., 1955-
Otros Autores: Limic, Vlada
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Cambridge ; New York : Cambridge University Press, ©2010.
Colección:Cambridge studies in advanced mathematics ; 123.
Temas:
Acceso en línea:Texto completo
Descripción
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"--
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