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Random walk in random and non-random environments /
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 i...
| Clasificación: | Libro Electrónico |
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| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hackensack, N.J. :
World Scientific,
©2005.
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| Edición: | 2nd ed. |
| Temas: | |
| Acceso en línea: | Texto completo |
| Sumario: | 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. |
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| Descripción Física: | 1 online resource (xvi, 380 pages) : illustrations |
| Bibliografía: | Includes bibliographical references (pages 357-373) and indexes. |
| ISBN: | 9812703365 9789812703361 9789812563613 981256361X 1281905763 9781281905765 9786611905767 6611905766 |