Cargando…
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 |
|---|---|
| Autor principal: | |
| Otros Autores: | |
| 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 |
Tabla de Contenidos:
- Introduction
- 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.