Random Walk: A Modern Introduction

Gregory F. Lawler; Vlada Limic
eISBN-13: 9780511741036

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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.

Sold By Cambridge University Press
ISBNs 9780511741036, 9780521519182, 9780521519182
Language eng