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 Chicago b...
| Main Authors: | , |
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| Format: | eBook |
| Language: | English |
| Published: |
Cambridge
Cambridge University Press
2010
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| Series: | Cambridge studies in advanced mathematics
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| Subjects: | |
| Online Access: | |
| Collection: | Cambridge Books Online - Collection details see MPG.ReNa |
Table of Contents:
- 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