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Random walk : = a modern introduction /
~
Lawler, Gregory F., (1955-)
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Random walk : = a modern introduction /
紀錄類型:
書目-語言資料,印刷品 : Monograph/item
正題名/作者:
Random walk :/ Gregory F. Lawler, Vlada Limic.
其他題名:
a modern introduction /
作者:
Lawler, Gregory F.,
其他作者:
Limic, Vlada.
出版者:
Cambridge ;Cambridge University Press, : 2010.,
面頁冊數:
xii, 364 p. :ill. ;24 cm.
內容註:
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.
標題:
Random walks (Mathematics) -
電子資源:
http://assets.cambridge.org/97805215/19182/cover/9780521519182.jpg
電子資源:
http://www.loc.gov/catdir/enhancements/fy1009/2010017817-t.html
電子資源:
http://www.loc.gov/catdir/enhancements/fy1009/2010017817-d.html
電子資源:
http://www.loc.gov/catdir/enhancements/fy1009/2010017817-b.html
ISBN:
9780521519182 :
Random walk : = a modern introduction /
Lawler, Gregory F.,1955-
Random walk :
a modern introduction /Gregory F. Lawler, Vlada Limic. - Cambridge ;Cambridge University Press,2010. - xii, 364 p. :ill. ;24 cm. - Cambridge studies in advanced mathematics ;123. - Cambridge studies in advanced mathematics ;117..
Includes bibliographical references (p. 360) and indexes.
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.
"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"--
ISBN: 9780521519182 :US75.00
LCCN: 2010017817
Nat. Bib. No.: GBB042399bnb
Nat. Bib. Agency Control No.: 015515591UkSubjects--Topical Terms:
532102
Random walks (Mathematics)
LC Class. No.: QA274.73 / .L384 2010
Dewey Class. No.: 519.2/82
Random walk : = a modern introduction /
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