Random Walk: A Modern Introduction

Name: Random Walk: A Modern Introduction
SKU: 6283839
Price: 242.99 AUD
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Hardback

Series:

Cambridge Studies in Advanced Mathematics

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Description

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.

Author Biography:

Gregory F. Lawler is Professor of Mathematics and Statistics at the University of Chicago. He received the George Pólya Prize in 2006 for his work with Oded Schramm and Wendelin Werner. Vlada Limic works as a researcher for Centre National de la Recherche Scientifique (CNRS) at Université de Provence, Marseilles.

Release date Australia

June 24th, 2010

Author

Audience

Professional & Vocational

Illustrations

Worked examples or Exercises; 1 Halftones, black and white; 6 Line drawings, black and white

Pages

376

Series

Cambridge Studies in Advanced Mathematics

Dimensions

156x235x23

ISBN-13

9780521519182

Product ID

6283839

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