Principles of Random Walk (Repost)
F. Spitzer, "Principles of Random Walk"
English | 2001 | ISBN: 0387951547 | PDF | pages: 427 | 6.5 mb
English | 2001 | ISBN: 0387951547 | PDF | pages: 427 | 6.5 mb
This book is devoted exclusively to a very special class of random processes, namely to random walk on the lattice points of ordinary Euclidean space. The author considered this high degree of specialization worthwhile, because of the theory of such random walks is far more complete than that of any larger class of Markov chains. The book will present no technical difficulties to the readers with some solid experience in analysis in two or three of the following areas: probability theory, real variables and measure, analytic functions, Fourier analysis, differential and integral operators. There are almost 100 pages of examples and problems.