Principles of random walk by F. Spitzer

Principles of random walk



Download Principles of random walk




Principles of random walk F. Spitzer
Language: English
Page: 427
Format: djvu
ISBN: 0387951547, 9780387951546
Publisher: Springer

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.

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