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  3. Random Walk: A Modern Introduction
  • Cited by 449
Publisher:
Cambridge University Press
Online publication date:
June 2012
Print publication year:
2010
Online ISBN:
9780511750854
DOI:
https://doi.org/10.1017/CBO9780511750854
Subjects:
Mathematics (general), Mathematics, Probability Theory and Stochastic Processes, Mathematical Modeling and Methods, Statistics and Probability
Series:
Cambridge Studies in Advanced Mathematics (123)
Information

Book 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.

Reviews

'… this excellent introduction for researchers precisely presents many classical results in an excellently written and easy-to-follow manner.'

Alexander Tzanov Source: Computing Reviews

'This book is a beautiful introduction to the theory of random walks for researchers as well as graduate students.'

Source: Zentralblatt MATH

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