Random Walk: A Modern Introduction

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: Gregory F. Lawler, Vlada LIMIC
Publisher: Cambridge University Press
Published: 06/24/2010
Pages: 378
Binding Type: Hardcover
Weight: 1.45lbs
Size: 9.00h x 6.00w x 0.90d
ISBN: 9780521519182

About the Author
Lawler, Gregory F.: - 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.LIMIC, Vlada: - Vlada Limic works as a researcher for Centre National de la Recherche Scientifique (CNRS) at Université de Provence, Marseilles.

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