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<図書>
Random walk : a modern introduction

責任表示 Gregory F. Lawler, Vlada Limic
シリーズ Cambridge studies in advanced mathematics ; 123
データ種別 図書
出版者 Cambridge : Cambridge University Press
出版年 2010
本文言語 英語
大きさ xii, 364 p. : ill. ; 24 cm
概要 "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 contem...orary 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"--続きを見る
目次 Introduction
Local central limit theorem
Approximation by Brownian motion
The Green's function
One-dimensional walks
Potential theory
Dyadic coupling
Additional topics on simple random walk
Loop measures
Intersection probabilities for random walks
Loop-erased random walk.
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所蔵情報

: hard 理系図3F 数理独自 033212010001994 LAWL/15/5 2010
: hard 数理 数理科学 033212015500392 LAWL/15/5A 2010

書誌詳細

一般注記 Bibliography: p. 360
Includes indexes
著者標目 *Lawler, Gregory F., 1955-
Limic, Vlada
件 名 LCSH:Random walks (Mathematics)
分 類 DC22:519.282
書誌ID 1001425126
ISBN 9780521519182
NCID BB02507296
巻冊次 : hardback ; ISBN:9780521519182
NBN 015515591
登録日 2010.07.13
更新日 2017.03.14

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