First Steps In Random Walks
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Language: en
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Type: BOOK - Published: 2011-08-18 - Publisher: OUP Oxford
The name "random walk" for a problem of a displacement of a point in a sequence of independent random steps was coined by Karl Pearson in 1905 in a question pos
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Random walks proved to be a useful model of many complex transport processes at the micro and macroscopical level in physics and chemistry, economics, biology a
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My first encounter with renewal theory and its extensions was in 1967/68 when I took a course in probability theory and stochastic processes, where the then rec
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"The main subject of this introductory book is simple random walk on the integer lattice, with special attention to the two-dimensional case. This fascinating m
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A central study in Probability Theory is the behavior of fluctuation phenomena of partial sums of different types of random variable. One of the most useful con