An edition of Principles of random walk (1964)

Principles of random walk

2nd ed.

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Cover of: Principles of random walk by Spitzer, Frank
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Last edited by MARC Bot
November 14, 2023 | History
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An edition of Principles of random walk (1964)

Principles of random walk

2nd ed.

by

  • 0 Ratings
  • 0 Want to read
  • 0 Currently reading
  • 0 Have read

"This book is devoted to the study of random walk on the lattice points of ordinary Euclidean space. The theory of random walks, a central part of the theory of Markov chains, is connected with methods from harmonic analysis on the one hand and from potential theory on the other. Prerequisites for the book are some knowledge of two or three of the following areas: probability theory, real variables and measure, analytic functions, Fourier analysis, differential, and integral operators.

More than 100 pages of examples and problems illustrate and clarify the presentation."--BOOK JACKET.

Publish Date
Publisher
Springer
Language
English
Pages
408

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Previews available in: English

Subjects
Random walks (Mathematics)

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Edition Availability
Cover of: Principles of random walk
Principles of random walk
2001, Springer
in English - 2nd ed.
  • Not in Library
Libraries near you: WorldCat
Cover of: Principles of random walk
Principles of random walk
1976, Springer-Verlag
in English - 2d ed.
Libraries near you: WorldCat
Cover of: Principles of random walk
Principles of random walk
1964, Van Nostrand
in English

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Book Details

Table of Contents

Machine generated contents note: CHAPTER I. THE CLASSIFICATION OF RANDOM WALK
1. Introduction
2. Periodicity and recurrence behavior
3. Some measure theory
4. The range of a random walk
5. The strong ratio theorem
Problems CHAPTER II. HARMONIC ANALYSIS
6. Characteristic functions and moments
7. Periodicity
8. Recurrence criteria and examples
9. The renewal theorem
Problems CHAPTER III. Two-DIMENSIONAL RECURRENT RANDOM WALK
10. Generalities
11. The hitting probabilities of a finite set
12. The potential kernel A(x,y)
13. Some potential theory
14. The Green function of a finite set
15. Simple random walk in the plane
16. The time dependent behavior
Problems CHAPTER IV. RANDOM WALK ON A HALF-LINE
17. The hitting probability of the right half-line
18. Random walk with finite mean
19. The Green function and the gambler's ruin problem
20. Fluctuations and the arc-sine law
Problems
CHAPTER V. RANDOM WALK ON A INTERVAL
21. Simple random walk
22. The absorption problem with mean zero, finite variance
23. The Green function for the absorption problem
Problems CHAPTER VI. TRANSIENT RANDOM WALK
24. The Green function G(x,y)
25. Hitting probabilities
26. Random walk in three-space with mean zero and finite
second moments
27. Applications to analysis
Problems CHAPTER VII. RECURRENT RANDOM WALK
28. The existence of the one-dimensional potential kernel
29. The asymptotic behavior of the potential kernel
30. Hitting probabilities and the Green function
31. The uniqueness of the recurrent potential kernel
32. The hitting time of a single point
Problems
BIBLIOGRAPHY SUPPLEMENTARY BIBLIOGRAPHY INDEX.

Edition Notes

Includes bibliographical references (p. 403-408) and index.

Published in
New York
Series
Graduate texts in mathematics ;, 34

Classifications

Dewey Decimal Class
519.2/82
Library of Congress
QA274.73 .S65 2001

The Physical Object

Pagination
xii, 408 p. :
Number of pages
408

ID Numbers

Open Library
OL6790998M
Internet Archive
principlesrandom00spit_254
ISBN 10
0387951547
LCCN
00053772
OCLC/WorldCat
45320659
Goodreads
261737

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Download catalog record: RDF / JSON / OPDS | Wikipedia citation
November 14, 2023 Edited by MARC Bot import existing book
December 4, 2022 Edited by ImportBot import existing book
December 3, 2022 Edited by ImportBot import existing book
July 29, 2020 Edited by MARC Bot import existing book
April 1, 2008 Created by an anonymous user Imported from Scriblio MARC record.