Intersections of Random Walks

Lawler, Gregory F.

ISBN 10: 081763892X / ISBN 13: 9780817638924

Published by Birkhauser Boston Inc, 1996

About this Item

Focusing on a number of problems related to the intersection of random walks and the self-avoiding walk, this text covers such topics as: discrete harmonic measure; the probability that independent random walks do not intersect; and properties of walks without self-intersections. Series: Probability and its Applications. Num Pages: 229 pages, biography. BIC Classification: PBT. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly. Dimension: 279 x 210 x 12. Weight in Grams: 337. . 1996. Paperback. . . . . Books ship from the US and Ireland.

Seller Inventory # V9780817638924

Bibliographic Details

• Title: Intersections of Random Walks
• Publisher: Birkhauser Boston Inc
• Publication Date: 1996
• Language: English
• ISBN 10: 081763892X
• ISBN 13: 9780817638924
• Binding: Soft cover
• Condition: New

About this title

Synopsis

A more accurate title for this book would be "Problems dealing with the non-intersection of paths of random walks. " These include: harmonic measure, which can be considered as a problem of nonintersection of a random walk with a fixed set; the probability that the paths of independent random walks do not intersect; and self-avoiding walks, i. e. , random walks which have no self-intersections. The prerequisite is a standard measure theoretic course in probability including martingales and Brownian motion. The first chapter develops the facts about simple random walk that will be needed. The discussion is self-contained although some previous expo­ sure to random walks would be helpful. Many of the results are standard, and I have made borrowed from a number of sources, especially the ex­ cellent book of Spitzer [65]. For the sake of simplicity I have restricted the discussion to simple random walk. Of course, many of the results hold equally well for more general walks. For example, the local central limit theorem can be proved for any random walk whose increments have mean zero and finite variance. Some of the later results, especially in Section 1. 7, have not been proved for very general classes of walks. The proofs here rely heavily on the fact that the increments of simple random walk are bounded and symmetric.

Review

"Much of the material is Lawler’s own research, so he knows his story thoroughly and tells it well."

―SIAM Review