Random Walk: A Modern Introduction

Gregory F. Lawler, Vlada Limic

ISBN 10: 0521519187 / ISBN 13: 9780521519182

Published by Cambridge University Press, GB, 2010

About this Item

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.

Seller Inventory # LU-9780521519182

Bibliographic Details

• Title: Random Walk: A Modern Introduction
• Publisher: Cambridge University Press, GB
• Publication Date: 2010
• Language: English
• ISBN 10: 0521519187
• ISBN 13: 9780521519182
• Binding: Hardback
• Condition: New
• Weight: 650 grams

About this title

Synopsis

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.

About the Authors

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.

Vlada Limic works as a researcher for Centre National de la Recherche Scientifique (CNRS) at Université de Provence, Marseilles.