RANDOM WALK IN RANDOM AND NON-RANDOM ENVIRONMENTS (SECOND EDITION) - Hardcover

Revesz, Pal

Hardcover

ISBN 10: 981256361X ISBN 13: 9789812563613

Publisher: World Scientific Publishing Company, 2005

Synopsis

The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results -- mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.Since the first edition was published in 1990, a number of new results have appeared in the literature. The original edition contained many unsolved problems and conjectures which have since been settled; this second revised and enlarged edition includes those new results. Three new chapters have been added: frequently and rarely visited points, heavy points and long excursions. This new edition presents the most complete study of, and the most elementary way to study, the path properties of the Brownian motion.

About this title

From the Inside Flap:

This book collects and compares the results mostly strong theorems which describe the properties of a simple symmetric random walk. The newest problems of limit theorems of probability theory are treated in the very simple case of coin tossing. Using the advantage of this simple situation, the reader can become familiar with limit theorems (especially strong ones) without suffering from technical tools and difficulties. A simple way to the study of the Wiener process is also given, through the study of the random walk. This book presents the most complete study of, and the most elementary way to the study of, the path properties of the Wiener process; and the most elementary way to the study of the strong theorems of probability theory.

Review:

.,." a personal story from the point of view of one of the dominant contributors to the study of random walks ..."

About this edition

• Publisher: World Scientific Publishing Company
• Publication date: 2005
• ISBN 10: 981256361X
• ISBN 13: 9789812563613
• Binding: Hardcover
• Edition number: 2
• Number of pages: 396