Random walk a modern introduction
"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 Chi...
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| Otros Autores: | |
| Formato: | Libro electrónico |
| Idioma: | Inglés |
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Cambridge ; New York :
Cambridge University Press
2010.
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| Colección: | EBSCO Academic eBook Collection Complete.
Cambridge studies in advanced mathematics ; 123. |
| Acceso en línea: | Conectar con la versión electrónica |
| Ver en Universidad de Navarra: | https://innopac.unav.es/record=b38410497*spi |
| Sumario: | "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"-- |
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| Descripción Física: | xii, 364 p. : il |
| Formato: | Forma de acceso: World Wide Web. |
| Bibliografía: | Incluye referencias bibliográficas (p. 360) e índice. |
| ISBN: | 9780511750113 9780511743566 9780511744655 9780511750854 |
