发帖
雷达卡
[BOOK] Random walk in random and non-random environments[size=-1]
P Revesz, P Revesz - 2005 - books.google.com
Random Walk in Random and Non-Random Environments SECOND EDITION Pal Révész Page
2. ... RANDOM WALK IN RANDOM AND NON-RANDOM ENVIRONMENTS SECOND EDITION Page 4. ...
Cited by 257 - Related articles - Library Search - All 4 versions
Editorial ReviewsReview
" The expert will get as much out of the book as will the novice. It makes ideal reading material for a graduate course on the subject. As the "Hungarian" follow-up to Spitzer's classic, I am convinced that many will be grateful for the creation of this excellent monograph." Paul Embrechts Zurich, Switzerland "The book will be useful to the many devotees of random walk and should attract more people to the area." H Kesten (1-CRNL) Mathematical Reviews, 1992 "This useful and fascinating monograph gives a detailed description of the latest results on a broad spectrum of problems concerning the simple random walk {Sn} on the lattice Zd and their relation (invariance principle) to analogous problems for Brownian motion. Perhaps half of these results are proved in full detail. Many results appear here for the first time in book form. The book is very readable." J H B Kemperman SIAM Review, USA, 1992 "A number of recent results and interesting open problems are presented, which have not appeared in any other book so far. The style of writing is clear and pleasant. The book is recommended for both introductory and advanced courses and also for researchers in probability theory and statistical physics." Endre Csaki Statistics & Decisions, 1993
Product Description
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. --This text refers to the Hardcover edition.
Product Details
|
京公网安备 11010802022788号
