Principles of Random Walk. (ZZ)
Author | : Frank Spitzer |
Publisher | : Methuen Paperback |
Total Pages | : 0 |
Release | : 2022-12-22 |
ISBN-10 | : 1475742312 |
ISBN-13 | : 9781475742312 |
Rating | : 4/5 (312 Downloads) |
Download or read book Principles of Random Walk. (ZZ) written by Frank Spitzer and published by Methuen Paperback. This book was released on 2022-12-22 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is devoted exclusively to a very special class of random processes, namely to random walk on the lattice points of ordinary Euclidean space. The author considered this high degree of specialization worth while, because of the theory of such random walks is far more complete than that of any larger class of Markov chains. The book will present no technical difficulties to the readers with some solid experience in analysis in two or three of the following areas: probability theory, real variables and measure, analytic functions, Fourier analysis, differential and integral operators. There are almost 100 pages of examples and problems.