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Random Walk: A Modern Introduction

$96.99 (C)

Part of Cambridge Studies in Advanced Mathematics

  • Date Published: July 2010
  • availability: Available
  • format: Hardback
  • isbn: 9780521519182

$ 96.99 (C)
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About the Authors
  • 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.

    • Suitable for researchers from a variety of fields who use random walks in modeling
    • Extensive bibliography assists further reading
    • Contains over 80 exercises
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    Reviews & endorsements

    "... precisely presents many classical results in an excellently written and easy-to-follow manner."
    Alexander Tzanov, Computing Reviews

    "The book admirably serves its purpose as an introduction to its branch of the theory of random walks, as well as an excellent reference for many of the key results of the theory. The book under review contains a wealth of carefully organized and clearly presented information, and will be a valuable addition the shelves of any random-walk enthusiast."
    Andrew R. Wade, Mathematical Reviews

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    Product details

    • Date Published: July 2010
    • format: Hardback
    • isbn: 9780521519182
    • length: 376 pages
    • dimensions: 235 x 156 x 23 mm
    • weight: 0.65kg
    • contains: 7 b/w illus. 85 exercises
    • availability: Available
  • Table of Contents

    Preface
    1. Introduction
    2. Local central limit theorem
    3. Approximation by Brownian motion
    4. Green's function
    5. One-dimensional walks
    6. Potential theory
    7. Dyadic coupling
    8. Additional topics on simple random walk
    9. Loop measures
    10. Intersection probabilities for random walks
    11. Loop-erased random walk
    Appendix
    Bibliography
    Index of symbols
    Index.

  • Instructors have used or reviewed this title for the following courses

    • Quan. Method
  • Authors

    Gregory F. Lawler, University of Chicago
    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, Université de Provence
    Vlada Limic works as a researcher for Centre National de la Recherche Scientifique (CNRS) at Université de Provence, Marseilles.

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