Elements Of The Random Walk
Download Elements Of The Random Walk PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Elements Of The Random Walk book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages.
Elements of the Random Walk
Author: Joseph Rudnick
language: en
Publisher: Cambridge University Press
Release Date: 2004-03-04
Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. Elements of the Random Walk is an introduction to some of the most powerful and general techniques used in the application of these ideas. The mathematical construct that runs through the analysis of the topics covered in this book, unifying the mathematical treatment, is the generating function. Although the reader is introduced to analytical tools, such as path-integrals and field-theoretical formalism, the book is self-contained in that basic concepts are developed and relevant fundamental findings fully discussed. Mathematical background is provided in supplements at the end of each chapter, when appropriate. This text will appeal to graduate students across science, engineering and mathematics who need to understand the applications of random walk techniques, as well as to established researchers.
Elements of the Random Walk
Author: Joseph Rudnick
language: en
Publisher: Cambridge University Press
Release Date: 2004-03-04
Random walks have proven to be a useful model in understanding processes across a wide spectrum of scientific disciplines. This book is an introduction to some of the most powerful and general techniques used in the application of these ideas. Its self-contained text will appeal to graduate students across science, engineering and mathematics who need to understand the applications of random walk techniques, as well as to established researchers.
Random Walk: A Modern Introduction
Author: Gregory F. Lawler
language: en
Publisher: Cambridge University Press
Release Date: 2010-06-24
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.