Principles of random walk

著者

• Spitzer, Frank

書誌事項

Principles of random walk

Frank Spitzer

（Graduate texts in mathematics, 34）

Springer-Verlag, 1976, c1964

2nd ed

• : us
• : gw

注記

Originally published 1964

Bibliography: p. 395-402

Includes index

内容説明・目次

内容説明

This book is devoted exclusively to a very special class of random processes, namely, to random walk on the lattice points of ordinary Euclidian space. The author considers this high degree of specialization worthwhile because the theory of such random walks is far more complete than that of any larger class of Markov chains. Almost 100 pages of examples and problems are included.

目次

I. The Classification of Random Walk.- II. Harmonic Analysis.- III. Two-Dimensional Recurrent Random Walk.- IV. Random Walk on a Half-Line.- V. Random Walk on a Interval.- VI. Transient Random Walk.- VII. Recurrent Random Walk.- Supplementary Bibliography.

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詳細情報

• NII書誌ID(NCID): BA04636124
• ISBN:
  • 0387901507
  • 3540901507
• LCCN: 75026883
• 出版国コード: us
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: New York ; Berlin
• ページ数/冊数: xiii, 408 p.
• 大きさ: 25 cm
• 分類:
  • LCC : QA274.73
  • DC : 519.2/82
• 件名:
  • LCSH : Random walks (Mathematics)
• 親書誌ID:
  • BA00010074