Principles of random walk

Bibliographic Information

Principles of random walk

Frank Spitzer

(Graduate texts in mathematics, 34)

Springer-Verlag, 1976, c1964

2nd ed

  • : us
  • : gw

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Note

Originally published 1964

Bibliography: p. 395-402

Includes index

Description and Table of Contents

Description

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.

Table of Contents

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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Details

  • NCID
    BA04636124
  • ISBN
    • 0387901507
    • 3540901507
  • LCCN
    75026883
  • Country Code
    us
  • Title Language Code
    eng
  • Text Language Code
    eng
  • Place of Publication
    New York ; Berlin
  • Pages/Volumes
    xiii, 408 p.
  • Size
    25 cm
  • Classification
  • Subject Headings
  • Parent Bibliography ID
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