Principles of Random Walk

Principles of Random Walk
Author: Frank Spitzer
Publisher: Springer Science & Business Media
Total Pages: 419
Release: 2013-03-14
Genre: Mathematics
ISBN: 1475742290


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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.


Principles of Random Walk
Language: en
Pages: 419
Authors: Frank Spitzer
Categories: Mathematics
Type: BOOK - Published: 2013-03-14 - Publisher: Springer Science & Business Media

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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 auth
Principles of Random Walk
Language: en
Pages: 408
Authors: Frank Ludvig Spitzer
Categories: Random walks (Mathematics)
Type: BOOK - Published: 1976 - Publisher:

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Principles of Random Walk. (ZZ)
Language: en
Pages: 0
Authors: Frank Spitzer
Categories: Mathematics
Type: BOOK - Published: 2022-12-22 - Publisher: Methuen Paperback

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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 autho
Random Walk and the Heat Equation
Language: en
Pages: 170
Authors: Gregory F. Lawler
Categories: Mathematics
Type: BOOK - Published: 2010-11-22 - Publisher: American Mathematical Soc.

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The heat equation can be derived by averaging over a very large number of particles. Traditionally, the resulting PDE is studied as a deterministic equation, an
Asymptotic Analysis of Random Walks
Language: en
Pages: 437
Authors: A. A. Borovkov
Categories: Mathematics
Type: BOOK - Published: 2020-10-29 - Publisher: Cambridge University Press

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This is a companion book to Asymptotic Analysis of Random Walks: Heavy-Tailed Distributions by A.A. Borovkov and K.A. Borovkov. Its self-contained systematic ex