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

Principles of Random Walk

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
Asymptotic Analysis of Random Walks
Language: en
Pages: 437

Asymptotic Analysis of Random Walks

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
Random Walk and the Heat Equation
Language: en
Pages: 170

Random Walk and the Heat Equation

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
Statistical Mechanics and Random Walks
Language: en
Pages: 0

Statistical Mechanics and Random Walks

Authors: Abram Skogseid
Categories: Engineering mathematics
Type: BOOK - Published: 2011-10 - Publisher:

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In this book, the authors gather and present topical research in the study of statistical mechanics and random walk principles and applications. Topics discusse
A Random Walk Down Wall Street: The Time-Tested Strategy for Successful Investing (Ninth Edition)
Language: en
Pages: 454

A Random Walk Down Wall Street: The Time-Tested Strategy for Successful Investing (Ninth Edition)

Authors: Burton G. Malkiel
Categories: Business & Economics
Type: BOOK - Published: 2007-12-17 - Publisher: W. W. Norton & Company

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Updated with a new chapter that draws on behavioral finance, the field that studies the psychology of investment decisions, the bestselling guide to investing e