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Principles of Random Walk. (ZZ) (Graduate Texts in Mathematics)
 
 
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Principles of Random Walk. (ZZ) (Graduate Texts in Mathematics) [Paperback]

F. Spitzer (Author)

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Book Description

0387951547 978-0387951546 March 1, 2001 2nd
- T. Watanabe, "Mathematical Reviews".

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Editorial Reviews

Review

From the reviews:

.,."This book certainly covers almost all major topics in the theory of random walk. It will be invaluable to both pure and applied probabilists, as well as to many people in analysis. References for the methods and results involved are very good. A useful interdependence guide is given. Excellent choice is made of examples, which are mostly concerned with very concrete calculations. Each chapter contains complementary material in the form of remarks, examples and problems which are often themselves interesting theorems." (T. Watanabe, Mathematical Reviews)

From the reviews of the second edition:

"The most valuable new feature of the second edition is a supplementary bibliography covering results obtained from 1964 to 1976, which have been carefully included into the text. The publication of the second printing now encourages the reader to reconstruct the trains of thought of the founders of the theory of random walk. a ] For those knowing already a little bit about the theory this book is an invaluable source of ideas, impressive connections and results." (Markus Reiss, Zentralblatt MATH, Vol. 979, 2002)


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Inside This Book (learn more)
First Sentence:
The simplest definition of random walk is an analytical one. Read the first page
Key Phrases - Statistically Improbable Phrases (SIPs): (learn more)
reversed random walk, aperiodic random walk, transient kernel, transient random walk, recurrent random walk, walk lim, logarithmic potential theory, arbitrary random walk, potential kernel, renewal theorem, simple random walk, hitting probabilities, given random walk, symmetric random walk, transient case, transient sets, ratio theorem, recurrent set, probability interpretation, recurrent case, transition function, finite second moments, equilibrium charge
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