Principles of random walk:
Saved in:
| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
New York [u.a.]
Springer
2001
|
| Edition: | 2. ed., 1. softcover printing |
| Series: | Graduate texts in mathematics
34 |
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Item Description: | Literaturverz. S. 395 - 402 |
| Physical Description: | XIII, 408 S. graph. Darst. |
| ISBN: | 9780387951546 0387951547 |
Staff View
MARC
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| 100 | 1 | |a Spitzer, Frank |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Principles of random walk |c Frank Spitzer |
| 250 | |a 2. ed., 1. softcover printing | ||
| 264 | 1 | |a New York [u.a.] |b Springer |c 2001 | |
| 300 | |a XIII, 408 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
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| 490 | 1 | |a Graduate texts in mathematics |v 34 | |
| 500 | |a Literaturverz. S. 395 - 402 | ||
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Record in the Search Index
| _version_ | 1807504279172284416 |
|---|---|
| adam_text |
TABLE
OF
CONTENTS
CHAPTER
I.
T
HE
C
LASSIFICATION
OF
R
ANDOM
W
ALK
PAGE
1.
INTRODUCTION
1
2.
PERIODICITY
AND
RECURRENCE
BEHAVIOR
14
3.
SOME
MEASURE
THEORY
24
4.
THE
RANGE
OF
A
RANDOM
WALK
35
5.
THE
STRONG
RATIO
THEOREM
40
PROBLEMS
51
CHAPTER
II.
H
ARMONIC
A
NALYSIS
6.
CHARACTERISTIC
FUNCTIONS
AND
MOMENTS
54
7.
PERIODICITY
64
8.
RECURRENCE
CRITERIA
AND
EXAMPLES
82
9.
THE
RENEWAL
THEOREM
95
PROBLEMS
101
CHAPTER
HI.
T
WO
-D
IMENSIONAL
R
ECURRENT
R
ANDOM
W
ALK
10.
GENERALITIES
105
11.
THE
HITTING
PROBABILITIES
OF
A
FINITE
SET
113
12.
THE
POTENTIAL
KERNEL
A(X,Y)
121
13.
SOME
POTENTIAL
THEORY
128
14.
THE
GREEN
FUNCTION
OF
A
FINITE
SET
140
15.
SIMPLE
RANDOM
WALK
IN
THE
PLANE
148
16.
THE
TIME
DEPENDENT
BEHAVIOR
157
PROBLEMS
171
CHAPTER
IV.
R
ANDOM
W
ALK
ON
A
H
ALF
-L
INE
17.
THE
HITTING
PROBABILITY
OF
THE
RIGHT
HALF-LINE
174
18.
RANDOM
WALK
WITH
FINITE
MEAN
190
19.
THE
GREEN
FUNCTION
AND
THE
GAMBLER
'
S
RUIN
PROBLEM
205
20.
FLUCTUATIONS
AND
THE
ARC-SINE
LAW
218
PROBLEMS
231
XII
CONTENTS
CHAPTER
V.
R
ANDOM
W
ALK
,
ON
A
I
NTERVAL
PAGE
21.
SIMPLE
RANDOM
WALK
237
22.
THE
ABSORPTION
PROBLEM
WITH
MEAN
ZERO,
FINITE
VARIANCE
244
23.
THE
GREEN
FUNCTION
FOR
THE
ABSORPTION
PROBLEM
258
PROBLEMS
270
CHAPTER
VI.
T
RANSIENT
R
ANDOM
W
ALK
24.
THE
GREEN
FUNCTION
G(X,Y)
274
25.
HITTING
PROBABILITIES
290
26.
RANDOM
WALK
IN
THREE-SPACE
WITH
MEAN
ZERO
AND
FINITE
SECOND
MOMENTS
307
27.
APPLICATIONS
TO
ANALYSIS
322
PROBLEMS
339
CHAPTER
VII.
R
ECURRENT
R
ANDOM
W
ALK
28.
THE
EXISTENCE
OF
THE
ONE-DIMENSIONAL
POTENTIAL
KERNEL
343
29.
THE
ASYMPTOTIC
BEHAVIOR
OF
THE
POTENTIAL
KERNEL
352
30.
HITTING
PROBABILITIES
AND
THE
GREEN
FUNCTION
359
31.
THE
UNIQUENESS
OF
THE
RECURRENT
POTENTIAL
KERNEL
368
32.
THE
HITTING
TIME
OF
A
SINGLE
POINT
377
PROBLEMS
392
B
IBLIOGRAPHY
395
S
UPPLEMENTARY
B
IBLIOGRAPHY
401
I
NDEX
403 |
| any_adam_object | 1 |
| author | Spitzer, Frank |
| author_facet | Spitzer, Frank |
| author_role | aut |
| author_sort | Spitzer, Frank |
| author_variant | f s fs |
| building | Verbundindex |
| bvnumber | BV013747718 |
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| callnumber-subject | QA - Mathematics |
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| ctrlnum | (OCoLC)45320659 (DE-599)BVBBV013747718 |
| dewey-full | 519.2/82 |
| dewey-hundreds | 500 - Natural sciences and mathematics |
| dewey-ones | 519 - Probabilities and applied mathematics |
| dewey-raw | 519.2/82 |
| dewey-search | 519.2/82 |
| dewey-sort | 3519.2 282 |
| dewey-tens | 510 - Mathematics |
| discipline | Mathematik |
| edition | 2. ed., 1. softcover printing |
| format | Book |
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| id | DE-604.BV013747718 |
| illustrated | Illustrated |
| indexdate | 2024-08-16T01:06:46Z |
| institution | BVB |
| isbn | 9780387951546 0387951547 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-009397948 |
| oclc_num | 45320659 |
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| physical | XIII, 408 S. graph. Darst. |
| publishDate | 2001 |
| publishDateSearch | 2001 |
| publishDateSort | 2001 |
| publisher | Springer |
| record_format | marc |
| series | Graduate texts in mathematics |
| series2 | Graduate texts in mathematics |
| spelling | Spitzer, Frank Verfasser aut Principles of random walk Frank Spitzer 2. ed., 1. softcover printing New York [u.a.] Springer 2001 XIII, 408 S. graph. Darst. txt rdacontent n rdamedia nc rdacarrier Graduate texts in mathematics 34 Literaturverz. S. 395 - 402 Random walks (Mathematics) Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Stochastischer Prozess (DE-588)4057630-9 s Irrfahrtsproblem (DE-588)4162442-7 s 1\p DE-604 Wahrscheinlichkeitsrechnung (DE-588)4064324-4 s 2\p DE-604 Statistik (DE-588)4056995-0 s 3\p DE-604 Graduate texts in mathematics 34 (DE-604)BV000000067 34 DNB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009397948&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 3\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Spitzer, Frank Principles of random walk Graduate texts in mathematics Random walks (Mathematics) Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Statistik (DE-588)4056995-0 gnd |
| subject_GND | (DE-588)4064324-4 (DE-588)4162442-7 (DE-588)4057630-9 (DE-588)4056995-0 |
| title | Principles of random walk |
| title_auth | Principles of random walk |
| title_exact_search | Principles of random walk |
| title_full | Principles of random walk Frank Spitzer |
| title_fullStr | Principles of random walk Frank Spitzer |
| title_full_unstemmed | Principles of random walk Frank Spitzer |
| title_short | Principles of random walk |
| title_sort | principles of random walk |
| topic | Random walks (Mathematics) Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd Stochastischer Prozess (DE-588)4057630-9 gnd Statistik (DE-588)4056995-0 gnd |
| topic_facet | Random walks (Mathematics) Wahrscheinlichkeitsrechnung Irrfahrtsproblem Stochastischer Prozess Statistik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=009397948&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| volume_link | (DE-604)BV000000067 |
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