Principles of Random Walk:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
New York, NY
Springer New York
1964
|
Ausgabe: | Second Edition |
Schriftenreihe: | Graduate Texts in Mathematics
34 |
Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | In this edition a large number of errors have been corrected, an occasional proof has been streamlined, and a number of references are made to recent pro gress. These references are to a supplementary bibliography, whose items are referred to as [S1] through [S26]. A thorough revision was not attempted. The development of the subject in the last decade would have required a treatment in a much more general con text. It is true that a number of interesting questions remain open in the concrete setting of random walk on the integers. (See [S 19] for a recent survey). On the other hand, much of the material of this book (foundations, fluctuation theory, renewal theorems) is now available in standard texts, e.g. Feller [S9], Breiman [S1], Chung [S4] in the more general setting of random walk on the real line. But the major new development since the first edition occurred in 1969, when D. Ornstein [S22] and C. J. Stone [S26] succeeded in extending the recurrent potential theory in· Chapters II and VII from the integers to the reals. By now there is an extensive and nearly complete potential theory of recurrent random walk on locally compact groups, Abelian ( [S20], [S25]) as well as non Abelian ( [S17], [S2] ). Finally, for the non-specialist there exists now an unsurpassed brief introduction to probabilistic potential theory, in the context of simple random walk and Brownian motion, by Dynkin and Yushkevich [S8] |
Beschreibung: | 1 Online-Ressource (XIII, 408 p) |
ISBN: | 9781475742299 9781475742312 |
ISSN: | 0072-5285 |
DOI: | 10.1007/978-1-4757-4229-9 |
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Datensatz im Suchindex
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any_adam_object | |
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illustrated | Not Illustrated |
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institution | BVB |
isbn | 9781475742299 9781475742312 |
issn | 0072-5285 |
language | English |
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publisher | Springer New York |
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series2 | Graduate Texts in Mathematics |
spelling | Spitzer, Frank Verfasser aut Principles of Random Walk by Frank Spitzer Second Edition New York, NY Springer New York 1964 1 Online-Ressource (XIII, 408 p) txt rdacontent c rdamedia cr rdacarrier Graduate Texts in Mathematics 34 0072-5285 In this edition a large number of errors have been corrected, an occasional proof has been streamlined, and a number of references are made to recent pro gress. These references are to a supplementary bibliography, whose items are referred to as [S1] through [S26]. A thorough revision was not attempted. The development of the subject in the last decade would have required a treatment in a much more general con text. It is true that a number of interesting questions remain open in the concrete setting of random walk on the integers. (See [S 19] for a recent survey). On the other hand, much of the material of this book (foundations, fluctuation theory, renewal theorems) is now available in standard texts, e.g. Feller [S9], Breiman [S1], Chung [S4] in the more general setting of random walk on the real line. But the major new development since the first edition occurred in 1969, when D. Ornstein [S22] and C. J. Stone [S26] succeeded in extending the recurrent potential theory in· Chapters II and VII from the integers to the reals. By now there is an extensive and nearly complete potential theory of recurrent random walk on locally compact groups, Abelian ( [S20], [S25]) as well as non Abelian ( [S17], [S2] ). Finally, for the non-specialist there exists now an unsurpassed brief introduction to probabilistic potential theory, in the context of simple random walk and Brownian motion, by Dynkin and Yushkevich [S8] Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd rswk-swf Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd rswk-swf Statistik (DE-588)4056995-0 gnd rswk-swf Irrfahrtsproblem (DE-588)4162442-7 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 https://doi.org/10.1007/978-1-4757-4229-9 Verlag Volltext 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 Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Statistik (DE-588)4056995-0 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
subject_GND | (DE-588)4057630-9 (DE-588)4064324-4 (DE-588)4056995-0 (DE-588)4162442-7 |
title | Principles of Random Walk |
title_auth | Principles of Random Walk |
title_exact_search | Principles of Random Walk |
title_full | Principles of Random Walk by Frank Spitzer |
title_fullStr | Principles of Random Walk by Frank Spitzer |
title_full_unstemmed | Principles of Random Walk by Frank Spitzer |
title_short | Principles of Random Walk |
title_sort | principles of random walk |
topic | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess (DE-588)4057630-9 gnd Wahrscheinlichkeitsrechnung (DE-588)4064324-4 gnd Statistik (DE-588)4056995-0 gnd Irrfahrtsproblem (DE-588)4162442-7 gnd |
topic_facet | Mathematics Distribution (Probability theory) Probability Theory and Stochastic Processes Mathematik Stochastischer Prozess Wahrscheinlichkeitsrechnung Statistik Irrfahrtsproblem |
url | https://doi.org/10.1007/978-1-4757-4229-9 |
work_keys_str_mv | AT spitzerfrank principlesofrandomwalk |