Random walk in random and non-random environments /:

The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated i...

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Bibliographische Detailangaben
1. Verfasser: Révész, Pál
Format: Elektronisch E-Book
Sprache:English
Veröffentlicht: Hackensack, N.J. : World Scientific, ©2005.
Ausgabe:2nd ed.
Schlagworte:
Online-Zugang:Volltext
Zusammenfassung:The simplest mathematical model of the Brownian motion of physics is the simple, symmetric random walk. This book collects and compares current results mostly strong theorems which describe the properties of a random walk. The modern problems of the limit theorems of probability theory are treated in the simple case of coin tossing. Taking advantage of this simplicity, the reader is familiarized with limit theorems (especially strong ones) without the burden of technical tools and difficulties. An easy way of considering the Wiener process is also given, through the study of the random walk.
Beschreibung:1 online resource (xvi, 380 pages) : illustrations
Bibliographie:Includes bibliographical references (pages 357-373) and indexes.
ISBN:9812703365
9789812703361
9789812563613
981256361X
1281905763
9781281905765
9786611905767
6611905766

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