Research Catalog

Title

Random walk in random and non-random environments / Pál Révész.

Author

Révész, Pál.

Publication

Hackensack, N.J. : World Scientific, ©2005.

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Details

Description

xvi, 380 pages : illustrations; 24 cm

Summary

"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."--BOOK JACKET.

Subject

• Random walks (Mathematics)
• Irrfahrtsproblem
• Processos estocásticos

Bibliography (note)

• Includes bibliographical references (p. 357-373) and indexes.

Contents

I. Simple symmetric random walk in Z[superscript 1] -- 1. Introduction of part I -- 2. Distributions -- 3. Recurrence and the zero-one law -- 4. From the strong law of large numbers to the law of iterated logarithm -- 5. Levy classes -- 6. Wiener process and invariance principle -- 7. Increments -- 8. Strassen type theorems -- 9. Distribution of the local time -- 10. Local time and invariance principle -- 11. Strong theorems of the local time -- 12. Excursions -- 13. Frequently and rarely visited sites -- 14. An embedding theorem -- 15. A few further results -- 16. Summary of part I -- II. Simple symmetric random walk in Z[superscript d] -- 17. The recurrence theorem -- 18. Wiener process and invariance principle -- 19. The law of iterated logarithm -- 20. Local time -- 21. The range -- 22. Heavy points and heavy balls -- 23. Crossing and self-crossing -- 24. Large covered balls -- 25. Long excursions -- 26. Speed of escape -- 27. A few further problems -- III. Random walk in random environment -- 28. Introduction -- 29. In the first six days -- 30. After the sixth day -- 31. What can a physicist say about the local time [xi](0,n)? -- 32. On the favourite value of the RWIRE -- 33. A few further problems.

ISBN

• 981256361X
• 9789812563613

LCCN

2005045536

OCLC

• ocm59011531
• 59011531
• SCSB-1373895

Owning Institutions

Princeton University Library