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(Ebook) Random Walk in Random and Non-Random Environments by Pal Revesz ISBN 9789812563613, 981256361X

  • SKU: EBN-996828
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Authors:Pal Revesz
Pages:397 pages.
Year:2005
Editon:2nd ed
Publisher:World Scientific
Language:english
File Size:10.02 MB
Format:pdf
ISBNS:9789812563613, 981256361X
Categories: Ebooks

Product desciption

(Ebook) Random Walk in Random and Non-Random Environments by Pal Revesz ISBN 9789812563613, 981256361X

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.
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