| 书目名称 | Principles of Random Walk | | 编辑 | Frank Spitzer | | 视频video | | | 概述 | Covers almost all major topics in the theory of Random Walk.More than 100 pages of examples and problems illustrate and clarify the presentation | | 丛书名称 | Graduate Texts in Mathematics | | 图书封面 |  | | 描述 | 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 n | | 出版日期 | Textbook 1964Latest edition | | 关键词 | Markov chain; probability; probability theory; random walk | | 版次 | 2 | | doi | https://doi.org/10.1007/978-1-4757-4229-9 | | isbn_softcover | 978-1-4757-4231-2 | | isbn_ebook | 978-1-4757-4229-9Series ISSN 0072-5285 Series E-ISSN 2197-5612 | | issn_series | 0072-5285 | | copyright | Springer New York 1964 |
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发表于 2025-3-21 16:14:49
