Random Walk in Random and Non-Random Environments

✍ Scribed by Pal Revesz

Publisher: World Scientific
Year: 2005
Tongue: English
Leaves: 397
Edition: 2nd ed
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

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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